Trading Metrics calculated at close of trading on 19-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,972.35 |
10,104.63 |
132.28 |
1.3% |
9,532.48 |
High |
10,018.56 |
10,121.67 |
103.11 |
1.0% |
10,121.67 |
Low |
9,942.11 |
9,937.81 |
-4.30 |
0.0% |
9,489.58 |
Close |
10,012.05 |
10,008.64 |
-3.41 |
0.0% |
10,008.64 |
Range |
76.45 |
183.86 |
107.41 |
140.5% |
632.09 |
ATR |
207.06 |
205.40 |
-1.66 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,574.29 |
10,475.32 |
10,109.76 |
|
R3 |
10,390.43 |
10,291.46 |
10,059.20 |
|
R2 |
10,206.57 |
10,206.57 |
10,042.35 |
|
R1 |
10,107.60 |
10,107.60 |
10,025.49 |
10,065.16 |
PP |
10,022.71 |
10,022.71 |
10,022.71 |
10,001.48 |
S1 |
9,923.74 |
9,923.74 |
9,991.79 |
9,881.30 |
S2 |
9,838.85 |
9,838.85 |
9,974.93 |
|
S3 |
9,654.99 |
9,739.88 |
9,958.08 |
|
S4 |
9,471.13 |
9,556.02 |
9,907.52 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,769.57 |
11,521.19 |
10,356.29 |
|
R3 |
11,137.48 |
10,889.10 |
10,182.46 |
|
R2 |
10,505.39 |
10,505.39 |
10,124.52 |
|
R1 |
10,257.01 |
10,257.01 |
10,066.58 |
10,381.20 |
PP |
9,873.30 |
9,873.30 |
9,873.30 |
9,935.39 |
S1 |
9,624.92 |
9,624.92 |
9,950.70 |
9,749.11 |
S2 |
9,241.21 |
9,241.21 |
9,892.76 |
|
S3 |
8,609.12 |
8,992.83 |
9,834.82 |
|
S4 |
7,977.03 |
8,360.74 |
9,660.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,121.67 |
9,489.58 |
632.09 |
6.3% |
177.92 |
1.8% |
82% |
True |
False |
|
10 |
10,155.20 |
9,489.58 |
665.62 |
6.7% |
206.28 |
2.1% |
78% |
False |
False |
|
20 |
10,155.20 |
9,182.45 |
972.75 |
9.7% |
182.73 |
1.8% |
85% |
False |
False |
|
40 |
10,155.20 |
8,599.99 |
1,555.21 |
15.5% |
173.98 |
1.7% |
91% |
False |
False |
|
60 |
10,155.20 |
7,423.97 |
2,731.23 |
27.3% |
190.98 |
1.9% |
95% |
False |
False |
|
80 |
10,155.20 |
6,771.91 |
3,383.29 |
33.8% |
248.28 |
2.5% |
96% |
False |
False |
|
100 |
10,155.20 |
6,771.91 |
3,383.29 |
33.8% |
225.72 |
2.3% |
96% |
False |
False |
|
120 |
10,155.20 |
6,771.91 |
3,383.29 |
33.8% |
201.99 |
2.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,903.08 |
2.618 |
10,603.02 |
1.618 |
10,419.16 |
1.000 |
10,305.53 |
0.618 |
10,235.30 |
HIGH |
10,121.67 |
0.618 |
10,051.44 |
0.500 |
10,029.74 |
0.382 |
10,008.04 |
LOW |
9,937.81 |
0.618 |
9,824.18 |
1.000 |
9,753.95 |
1.618 |
9,640.32 |
2.618 |
9,456.46 |
4.250 |
9,156.41 |
|
|
Fisher Pivots for day following 19-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10,029.74 |
10,029.74 |
PP |
10,022.71 |
10,022.71 |
S1 |
10,015.67 |
10,015.67 |
|