Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,785.58 |
9,532.48 |
-253.10 |
-2.6% |
9,807.98 |
High |
9,849.01 |
9,809.41 |
-39.60 |
-0.4% |
10,155.20 |
Low |
9,499.10 |
9,489.58 |
-9.52 |
-0.1% |
9,499.10 |
Close |
9,663.77 |
9,776.89 |
113.12 |
1.2% |
9,663.77 |
Range |
349.91 |
319.83 |
-30.08 |
-8.6% |
656.10 |
ATR |
217.43 |
224.74 |
7.31 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,651.45 |
10,534.00 |
9,952.80 |
|
R3 |
10,331.62 |
10,214.17 |
9,864.84 |
|
R2 |
10,011.79 |
10,011.79 |
9,835.53 |
|
R1 |
9,894.34 |
9,894.34 |
9,806.21 |
9,953.07 |
PP |
9,691.96 |
9,691.96 |
9,691.96 |
9,721.32 |
S1 |
9,574.51 |
9,574.51 |
9,747.57 |
9,633.24 |
S2 |
9,372.13 |
9,372.13 |
9,718.25 |
|
S3 |
9,052.30 |
9,254.68 |
9,688.94 |
|
S4 |
8,732.47 |
8,934.85 |
9,600.98 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,740.99 |
11,358.48 |
10,024.63 |
|
R3 |
11,084.89 |
10,702.38 |
9,844.20 |
|
R2 |
10,428.79 |
10,428.79 |
9,784.06 |
|
R1 |
10,046.28 |
10,046.28 |
9,723.91 |
9,909.49 |
PP |
9,772.69 |
9,772.69 |
9,772.69 |
9,704.29 |
S1 |
9,390.18 |
9,390.18 |
9,603.63 |
9,253.39 |
S2 |
9,116.59 |
9,116.59 |
9,543.49 |
|
S3 |
8,460.49 |
8,734.08 |
9,483.34 |
|
S4 |
7,804.39 |
8,077.98 |
9,302.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,155.20 |
9,489.58 |
665.62 |
6.8% |
268.47 |
2.7% |
43% |
False |
True |
|
10 |
10,155.20 |
9,489.58 |
665.62 |
6.8% |
207.34 |
2.1% |
43% |
False |
True |
|
20 |
10,155.20 |
9,182.45 |
972.75 |
9.9% |
178.42 |
1.8% |
61% |
False |
False |
|
40 |
10,155.20 |
8,359.84 |
1,795.36 |
18.4% |
178.81 |
1.8% |
79% |
False |
False |
|
60 |
10,155.20 |
6,771.91 |
3,383.29 |
34.6% |
206.99 |
2.1% |
89% |
False |
False |
|
80 |
10,155.20 |
6,771.91 |
3,383.29 |
34.6% |
252.89 |
2.6% |
89% |
False |
False |
|
100 |
10,155.20 |
6,771.91 |
3,383.29 |
34.6% |
224.57 |
2.3% |
89% |
False |
False |
|
120 |
10,155.20 |
6,771.91 |
3,383.29 |
34.6% |
198.65 |
2.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,168.69 |
2.618 |
10,646.72 |
1.618 |
10,326.89 |
1.000 |
10,129.24 |
0.618 |
10,007.06 |
HIGH |
9,809.41 |
0.618 |
9,687.23 |
0.500 |
9,649.50 |
0.382 |
9,611.76 |
LOW |
9,489.58 |
0.618 |
9,291.93 |
1.000 |
9,169.75 |
1.618 |
8,972.10 |
2.618 |
8,652.27 |
4.250 |
8,130.30 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,734.43 |
9,762.56 |
PP |
9,691.96 |
9,748.22 |
S1 |
9,649.50 |
9,733.89 |
|