| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
26,326.68 |
26,330.52 |
3.84 |
0.0% |
27,232.93 |
| High |
26,611.03 |
26,400.07 |
-210.96 |
-0.8% |
27,580.21 |
| Low |
25,838.56 |
26,068.41 |
229.85 |
0.9% |
25,078.41 |
| Close |
26,289.98 |
26,119.61 |
-170.37 |
-0.6% |
25,605.54 |
| Range |
772.47 |
331.66 |
-440.81 |
-57.1% |
2,501.80 |
| ATR |
684.94 |
659.71 |
-25.23 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,191.01 |
26,986.97 |
26,302.02 |
|
| R3 |
26,859.35 |
26,655.31 |
26,210.82 |
|
| R2 |
26,527.69 |
26,527.69 |
26,180.41 |
|
| R1 |
26,323.65 |
26,323.65 |
26,150.01 |
26,259.84 |
| PP |
26,196.03 |
26,196.03 |
26,196.03 |
26,164.13 |
| S1 |
25,991.99 |
25,991.99 |
26,089.21 |
25,928.18 |
| S2 |
25,864.37 |
25,864.37 |
26,058.81 |
|
| S3 |
25,532.71 |
25,660.33 |
26,028.40 |
|
| S4 |
25,201.05 |
25,328.67 |
25,937.20 |
|
|
| 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% |
850.21 |
3.3% |
72% |
False |
False |
|
| 10 |
27,580.21 |
24,843.18 |
2,737.03 |
10.5% |
611.55 |
2.3% |
47% |
False |
False |
|
| 20 |
27,580.21 |
24,294.07 |
3,286.14 |
12.6% |
478.51 |
1.8% |
56% |
False |
False |
|
| 40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.3% |
452.68 |
1.7% |
70% |
False |
False |
|
| 60 |
27,580.21 |
19,649.25 |
7,930.96 |
30.4% |
545.45 |
2.1% |
82% |
False |
False |
|
| 80 |
28,134.82 |
18,213.65 |
9,921.17 |
38.0% |
713.75 |
2.7% |
80% |
False |
False |
|
| 100 |
29,568.57 |
18,213.65 |
11,354.92 |
43.5% |
625.55 |
2.4% |
70% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.5% |
554.06 |
2.1% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,809.63 |
|
2.618 |
27,268.36 |
|
1.618 |
26,936.70 |
|
1.000 |
26,731.73 |
|
0.618 |
26,605.04 |
|
HIGH |
26,400.07 |
|
0.618 |
26,273.38 |
|
0.500 |
26,234.24 |
|
0.382 |
26,195.10 |
|
LOW |
26,068.41 |
|
0.618 |
25,863.44 |
|
1.000 |
25,736.75 |
|
1.618 |
25,531.78 |
|
2.618 |
25,200.12 |
|
4.250 |
24,658.86 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,234.24 |
25,988.78 |
| PP |
26,196.03 |
25,857.94 |
| S1 |
26,157.82 |
25,727.11 |
|