Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,532.48 |
9,983.65 |
451.17 |
4.7% |
9,807.98 |
High |
9,809.41 |
10,010.89 |
201.48 |
2.1% |
10,155.20 |
Low |
9,489.58 |
9,806.78 |
317.20 |
3.3% |
9,499.10 |
Close |
9,776.89 |
9,949.37 |
172.48 |
1.8% |
9,663.77 |
Range |
319.83 |
204.11 |
-115.72 |
-36.2% |
656.10 |
ATR |
224.74 |
225.40 |
0.66 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,534.68 |
10,446.13 |
10,061.63 |
|
R3 |
10,330.57 |
10,242.02 |
10,005.50 |
|
R2 |
10,126.46 |
10,126.46 |
9,986.79 |
|
R1 |
10,037.91 |
10,037.91 |
9,968.08 |
9,980.13 |
PP |
9,922.35 |
9,922.35 |
9,922.35 |
9,893.46 |
S1 |
9,833.80 |
9,833.80 |
9,930.66 |
9,776.02 |
S2 |
9,718.24 |
9,718.24 |
9,911.95 |
|
S3 |
9,514.13 |
9,629.69 |
9,893.24 |
|
S4 |
9,310.02 |
9,425.58 |
9,837.11 |
|
|
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 |
6.7% |
279.71 |
2.8% |
69% |
False |
False |
|
10 |
10,155.20 |
9,489.58 |
665.62 |
6.7% |
212.93 |
2.1% |
69% |
False |
False |
|
20 |
10,155.20 |
9,182.45 |
972.75 |
9.8% |
182.69 |
1.8% |
79% |
False |
False |
|
40 |
10,155.20 |
8,359.84 |
1,795.36 |
18.0% |
180.66 |
1.8% |
89% |
False |
False |
|
60 |
10,155.20 |
6,771.91 |
3,383.29 |
34.0% |
201.75 |
2.0% |
94% |
False |
False |
|
80 |
10,155.20 |
6,771.91 |
3,383.29 |
34.0% |
253.10 |
2.5% |
94% |
False |
False |
|
100 |
10,155.20 |
6,771.91 |
3,383.29 |
34.0% |
225.85 |
2.3% |
94% |
False |
False |
|
120 |
10,155.20 |
6,771.91 |
3,383.29 |
34.0% |
200.18 |
2.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,878.36 |
2.618 |
10,545.25 |
1.618 |
10,341.14 |
1.000 |
10,215.00 |
0.618 |
10,137.03 |
HIGH |
10,010.89 |
0.618 |
9,932.92 |
0.500 |
9,908.84 |
0.382 |
9,884.75 |
LOW |
9,806.78 |
0.618 |
9,680.64 |
1.000 |
9,602.67 |
1.618 |
9,476.53 |
2.618 |
9,272.42 |
4.250 |
8,939.31 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,935.86 |
9,882.99 |
PP |
9,922.35 |
9,816.61 |
S1 |
9,908.84 |
9,750.24 |
|