Trading Metrics calculated at close of trading on 24-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,434.4 |
1,432.9 |
-1.5 |
-0.1% |
1,355.7 |
High |
1,459.5 |
1,441.7 |
-17.8 |
-1.2% |
1,481.6 |
Low |
1,400.1 |
1,368.1 |
-32.0 |
-2.3% |
1,314.5 |
Close |
1,434.2 |
1,396.4 |
-37.8 |
-2.6% |
1,401.9 |
Range |
59.4 |
73.6 |
14.2 |
23.9% |
167.1 |
ATR |
58.8 |
59.8 |
1.1 |
1.8% |
0.0 |
Volume |
143,538 |
217,238 |
73,700 |
51.3% |
1,247,234 |
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.9 |
1,583.2 |
1,436.9 |
|
R3 |
1,549.3 |
1,509.6 |
1,416.6 |
|
R2 |
1,475.7 |
1,475.7 |
1,409.9 |
|
R1 |
1,436.0 |
1,436.0 |
1,403.1 |
1,419.1 |
PP |
1,402.1 |
1,402.1 |
1,402.1 |
1,393.6 |
S1 |
1,362.4 |
1,362.4 |
1,389.7 |
1,345.5 |
S2 |
1,328.5 |
1,328.5 |
1,382.9 |
|
S3 |
1,254.9 |
1,288.8 |
1,376.2 |
|
S4 |
1,181.3 |
1,215.2 |
1,355.9 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,900.6 |
1,818.4 |
1,493.8 |
|
R3 |
1,733.5 |
1,651.3 |
1,447.9 |
|
R2 |
1,566.4 |
1,566.4 |
1,432.5 |
|
R1 |
1,484.2 |
1,484.2 |
1,417.2 |
1,525.3 |
PP |
1,399.3 |
1,399.3 |
1,399.3 |
1,419.9 |
S1 |
1,317.1 |
1,317.1 |
1,386.6 |
1,358.2 |
S2 |
1,232.2 |
1,232.2 |
1,371.3 |
|
S3 |
1,065.1 |
1,150.0 |
1,355.9 |
|
S4 |
898.0 |
982.9 |
1,310.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,459.5 |
1,368.1 |
91.4 |
6.5% |
55.0 |
3.9% |
31% |
False |
True |
173,852 |
10 |
1,481.6 |
1,314.5 |
167.1 |
12.0% |
68.8 |
4.9% |
49% |
False |
False |
214,072 |
20 |
1,536.2 |
1,314.5 |
221.7 |
15.9% |
58.9 |
4.2% |
37% |
False |
False |
108,331 |
40 |
1,536.2 |
1,173.1 |
363.1 |
26.0% |
55.8 |
4.0% |
61% |
False |
False |
54,257 |
60 |
1,536.2 |
1,030.4 |
505.8 |
36.2% |
55.2 |
4.0% |
72% |
False |
False |
36,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,754.5 |
2.618 |
1,634.4 |
1.618 |
1,560.8 |
1.000 |
1,515.3 |
0.618 |
1,487.2 |
HIGH |
1,441.7 |
0.618 |
1,413.6 |
0.500 |
1,404.9 |
0.382 |
1,396.2 |
LOW |
1,368.1 |
0.618 |
1,322.6 |
1.000 |
1,294.5 |
1.618 |
1,249.0 |
2.618 |
1,175.4 |
4.250 |
1,055.3 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,404.9 |
1,413.8 |
PP |
1,402.1 |
1,408.0 |
S1 |
1,399.2 |
1,402.2 |
|