Trading Metrics calculated at close of trading on 24-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,754.35 |
1,766.89 |
12.54 |
0.7% |
1,729.49 |
High |
1,770.19 |
1,778.32 |
8.13 |
0.5% |
1,743.79 |
Low |
1,747.87 |
1,760.82 |
12.95 |
0.7% |
1,705.53 |
Close |
1,767.08 |
1,760.82 |
-6.26 |
-0.4% |
1,742.25 |
Range |
22.32 |
17.50 |
-4.82 |
-21.6% |
38.26 |
ATR |
22.83 |
22.45 |
-0.38 |
-1.7% |
0.00 |
Volume |
5,569 |
6,276 |
707 |
12.7% |
27,290 |
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.15 |
1,807.49 |
1,770.45 |
|
R3 |
1,801.65 |
1,789.99 |
1,765.63 |
|
R2 |
1,784.15 |
1,784.15 |
1,764.03 |
|
R1 |
1,772.49 |
1,772.49 |
1,762.42 |
1,769.57 |
PP |
1,766.65 |
1,766.65 |
1,766.65 |
1,765.20 |
S1 |
1,754.99 |
1,754.99 |
1,759.22 |
1,752.07 |
S2 |
1,749.15 |
1,749.15 |
1,757.61 |
|
S3 |
1,731.65 |
1,737.49 |
1,756.01 |
|
S4 |
1,714.15 |
1,719.99 |
1,751.20 |
|
|
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 |
1,778.32 |
1,717.60 |
60.72 |
3.4% |
19.85 |
1.1% |
71% |
True |
False |
5,817 |
10 |
1,778.32 |
1,705.53 |
72.79 |
4.1% |
20.45 |
1.2% |
76% |
True |
False |
5,647 |
20 |
1,778.32 |
1,672.80 |
105.52 |
6.0% |
23.09 |
1.3% |
83% |
True |
False |
5,670 |
40 |
1,778.32 |
1,671.36 |
106.96 |
6.1% |
22.57 |
1.3% |
84% |
True |
False |
5,774 |
60 |
1,778.32 |
1,581.02 |
197.30 |
11.2% |
24.27 |
1.4% |
91% |
True |
False |
5,738 |
80 |
1,778.32 |
1,453.26 |
325.06 |
18.5% |
31.19 |
1.8% |
95% |
True |
False |
5,764 |
100 |
1,778.32 |
1,453.26 |
325.06 |
18.5% |
29.58 |
1.7% |
95% |
True |
False |
5,875 |
120 |
1,778.32 |
1,453.26 |
325.06 |
18.5% |
27.16 |
1.5% |
95% |
True |
False |
6,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.70 |
2.618 |
1,824.14 |
1.618 |
1,806.64 |
1.000 |
1,795.82 |
0.618 |
1,789.14 |
HIGH |
1,778.32 |
0.618 |
1,771.64 |
0.500 |
1,769.57 |
0.382 |
1,767.51 |
LOW |
1,760.82 |
0.618 |
1,750.01 |
1.000 |
1,743.32 |
1.618 |
1,732.51 |
2.618 |
1,715.01 |
4.250 |
1,686.45 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,769.57 |
1,760.65 |
PP |
1,766.65 |
1,760.48 |
S1 |
1,763.74 |
1,760.31 |
|