Trading Metrics calculated at close of trading on 12-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,737.33 |
1,726.68 |
-10.65 |
-0.6% |
1,684.32 |
High |
1,743.81 |
1,741.68 |
-2.13 |
-0.1% |
1,743.81 |
Low |
1,723.29 |
1,723.45 |
0.16 |
0.0% |
1,678.27 |
Close |
1,726.58 |
1,729.47 |
2.89 |
0.2% |
1,729.47 |
Range |
20.52 |
18.23 |
-2.29 |
-11.2% |
65.54 |
ATR |
24.50 |
24.05 |
-0.45 |
-1.8% |
0.00 |
Volume |
5,568 |
5,675 |
107 |
1.9% |
27,703 |
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,786.22 |
1,776.08 |
1,739.50 |
|
R3 |
1,767.99 |
1,757.85 |
1,734.48 |
|
R2 |
1,749.76 |
1,749.76 |
1,732.81 |
|
R1 |
1,739.62 |
1,739.62 |
1,731.14 |
1,744.69 |
PP |
1,731.53 |
1,731.53 |
1,731.53 |
1,734.07 |
S1 |
1,721.39 |
1,721.39 |
1,727.80 |
1,726.46 |
S2 |
1,713.30 |
1,713.30 |
1,726.13 |
|
S3 |
1,695.07 |
1,703.16 |
1,724.46 |
|
S4 |
1,676.84 |
1,684.93 |
1,719.44 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.80 |
1,887.18 |
1,765.52 |
|
R3 |
1,848.26 |
1,821.64 |
1,747.49 |
|
R2 |
1,782.72 |
1,782.72 |
1,741.49 |
|
R1 |
1,756.10 |
1,756.10 |
1,735.48 |
1,769.41 |
PP |
1,717.18 |
1,717.18 |
1,717.18 |
1,723.84 |
S1 |
1,690.56 |
1,690.56 |
1,723.46 |
1,703.87 |
S2 |
1,651.64 |
1,651.64 |
1,717.45 |
|
S3 |
1,586.10 |
1,625.02 |
1,711.45 |
|
S4 |
1,520.56 |
1,559.48 |
1,693.42 |
|
|
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 |
1,678.27 |
65.54 |
3.8% |
22.81 |
1.3% |
78% |
False |
False |
5,540 |
10 |
1,743.90 |
1,672.80 |
71.10 |
4.1% |
25.60 |
1.5% |
80% |
False |
False |
5,725 |
20 |
1,764.12 |
1,672.80 |
91.32 |
5.3% |
22.90 |
1.3% |
62% |
False |
False |
5,654 |
40 |
1,764.12 |
1,663.76 |
100.36 |
5.8% |
23.54 |
1.4% |
65% |
False |
False |
5,865 |
60 |
1,764.12 |
1,486.21 |
277.91 |
16.1% |
27.23 |
1.6% |
88% |
False |
False |
5,649 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
32.90 |
1.9% |
89% |
False |
False |
5,718 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
29.29 |
1.7% |
89% |
False |
False |
5,982 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
27.13 |
1.6% |
89% |
False |
False |
6,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.16 |
2.618 |
1,789.41 |
1.618 |
1,771.18 |
1.000 |
1,759.91 |
0.618 |
1,752.95 |
HIGH |
1,741.68 |
0.618 |
1,734.72 |
0.500 |
1,732.57 |
0.382 |
1,730.41 |
LOW |
1,723.45 |
0.618 |
1,712.18 |
1.000 |
1,705.22 |
1.618 |
1,693.95 |
2.618 |
1,675.72 |
4.250 |
1,645.97 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,732.57 |
1,728.95 |
PP |
1,731.53 |
1,728.42 |
S1 |
1,730.50 |
1,727.90 |
|