Trading Metrics calculated at close of trading on 22-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,721.87 |
1,742.29 |
20.42 |
1.2% |
1,729.49 |
High |
1,743.79 |
1,761.96 |
18.17 |
1.0% |
1,743.79 |
Low |
1,721.33 |
1,742.29 |
20.96 |
1.2% |
1,705.53 |
Close |
1,742.25 |
1,754.31 |
12.06 |
0.7% |
1,742.25 |
Range |
22.46 |
19.67 |
-2.79 |
-12.4% |
38.26 |
ATR |
23.11 |
22.87 |
-0.24 |
-1.1% |
0.00 |
Volume |
5,629 |
6,092 |
463 |
8.2% |
27,290 |
|
Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.86 |
1,802.76 |
1,765.13 |
|
R3 |
1,792.19 |
1,783.09 |
1,759.72 |
|
R2 |
1,772.52 |
1,772.52 |
1,757.92 |
|
R1 |
1,763.42 |
1,763.42 |
1,756.11 |
1,767.97 |
PP |
1,752.85 |
1,752.85 |
1,752.85 |
1,755.13 |
S1 |
1,743.75 |
1,743.75 |
1,752.51 |
1,748.30 |
S2 |
1,733.18 |
1,733.18 |
1,750.70 |
|
S3 |
1,713.51 |
1,724.08 |
1,748.90 |
|
S4 |
1,693.84 |
1,704.41 |
1,743.49 |
|
|
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 |
1,761.96 |
1,708.37 |
53.59 |
3.1% |
19.59 |
1.1% |
86% |
True |
False |
5,608 |
10 |
1,761.96 |
1,692.92 |
69.04 |
3.9% |
21.82 |
1.2% |
89% |
True |
False |
5,578 |
20 |
1,761.96 |
1,672.80 |
89.16 |
5.1% |
23.38 |
1.3% |
91% |
True |
False |
5,615 |
40 |
1,764.12 |
1,671.36 |
92.76 |
5.3% |
22.51 |
1.3% |
89% |
False |
False |
5,784 |
60 |
1,764.12 |
1,564.96 |
199.16 |
11.4% |
24.99 |
1.4% |
95% |
False |
False |
5,737 |
80 |
1,764.12 |
1,453.26 |
310.86 |
17.7% |
31.60 |
1.8% |
97% |
False |
False |
5,748 |
100 |
1,764.12 |
1,453.26 |
310.86 |
17.7% |
29.61 |
1.7% |
97% |
False |
False |
5,897 |
120 |
1,764.12 |
1,453.26 |
310.86 |
17.7% |
27.46 |
1.6% |
97% |
False |
False |
6,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,845.56 |
2.618 |
1,813.46 |
1.618 |
1,793.79 |
1.000 |
1,781.63 |
0.618 |
1,774.12 |
HIGH |
1,761.96 |
0.618 |
1,754.45 |
0.500 |
1,752.13 |
0.382 |
1,749.80 |
LOW |
1,742.29 |
0.618 |
1,730.13 |
1.000 |
1,722.62 |
1.618 |
1,710.46 |
2.618 |
1,690.79 |
4.250 |
1,658.69 |
|
|
Fisher Pivots for day following 22-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,753.58 |
1,749.47 |
PP |
1,752.85 |
1,744.62 |
S1 |
1,752.13 |
1,739.78 |
|