Trading Metrics calculated at close of trading on 18-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,726.34 |
1,725.77 |
-0.57 |
0.0% |
1,684.32 |
High |
1,728.57 |
1,734.88 |
6.31 |
0.4% |
1,743.81 |
Low |
1,713.58 |
1,717.60 |
4.02 |
0.2% |
1,678.27 |
Close |
1,726.11 |
1,721.97 |
-4.14 |
-0.2% |
1,729.47 |
Range |
14.99 |
17.28 |
2.29 |
15.3% |
65.54 |
ATR |
23.61 |
23.16 |
-0.45 |
-1.9% |
0.00 |
Volume |
5,455 |
5,522 |
67 |
1.2% |
27,703 |
|
Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.66 |
1,766.59 |
1,731.47 |
|
R3 |
1,759.38 |
1,749.31 |
1,726.72 |
|
R2 |
1,742.10 |
1,742.10 |
1,725.14 |
|
R1 |
1,732.03 |
1,732.03 |
1,723.55 |
1,728.43 |
PP |
1,724.82 |
1,724.82 |
1,724.82 |
1,723.01 |
S1 |
1,714.75 |
1,714.75 |
1,720.39 |
1,711.15 |
S2 |
1,707.54 |
1,707.54 |
1,718.80 |
|
S3 |
1,690.26 |
1,697.47 |
1,717.22 |
|
S4 |
1,672.98 |
1,680.19 |
1,712.47 |
|
|
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 |
1,741.68 |
1,705.53 |
36.15 |
2.1% |
20.41 |
1.2% |
45% |
False |
False |
5,467 |
10 |
1,743.81 |
1,672.80 |
71.01 |
4.1% |
24.03 |
1.4% |
69% |
False |
False |
5,490 |
20 |
1,743.90 |
1,672.80 |
71.10 |
4.1% |
22.49 |
1.3% |
69% |
False |
False |
5,554 |
40 |
1,764.12 |
1,671.36 |
92.76 |
5.4% |
22.50 |
1.3% |
55% |
False |
False |
5,797 |
60 |
1,764.12 |
1,564.96 |
199.16 |
11.6% |
24.83 |
1.4% |
79% |
False |
False |
5,710 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
32.47 |
1.9% |
86% |
False |
False |
5,715 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
29.56 |
1.7% |
86% |
False |
False |
5,912 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
27.53 |
1.6% |
86% |
False |
False |
6,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.32 |
2.618 |
1,780.12 |
1.618 |
1,762.84 |
1.000 |
1,752.16 |
0.618 |
1,745.56 |
HIGH |
1,734.88 |
0.618 |
1,728.28 |
0.500 |
1,726.24 |
0.382 |
1,724.20 |
LOW |
1,717.60 |
0.618 |
1,706.92 |
1.000 |
1,700.32 |
1.618 |
1,689.64 |
2.618 |
1,672.36 |
4.250 |
1,644.16 |
|
|
Fisher Pivots for day following 18-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,726.24 |
1,721.86 |
PP |
1,724.82 |
1,721.74 |
S1 |
1,723.39 |
1,721.63 |
|