Trading Metrics calculated at close of trading on 20-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2019 |
20-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
7,652.52 |
7,770.17 |
117.65 |
1.5% |
7,472.60 |
High |
7,681.56 |
7,770.61 |
89.05 |
1.2% |
7,595.57 |
Low |
7,606.28 |
7,681.43 |
75.15 |
1.0% |
7,454.87 |
Close |
7,667.74 |
7,738.05 |
70.31 |
0.9% |
7,479.11 |
Range |
75.28 |
89.18 |
13.90 |
18.5% |
140.70 |
ATR |
107.68 |
107.34 |
-0.34 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,997.57 |
7,956.99 |
7,787.10 |
|
R3 |
7,908.39 |
7,867.81 |
7,762.57 |
|
R2 |
7,819.21 |
7,819.21 |
7,754.40 |
|
R1 |
7,778.63 |
7,778.63 |
7,746.22 |
7,754.33 |
PP |
7,730.03 |
7,730.03 |
7,730.03 |
7,717.88 |
S1 |
7,689.45 |
7,689.45 |
7,729.88 |
7,665.15 |
S2 |
7,640.85 |
7,640.85 |
7,721.70 |
|
S3 |
7,551.67 |
7,600.27 |
7,713.53 |
|
S4 |
7,462.49 |
7,511.09 |
7,689.00 |
|
|
Weekly Pivots for week ending 14-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,931.95 |
7,846.23 |
7,556.50 |
|
R3 |
7,791.25 |
7,705.53 |
7,517.80 |
|
R2 |
7,650.55 |
7,650.55 |
7,504.91 |
|
R1 |
7,564.83 |
7,564.83 |
7,492.01 |
7,607.69 |
PP |
7,509.85 |
7,509.85 |
7,509.85 |
7,531.28 |
S1 |
7,424.13 |
7,424.13 |
7,466.21 |
7,466.99 |
S2 |
7,369.15 |
7,369.15 |
7,453.32 |
|
S3 |
7,228.45 |
7,283.43 |
7,440.42 |
|
S4 |
7,087.75 |
7,142.73 |
7,401.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,770.61 |
7,454.87 |
315.74 |
4.1% |
71.73 |
0.9% |
90% |
True |
False |
|
10 |
7,770.61 |
7,309.01 |
461.60 |
6.0% |
79.82 |
1.0% |
93% |
True |
False |
|
20 |
7,770.61 |
6,936.68 |
833.93 |
10.8% |
87.45 |
1.1% |
96% |
True |
False |
|
40 |
7,851.97 |
6,936.68 |
915.29 |
11.8% |
96.34 |
1.2% |
88% |
False |
False |
|
60 |
7,851.97 |
6,936.68 |
915.29 |
11.8% |
83.29 |
1.1% |
88% |
False |
False |
|
80 |
7,851.97 |
6,936.68 |
915.29 |
11.8% |
83.04 |
1.1% |
88% |
False |
False |
|
100 |
7,851.97 |
6,613.42 |
1,238.55 |
16.0% |
80.85 |
1.0% |
91% |
False |
False |
|
120 |
7,851.97 |
6,139.40 |
1,712.57 |
22.1% |
85.02 |
1.1% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,149.63 |
2.618 |
8,004.08 |
1.618 |
7,914.90 |
1.000 |
7,859.79 |
0.618 |
7,825.72 |
HIGH |
7,770.61 |
0.618 |
7,736.54 |
0.500 |
7,726.02 |
0.382 |
7,715.50 |
LOW |
7,681.43 |
0.618 |
7,626.32 |
1.000 |
7,592.25 |
1.618 |
7,537.14 |
2.618 |
7,447.96 |
4.250 |
7,302.42 |
|
|
Fisher Pivots for day following 20-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
7,734.04 |
7,719.73 |
PP |
7,730.03 |
7,701.42 |
S1 |
7,726.02 |
7,683.10 |
|