Trading Metrics calculated at close of trading on 19-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,725.77 |
1,721.87 |
-3.90 |
-0.2% |
1,729.49 |
High |
1,734.88 |
1,743.79 |
8.91 |
0.5% |
1,743.79 |
Low |
1,717.60 |
1,721.33 |
3.73 |
0.2% |
1,705.53 |
Close |
1,721.97 |
1,742.25 |
20.28 |
1.2% |
1,742.25 |
Range |
17.28 |
22.46 |
5.18 |
30.0% |
38.26 |
ATR |
23.16 |
23.11 |
-0.05 |
-0.2% |
0.00 |
Volume |
5,522 |
5,629 |
107 |
1.9% |
27,290 |
|
Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.17 |
1,795.17 |
1,754.60 |
|
R3 |
1,780.71 |
1,772.71 |
1,748.43 |
|
R2 |
1,758.25 |
1,758.25 |
1,746.37 |
|
R1 |
1,750.25 |
1,750.25 |
1,744.31 |
1,754.25 |
PP |
1,735.79 |
1,735.79 |
1,735.79 |
1,737.79 |
S1 |
1,727.79 |
1,727.79 |
1,740.19 |
1,731.79 |
S2 |
1,713.33 |
1,713.33 |
1,738.13 |
|
S3 |
1,690.87 |
1,705.33 |
1,736.07 |
|
S4 |
1,668.41 |
1,682.87 |
1,729.90 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,845.30 |
1,832.04 |
1,763.29 |
|
R3 |
1,807.04 |
1,793.78 |
1,752.77 |
|
R2 |
1,768.78 |
1,768.78 |
1,749.26 |
|
R1 |
1,755.52 |
1,755.52 |
1,745.76 |
1,762.15 |
PP |
1,730.52 |
1,730.52 |
1,730.52 |
1,733.84 |
S1 |
1,717.26 |
1,717.26 |
1,738.74 |
1,723.89 |
S2 |
1,692.26 |
1,692.26 |
1,735.24 |
|
S3 |
1,654.00 |
1,679.00 |
1,731.73 |
|
S4 |
1,615.74 |
1,640.74 |
1,721.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,743.79 |
1,705.53 |
38.26 |
2.2% |
21.26 |
1.2% |
96% |
True |
False |
5,458 |
10 |
1,743.81 |
1,678.27 |
65.54 |
3.8% |
22.03 |
1.3% |
98% |
False |
False |
5,499 |
20 |
1,743.90 |
1,672.80 |
71.10 |
4.1% |
22.90 |
1.3% |
98% |
False |
False |
5,563 |
40 |
1,764.12 |
1,671.36 |
92.76 |
5.3% |
22.45 |
1.3% |
76% |
False |
False |
5,781 |
60 |
1,764.12 |
1,564.96 |
199.16 |
11.4% |
24.95 |
1.4% |
89% |
False |
False |
5,724 |
80 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
31.73 |
1.8% |
93% |
False |
False |
5,729 |
100 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
29.60 |
1.7% |
93% |
False |
False |
5,903 |
120 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
27.52 |
1.6% |
93% |
False |
False |
6,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,839.25 |
2.618 |
1,802.59 |
1.618 |
1,780.13 |
1.000 |
1,766.25 |
0.618 |
1,757.67 |
HIGH |
1,743.79 |
0.618 |
1,735.21 |
0.500 |
1,732.56 |
0.382 |
1,729.91 |
LOW |
1,721.33 |
0.618 |
1,707.45 |
1.000 |
1,698.87 |
1.618 |
1,684.99 |
2.618 |
1,662.53 |
4.250 |
1,625.88 |
|
|
Fisher Pivots for day following 19-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,739.02 |
1,737.73 |
PP |
1,735.79 |
1,733.21 |
S1 |
1,732.56 |
1,728.69 |
|