Trading Metrics calculated at close of trading on 11-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
27,251.89 |
26,282.51 |
-969.38 |
-3.6% |
25,342.99 |
High |
27,355.22 |
26,294.08 |
-1,061.14 |
-3.9% |
27,338.30 |
Low |
26,938.05 |
25,082.72 |
-1,855.33 |
-6.9% |
25,220.66 |
Close |
26,989.99 |
25,128.17 |
-1,861.82 |
-6.9% |
27,110.98 |
Range |
417.17 |
1,211.36 |
794.19 |
190.4% |
2,117.64 |
ATR |
526.09 |
624.75 |
98.66 |
18.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,135.74 |
28,343.31 |
25,794.42 |
|
R3 |
27,924.38 |
27,131.95 |
25,461.29 |
|
R2 |
26,713.02 |
26,713.02 |
25,350.25 |
|
R1 |
25,920.59 |
25,920.59 |
25,239.21 |
25,711.13 |
PP |
25,501.66 |
25,501.66 |
25,501.66 |
25,396.92 |
S1 |
24,709.23 |
24,709.23 |
25,017.13 |
24,499.77 |
S2 |
24,290.30 |
24,290.30 |
24,906.09 |
|
S3 |
23,078.94 |
23,497.87 |
24,795.05 |
|
S4 |
21,867.58 |
22,286.51 |
24,461.92 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,909.57 |
32,127.91 |
28,275.68 |
|
R3 |
30,791.93 |
30,010.27 |
27,693.33 |
|
R2 |
28,674.29 |
28,674.29 |
27,499.21 |
|
R1 |
27,892.63 |
27,892.63 |
27,305.10 |
28,283.46 |
PP |
26,556.65 |
26,556.65 |
26,556.65 |
26,752.06 |
S1 |
25,774.99 |
25,774.99 |
26,916.86 |
26,165.82 |
S2 |
24,439.01 |
24,439.01 |
26,722.75 |
|
S3 |
22,321.37 |
23,657.35 |
26,528.63 |
|
S4 |
20,203.73 |
21,539.71 |
25,946.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,580.21 |
25,082.72 |
2,497.49 |
9.9% |
554.81 |
2.2% |
2% |
False |
True |
|
10 |
27,580.21 |
25,031.67 |
2,548.54 |
10.1% |
446.54 |
1.8% |
4% |
False |
False |
|
20 |
27,580.21 |
22,789.62 |
4,790.59 |
19.1% |
439.59 |
1.7% |
49% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
19.1% |
420.15 |
1.7% |
49% |
False |
False |
|
60 |
27,580.21 |
18,213.65 |
9,366.56 |
37.3% |
580.99 |
2.3% |
74% |
False |
False |
|
80 |
29,409.09 |
18,213.65 |
11,195.44 |
44.6% |
691.85 |
2.8% |
62% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
45.2% |
605.27 |
2.4% |
61% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
45.2% |
532.32 |
2.1% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,442.36 |
2.618 |
29,465.42 |
1.618 |
28,254.06 |
1.000 |
27,505.44 |
0.618 |
27,042.70 |
HIGH |
26,294.08 |
0.618 |
25,831.34 |
0.500 |
25,688.40 |
0.382 |
25,545.46 |
LOW |
25,082.72 |
0.618 |
24,334.10 |
1.000 |
23,871.36 |
1.618 |
23,122.74 |
2.618 |
21,911.38 |
4.250 |
19,934.44 |
|
|
Fisher Pivots for day following 11-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,688.40 |
26,265.05 |
PP |
25,501.66 |
25,886.09 |
S1 |
25,314.91 |
25,507.13 |
|