Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,726.68 |
1,729.49 |
2.81 |
0.2% |
1,684.32 |
High |
1,741.68 |
1,733.53 |
-8.15 |
-0.5% |
1,743.81 |
Low |
1,723.45 |
1,705.53 |
-17.92 |
-1.0% |
1,678.27 |
Close |
1,729.47 |
1,724.64 |
-4.83 |
-0.3% |
1,729.47 |
Range |
18.23 |
28.00 |
9.77 |
53.6% |
65.54 |
ATR |
24.05 |
24.33 |
0.28 |
1.2% |
0.00 |
Volume |
5,675 |
5,339 |
-336 |
-5.9% |
27,703 |
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.23 |
1,792.94 |
1,740.04 |
|
R3 |
1,777.23 |
1,764.94 |
1,732.34 |
|
R2 |
1,749.23 |
1,749.23 |
1,729.77 |
|
R1 |
1,736.94 |
1,736.94 |
1,727.21 |
1,729.09 |
PP |
1,721.23 |
1,721.23 |
1,721.23 |
1,717.31 |
S1 |
1,708.94 |
1,708.94 |
1,722.07 |
1,701.09 |
S2 |
1,693.23 |
1,693.23 |
1,719.51 |
|
S3 |
1,665.23 |
1,680.94 |
1,716.94 |
|
S4 |
1,637.23 |
1,652.94 |
1,709.24 |
|
|
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 |
1,692.92 |
50.89 |
3.0% |
24.05 |
1.4% |
62% |
False |
False |
5,548 |
10 |
1,743.83 |
1,672.80 |
71.03 |
4.1% |
26.89 |
1.6% |
73% |
False |
False |
5,584 |
20 |
1,751.71 |
1,672.80 |
78.91 |
4.6% |
22.54 |
1.3% |
66% |
False |
False |
5,570 |
40 |
1,764.12 |
1,663.76 |
100.36 |
5.8% |
23.55 |
1.4% |
61% |
False |
False |
5,847 |
60 |
1,764.12 |
1,549.70 |
214.42 |
12.4% |
26.47 |
1.5% |
82% |
False |
False |
5,649 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
32.68 |
1.9% |
87% |
False |
False |
5,710 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
29.43 |
1.7% |
87% |
False |
False |
5,966 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
27.31 |
1.6% |
87% |
False |
False |
6,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.53 |
2.618 |
1,806.83 |
1.618 |
1,778.83 |
1.000 |
1,761.53 |
0.618 |
1,750.83 |
HIGH |
1,733.53 |
0.618 |
1,722.83 |
0.500 |
1,719.53 |
0.382 |
1,716.23 |
LOW |
1,705.53 |
0.618 |
1,688.23 |
1.000 |
1,677.53 |
1.618 |
1,660.23 |
2.618 |
1,632.23 |
4.250 |
1,586.53 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,722.94 |
1,724.67 |
PP |
1,721.23 |
1,724.66 |
S1 |
1,719.53 |
1,724.65 |
|