Trading Metrics calculated at close of trading on 17-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,724.59 |
1,726.34 |
1.75 |
0.1% |
1,684.32 |
High |
1,731.92 |
1,728.57 |
-3.35 |
-0.2% |
1,743.81 |
Low |
1,708.37 |
1,713.58 |
5.21 |
0.3% |
1,678.27 |
Close |
1,726.46 |
1,726.11 |
-0.35 |
0.0% |
1,729.47 |
Range |
23.55 |
14.99 |
-8.56 |
-36.3% |
65.54 |
ATR |
24.28 |
23.61 |
-0.66 |
-2.7% |
0.00 |
Volume |
5,345 |
5,455 |
110 |
2.1% |
27,703 |
|
Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.72 |
1,761.91 |
1,734.35 |
|
R3 |
1,752.73 |
1,746.92 |
1,730.23 |
|
R2 |
1,737.74 |
1,737.74 |
1,728.86 |
|
R1 |
1,731.93 |
1,731.93 |
1,727.48 |
1,727.34 |
PP |
1,722.75 |
1,722.75 |
1,722.75 |
1,720.46 |
S1 |
1,716.94 |
1,716.94 |
1,724.74 |
1,712.35 |
S2 |
1,707.76 |
1,707.76 |
1,723.36 |
|
S3 |
1,692.77 |
1,701.95 |
1,721.99 |
|
S4 |
1,677.78 |
1,686.96 |
1,717.87 |
|
|
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 |
1,705.53 |
38.28 |
2.2% |
21.06 |
1.2% |
54% |
False |
False |
5,476 |
10 |
1,743.81 |
1,672.80 |
71.01 |
4.1% |
24.62 |
1.4% |
75% |
False |
False |
5,519 |
20 |
1,747.44 |
1,672.80 |
74.64 |
4.3% |
23.05 |
1.3% |
71% |
False |
False |
5,547 |
40 |
1,764.12 |
1,671.36 |
92.76 |
5.4% |
22.81 |
1.3% |
59% |
False |
False |
5,809 |
60 |
1,764.12 |
1,564.96 |
199.16 |
11.5% |
25.23 |
1.5% |
81% |
False |
False |
5,693 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
32.52 |
1.9% |
88% |
False |
False |
5,710 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
29.51 |
1.7% |
88% |
False |
False |
5,927 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
27.50 |
1.6% |
88% |
False |
False |
6,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,792.28 |
2.618 |
1,767.81 |
1.618 |
1,752.82 |
1.000 |
1,743.56 |
0.618 |
1,737.83 |
HIGH |
1,728.57 |
0.618 |
1,722.84 |
0.500 |
1,721.08 |
0.382 |
1,719.31 |
LOW |
1,713.58 |
0.618 |
1,704.32 |
1.000 |
1,698.59 |
1.618 |
1,689.33 |
2.618 |
1,674.34 |
4.250 |
1,649.87 |
|
|
Fisher Pivots for day following 17-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,724.43 |
1,723.92 |
PP |
1,722.75 |
1,721.72 |
S1 |
1,721.08 |
1,719.53 |
|