| Trading Metrics calculated at close of trading on 21-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2019 |
21-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
1,359.90 |
1,388.28 |
28.38 |
2.1% |
1,343.89 |
| High |
1,393.29 |
1,411.23 |
17.94 |
1.3% |
1,411.23 |
| Low |
1,333.40 |
1,383.02 |
49.62 |
3.7% |
1,333.07 |
| Close |
1,388.16 |
1,399.10 |
10.94 |
0.8% |
1,399.10 |
| Range |
59.89 |
28.21 |
-31.68 |
-52.9% |
78.16 |
| ATR |
17.76 |
18.50 |
0.75 |
4.2% |
0.00 |
| Volume |
10,318 |
10,898 |
580 |
5.6% |
50,212 |
|
| Daily Pivots for day following 21-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.41 |
1,468.97 |
1,414.62 |
|
| R3 |
1,454.20 |
1,440.76 |
1,406.86 |
|
| R2 |
1,425.99 |
1,425.99 |
1,404.27 |
|
| R1 |
1,412.55 |
1,412.55 |
1,401.69 |
1,419.27 |
| PP |
1,397.78 |
1,397.78 |
1,397.78 |
1,401.15 |
| S1 |
1,384.34 |
1,384.34 |
1,396.51 |
1,391.06 |
| S2 |
1,369.57 |
1,369.57 |
1,393.93 |
|
| S3 |
1,341.36 |
1,356.13 |
1,391.34 |
|
| S4 |
1,313.15 |
1,327.92 |
1,383.58 |
|
|
| Weekly Pivots for week ending 21-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,615.61 |
1,585.52 |
1,442.09 |
|
| R3 |
1,537.45 |
1,507.36 |
1,420.59 |
|
| R2 |
1,459.29 |
1,459.29 |
1,413.43 |
|
| R1 |
1,429.20 |
1,429.20 |
1,406.26 |
1,444.25 |
| PP |
1,381.13 |
1,381.13 |
1,381.13 |
1,388.66 |
| S1 |
1,351.04 |
1,351.04 |
1,391.94 |
1,366.09 |
| S2 |
1,302.97 |
1,302.97 |
1,384.77 |
|
| S3 |
1,224.81 |
1,272.88 |
1,377.61 |
|
| S4 |
1,146.65 |
1,194.72 |
1,356.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,411.23 |
1,333.07 |
78.16 |
5.6% |
28.03 |
2.0% |
84% |
True |
False |
10,042 |
| 10 |
1,411.23 |
1,320.05 |
91.18 |
6.5% |
21.24 |
1.5% |
87% |
True |
False |
9,781 |
| 20 |
1,411.23 |
1,275.26 |
135.97 |
9.7% |
18.07 |
1.3% |
91% |
True |
False |
9,451 |
| 40 |
1,411.23 |
1,266.76 |
144.47 |
10.3% |
14.61 |
1.0% |
92% |
True |
False |
8,444 |
| 60 |
1,411.23 |
1,266.61 |
144.62 |
10.3% |
12.94 |
0.9% |
92% |
True |
False |
7,604 |
| 80 |
1,411.23 |
1,266.61 |
144.62 |
10.3% |
12.71 |
0.9% |
92% |
True |
False |
7,216 |
| 100 |
1,411.23 |
1,266.61 |
144.62 |
10.3% |
12.29 |
0.9% |
92% |
True |
False |
7,748 |
| 120 |
1,411.23 |
1,266.61 |
144.62 |
10.3% |
11.96 |
0.9% |
92% |
True |
False |
8,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,531.12 |
|
2.618 |
1,485.08 |
|
1.618 |
1,456.87 |
|
1.000 |
1,439.44 |
|
0.618 |
1,428.66 |
|
HIGH |
1,411.23 |
|
0.618 |
1,400.45 |
|
0.500 |
1,397.13 |
|
0.382 |
1,393.80 |
|
LOW |
1,383.02 |
|
0.618 |
1,365.59 |
|
1.000 |
1,354.81 |
|
1.618 |
1,337.38 |
|
2.618 |
1,309.17 |
|
4.250 |
1,263.13 |
|
|
| Fisher Pivots for day following 21-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,398.44 |
1,390.17 |
| PP |
1,397.78 |
1,381.24 |
| S1 |
1,397.13 |
1,372.32 |
|