Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,729.49 |
1,724.59 |
-4.90 |
-0.3% |
1,684.32 |
High |
1,733.53 |
1,731.92 |
-1.61 |
-0.1% |
1,743.81 |
Low |
1,705.53 |
1,708.37 |
2.84 |
0.2% |
1,678.27 |
Close |
1,724.64 |
1,726.46 |
1.82 |
0.1% |
1,729.47 |
Range |
28.00 |
23.55 |
-4.45 |
-15.9% |
65.54 |
ATR |
24.33 |
24.28 |
-0.06 |
-0.2% |
0.00 |
Volume |
5,339 |
5,345 |
6 |
0.1% |
27,703 |
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.90 |
1,783.23 |
1,739.41 |
|
R3 |
1,769.35 |
1,759.68 |
1,732.94 |
|
R2 |
1,745.80 |
1,745.80 |
1,730.78 |
|
R1 |
1,736.13 |
1,736.13 |
1,728.62 |
1,740.97 |
PP |
1,722.25 |
1,722.25 |
1,722.25 |
1,724.67 |
S1 |
1,712.58 |
1,712.58 |
1,724.30 |
1,717.42 |
S2 |
1,698.70 |
1,698.70 |
1,722.14 |
|
S3 |
1,675.15 |
1,689.03 |
1,719.98 |
|
S4 |
1,651.60 |
1,665.48 |
1,713.51 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.80 |
1,887.18 |
1,765.52 |
|
R3 |
1,848.26 |
1,821.64 |
1,747.49 |
|
R2 |
1,782.72 |
1,782.72 |
1,741.49 |
|
R1 |
1,756.10 |
1,756.10 |
1,735.48 |
1,769.41 |
PP |
1,717.18 |
1,717.18 |
1,717.18 |
1,723.84 |
S1 |
1,690.56 |
1,690.56 |
1,723.46 |
1,703.87 |
S2 |
1,651.64 |
1,651.64 |
1,717.45 |
|
S3 |
1,586.10 |
1,625.02 |
1,711.45 |
|
S4 |
1,520.56 |
1,559.48 |
1,693.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,743.81 |
1,705.53 |
38.28 |
2.2% |
23.37 |
1.4% |
55% |
False |
False |
5,473 |
10 |
1,743.81 |
1,672.80 |
71.01 |
4.1% |
27.20 |
1.6% |
76% |
False |
False |
5,535 |
20 |
1,751.71 |
1,672.80 |
78.91 |
4.6% |
22.74 |
1.3% |
68% |
False |
False |
5,543 |
40 |
1,764.12 |
1,671.36 |
92.76 |
5.4% |
23.34 |
1.4% |
59% |
False |
False |
5,834 |
60 |
1,764.12 |
1,564.96 |
199.16 |
11.5% |
25.57 |
1.5% |
81% |
False |
False |
5,671 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
32.66 |
1.9% |
88% |
False |
False |
5,706 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
29.50 |
1.7% |
88% |
False |
False |
5,945 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
27.46 |
1.6% |
88% |
False |
False |
6,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,832.01 |
2.618 |
1,793.57 |
1.618 |
1,770.02 |
1.000 |
1,755.47 |
0.618 |
1,746.47 |
HIGH |
1,731.92 |
0.618 |
1,722.92 |
0.500 |
1,720.15 |
0.382 |
1,717.37 |
LOW |
1,708.37 |
0.618 |
1,693.82 |
1.000 |
1,684.82 |
1.618 |
1,670.27 |
2.618 |
1,646.72 |
4.250 |
1,608.28 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,724.36 |
1,725.51 |
PP |
1,722.25 |
1,724.56 |
S1 |
1,720.15 |
1,723.61 |
|