Trading Metrics calculated at close of trading on 11-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,714.00 |
1,737.33 |
23.33 |
1.4% |
1,728.81 |
High |
1,738.54 |
1,743.81 |
5.27 |
0.3% |
1,743.90 |
Low |
1,711.98 |
1,723.29 |
11.31 |
0.7% |
1,672.80 |
Close |
1,737.54 |
1,726.58 |
-10.96 |
-0.6% |
1,684.37 |
Range |
26.56 |
20.52 |
-6.04 |
-22.7% |
71.10 |
ATR |
24.81 |
24.50 |
-0.31 |
-1.2% |
0.00 |
Volume |
5,438 |
5,568 |
130 |
2.4% |
29,555 |
|
Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.79 |
1,780.20 |
1,737.87 |
|
R3 |
1,772.27 |
1,759.68 |
1,732.22 |
|
R2 |
1,751.75 |
1,751.75 |
1,730.34 |
|
R1 |
1,739.16 |
1,739.16 |
1,728.46 |
1,735.20 |
PP |
1,731.23 |
1,731.23 |
1,731.23 |
1,729.24 |
S1 |
1,718.64 |
1,718.64 |
1,724.70 |
1,714.68 |
S2 |
1,710.71 |
1,710.71 |
1,722.82 |
|
S3 |
1,690.19 |
1,698.12 |
1,720.94 |
|
S4 |
1,669.67 |
1,677.60 |
1,715.29 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.66 |
1,870.11 |
1,723.48 |
|
R3 |
1,842.56 |
1,799.01 |
1,703.92 |
|
R2 |
1,771.46 |
1,771.46 |
1,697.41 |
|
R1 |
1,727.91 |
1,727.91 |
1,690.89 |
1,714.14 |
PP |
1,700.36 |
1,700.36 |
1,700.36 |
1,693.47 |
S1 |
1,656.81 |
1,656.81 |
1,677.85 |
1,643.04 |
S2 |
1,629.26 |
1,629.26 |
1,671.34 |
|
S3 |
1,558.16 |
1,585.71 |
1,664.82 |
|
S4 |
1,487.06 |
1,514.61 |
1,645.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,743.81 |
1,672.80 |
71.01 |
4.1% |
27.64 |
1.6% |
76% |
True |
False |
5,514 |
10 |
1,743.90 |
1,672.80 |
71.10 |
4.1% |
25.92 |
1.5% |
76% |
False |
False |
5,705 |
20 |
1,764.12 |
1,672.80 |
91.32 |
5.3% |
23.02 |
1.3% |
59% |
False |
False |
5,660 |
40 |
1,764.12 |
1,663.76 |
100.36 |
5.8% |
24.01 |
1.4% |
63% |
False |
False |
5,875 |
60 |
1,764.12 |
1,463.91 |
300.21 |
17.4% |
27.76 |
1.6% |
87% |
False |
False |
5,669 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
33.03 |
1.9% |
88% |
False |
False |
5,729 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
29.28 |
1.7% |
88% |
False |
False |
5,993 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
27.10 |
1.6% |
88% |
False |
False |
6,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,831.02 |
2.618 |
1,797.53 |
1.618 |
1,777.01 |
1.000 |
1,764.33 |
0.618 |
1,756.49 |
HIGH |
1,743.81 |
0.618 |
1,735.97 |
0.500 |
1,733.55 |
0.382 |
1,731.13 |
LOW |
1,723.29 |
0.618 |
1,710.61 |
1.000 |
1,702.77 |
1.618 |
1,690.09 |
2.618 |
1,669.57 |
4.250 |
1,636.08 |
|
|
Fisher Pivots for day following 11-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,733.55 |
1,723.84 |
PP |
1,731.23 |
1,721.10 |
S1 |
1,728.90 |
1,718.37 |
|