Trading Metrics calculated at close of trading on 23-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,742.29 |
1,754.35 |
12.06 |
0.7% |
1,729.49 |
High |
1,761.96 |
1,770.19 |
8.23 |
0.5% |
1,743.79 |
Low |
1,742.29 |
1,747.87 |
5.58 |
0.3% |
1,705.53 |
Close |
1,754.31 |
1,767.08 |
12.77 |
0.7% |
1,742.25 |
Range |
19.67 |
22.32 |
2.65 |
13.5% |
38.26 |
ATR |
22.87 |
22.83 |
-0.04 |
-0.2% |
0.00 |
Volume |
6,092 |
5,569 |
-523 |
-8.6% |
27,290 |
|
Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.67 |
1,820.20 |
1,779.36 |
|
R3 |
1,806.35 |
1,797.88 |
1,773.22 |
|
R2 |
1,784.03 |
1,784.03 |
1,771.17 |
|
R1 |
1,775.56 |
1,775.56 |
1,769.13 |
1,779.80 |
PP |
1,761.71 |
1,761.71 |
1,761.71 |
1,763.83 |
S1 |
1,753.24 |
1,753.24 |
1,765.03 |
1,757.48 |
S2 |
1,739.39 |
1,739.39 |
1,762.99 |
|
S3 |
1,717.07 |
1,730.92 |
1,760.94 |
|
S4 |
1,694.75 |
1,708.60 |
1,754.80 |
|
|
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 |
1,770.19 |
1,713.58 |
56.61 |
3.2% |
19.34 |
1.1% |
95% |
True |
False |
5,653 |
10 |
1,770.19 |
1,705.53 |
64.66 |
3.7% |
21.36 |
1.2% |
95% |
True |
False |
5,563 |
20 |
1,770.19 |
1,672.80 |
97.39 |
5.5% |
23.23 |
1.3% |
97% |
True |
False |
5,629 |
40 |
1,770.19 |
1,671.36 |
98.83 |
5.6% |
22.53 |
1.3% |
97% |
True |
False |
5,768 |
60 |
1,770.19 |
1,564.96 |
205.23 |
11.6% |
24.52 |
1.4% |
98% |
True |
False |
5,724 |
80 |
1,770.19 |
1,453.26 |
316.93 |
17.9% |
31.15 |
1.8% |
99% |
True |
False |
5,755 |
100 |
1,770.19 |
1,453.26 |
316.93 |
17.9% |
29.54 |
1.7% |
99% |
True |
False |
5,882 |
120 |
1,770.19 |
1,453.26 |
316.93 |
17.9% |
27.48 |
1.6% |
99% |
True |
False |
6,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,865.05 |
2.618 |
1,828.62 |
1.618 |
1,806.30 |
1.000 |
1,792.51 |
0.618 |
1,783.98 |
HIGH |
1,770.19 |
0.618 |
1,761.66 |
0.500 |
1,759.03 |
0.382 |
1,756.40 |
LOW |
1,747.87 |
0.618 |
1,734.08 |
1.000 |
1,725.55 |
1.618 |
1,711.76 |
2.618 |
1,689.44 |
4.250 |
1,653.01 |
|
|
Fisher Pivots for day following 23-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,764.40 |
1,759.97 |
PP |
1,761.71 |
1,752.87 |
S1 |
1,759.03 |
1,745.76 |
|