Trading Metrics calculated at close of trading on 24-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2019 |
24-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
1,388.28 |
1,401.69 |
13.41 |
1.0% |
1,343.89 |
High |
1,411.23 |
1,420.98 |
9.75 |
0.7% |
1,411.23 |
Low |
1,383.02 |
1,399.10 |
16.08 |
1.2% |
1,333.07 |
Close |
1,399.10 |
1,419.52 |
20.42 |
1.5% |
1,399.10 |
Range |
28.21 |
21.88 |
-6.33 |
-22.4% |
78.16 |
ATR |
18.50 |
18.74 |
0.24 |
1.3% |
0.00 |
Volume |
10,898 |
11,115 |
217 |
2.0% |
50,212 |
|
Daily Pivots for day following 24-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.84 |
1,471.06 |
1,431.55 |
|
R3 |
1,456.96 |
1,449.18 |
1,425.54 |
|
R2 |
1,435.08 |
1,435.08 |
1,423.53 |
|
R1 |
1,427.30 |
1,427.30 |
1,421.53 |
1,431.19 |
PP |
1,413.20 |
1,413.20 |
1,413.20 |
1,415.15 |
S1 |
1,405.42 |
1,405.42 |
1,417.51 |
1,409.31 |
S2 |
1,391.32 |
1,391.32 |
1,415.51 |
|
S3 |
1,369.44 |
1,383.54 |
1,413.50 |
|
S4 |
1,347.56 |
1,361.66 |
1,407.49 |
|
|
Weekly Pivots for week ending 21-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.61 |
1,585.52 |
1,442.09 |
|
R3 |
1,537.45 |
1,507.36 |
1,420.59 |
|
R2 |
1,459.29 |
1,459.29 |
1,413.43 |
|
R1 |
1,429.20 |
1,429.20 |
1,406.26 |
1,444.25 |
PP |
1,381.13 |
1,381.13 |
1,381.13 |
1,388.66 |
S1 |
1,351.04 |
1,351.04 |
1,391.94 |
1,366.09 |
S2 |
1,302.97 |
1,302.97 |
1,384.77 |
|
S3 |
1,224.81 |
1,272.88 |
1,377.61 |
|
S4 |
1,146.65 |
1,194.72 |
1,356.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,420.98 |
1,333.40 |
87.58 |
6.2% |
30.24 |
2.1% |
98% |
True |
False |
10,353 |
10 |
1,420.98 |
1,320.05 |
100.93 |
7.1% |
21.88 |
1.5% |
99% |
True |
False |
9,948 |
20 |
1,420.98 |
1,275.26 |
145.72 |
10.3% |
18.99 |
1.3% |
99% |
True |
False |
9,654 |
40 |
1,420.98 |
1,266.76 |
154.22 |
10.9% |
14.93 |
1.1% |
99% |
True |
False |
8,575 |
60 |
1,420.98 |
1,266.61 |
154.37 |
10.9% |
13.11 |
0.9% |
99% |
True |
False |
7,686 |
80 |
1,420.98 |
1,266.61 |
154.37 |
10.9% |
12.68 |
0.9% |
99% |
True |
False |
7,275 |
100 |
1,420.98 |
1,266.61 |
154.37 |
10.9% |
12.44 |
0.9% |
99% |
True |
False |
7,754 |
120 |
1,420.98 |
1,266.61 |
154.37 |
10.9% |
11.97 |
0.8% |
99% |
True |
False |
8,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,513.97 |
2.618 |
1,478.26 |
1.618 |
1,456.38 |
1.000 |
1,442.86 |
0.618 |
1,434.50 |
HIGH |
1,420.98 |
0.618 |
1,412.62 |
0.500 |
1,410.04 |
0.382 |
1,407.46 |
LOW |
1,399.10 |
0.618 |
1,385.58 |
1.000 |
1,377.22 |
1.618 |
1,363.70 |
2.618 |
1,341.82 |
4.250 |
1,306.11 |
|
|
Fisher Pivots for day following 24-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
1,416.36 |
1,405.41 |
PP |
1,413.20 |
1,391.30 |
S1 |
1,410.04 |
1,377.19 |
|