Trading Metrics calculated at close of trading on 18-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
26,330.52 |
26,016.45 |
-314.07 |
-1.2% |
27,232.93 |
High |
26,400.07 |
26,154.20 |
-245.87 |
-0.9% |
27,580.21 |
Low |
26,068.41 |
25,848.53 |
-219.88 |
-0.8% |
25,078.41 |
Close |
26,119.61 |
26,080.10 |
-39.51 |
-0.2% |
25,605.54 |
Range |
331.66 |
305.67 |
-25.99 |
-7.8% |
2,501.80 |
ATR |
659.71 |
634.42 |
-25.29 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,944.62 |
26,818.03 |
26,248.22 |
|
R3 |
26,638.95 |
26,512.36 |
26,164.16 |
|
R2 |
26,333.28 |
26,333.28 |
26,136.14 |
|
R1 |
26,206.69 |
26,206.69 |
26,108.12 |
26,269.99 |
PP |
26,027.61 |
26,027.61 |
26,027.61 |
26,059.26 |
S1 |
25,901.02 |
25,901.02 |
26,052.08 |
25,964.32 |
S2 |
25,721.94 |
25,721.94 |
26,024.06 |
|
S3 |
25,416.27 |
25,595.35 |
25,996.04 |
|
S4 |
25,110.60 |
25,289.68 |
25,911.98 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,593.45 |
32,101.30 |
26,981.53 |
|
R3 |
31,091.65 |
29,599.50 |
26,293.54 |
|
R2 |
28,589.85 |
28,589.85 |
26,064.20 |
|
R1 |
27,097.70 |
27,097.70 |
25,834.87 |
26,592.88 |
PP |
26,088.05 |
26,088.05 |
26,088.05 |
25,835.64 |
S1 |
24,595.90 |
24,595.90 |
25,376.21 |
24,091.08 |
S2 |
23,586.25 |
23,586.25 |
25,146.88 |
|
S3 |
21,084.45 |
22,094.10 |
24,917.55 |
|
S4 |
18,582.65 |
19,592.30 |
24,229.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,611.03 |
24,843.18 |
1,767.85 |
6.8% |
669.07 |
2.6% |
70% |
False |
False |
|
10 |
27,580.21 |
24,843.18 |
2,737.03 |
10.5% |
611.94 |
2.3% |
45% |
False |
False |
|
20 |
27,580.21 |
24,294.07 |
3,286.14 |
12.6% |
484.11 |
1.9% |
54% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.4% |
453.48 |
1.7% |
69% |
False |
False |
|
60 |
27,580.21 |
20,538.34 |
7,041.87 |
27.0% |
532.54 |
2.0% |
79% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
35.9% |
703.36 |
2.7% |
84% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
43.5% |
626.38 |
2.4% |
69% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.5% |
555.86 |
2.1% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,453.30 |
2.618 |
26,954.44 |
1.618 |
26,648.77 |
1.000 |
26,459.87 |
0.618 |
26,343.10 |
HIGH |
26,154.20 |
0.618 |
26,037.43 |
0.500 |
26,001.37 |
0.382 |
25,965.30 |
LOW |
25,848.53 |
0.618 |
25,659.63 |
1.000 |
25,542.86 |
1.618 |
25,353.96 |
2.618 |
25,048.29 |
4.250 |
24,549.43 |
|
|
Fisher Pivots for day following 18-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
26,053.86 |
26,224.80 |
PP |
26,027.61 |
26,176.56 |
S1 |
26,001.37 |
26,128.33 |
|