| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,316.43 |
9,655.95 |
339.52 |
3.6% |
9,463.33 |
| High |
9,664.79 |
9,781.36 |
116.57 |
1.2% |
9,586.36 |
| Low |
9,191.16 |
9,581.86 |
390.70 |
4.3% |
8,912.17 |
| Close |
9,655.71 |
9,632.16 |
-23.55 |
-0.2% |
9,316.19 |
| Range |
473.63 |
199.50 |
-274.13 |
-57.9% |
674.19 |
| ATR |
423.73 |
407.71 |
-16.02 |
-3.8% |
0.00 |
| Volume |
26,567 |
28,448 |
1,881 |
7.1% |
183,928 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,263.63 |
10,147.39 |
9,741.89 |
|
| R3 |
10,064.13 |
9,947.89 |
9,687.02 |
|
| R2 |
9,864.63 |
9,864.63 |
9,668.74 |
|
| R1 |
9,748.39 |
9,748.39 |
9,650.45 |
9,706.76 |
| PP |
9,665.13 |
9,665.13 |
9,665.13 |
9,644.31 |
| S1 |
9,548.89 |
9,548.89 |
9,613.87 |
9,507.26 |
| S2 |
9,465.63 |
9,465.63 |
9,595.59 |
|
| S3 |
9,266.13 |
9,349.39 |
9,577.30 |
|
| S4 |
9,066.63 |
9,149.89 |
9,522.44 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,294.14 |
10,979.36 |
9,686.99 |
|
| R3 |
10,619.95 |
10,305.17 |
9,501.59 |
|
| R2 |
9,945.76 |
9,945.76 |
9,439.79 |
|
| R1 |
9,630.98 |
9,630.98 |
9,377.99 |
9,451.28 |
| PP |
9,271.57 |
9,271.57 |
9,271.57 |
9,181.72 |
| S1 |
8,956.79 |
8,956.79 |
9,254.39 |
8,777.09 |
| S2 |
8,597.38 |
8,597.38 |
9,192.59 |
|
| S3 |
7,923.19 |
8,282.60 |
9,130.79 |
|
| S4 |
7,249.00 |
7,608.41 |
8,945.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,781.36 |
9,191.16 |
590.20 |
6.1% |
265.17 |
2.8% |
75% |
True |
False |
24,476 |
| 10 |
9,998.98 |
8,912.17 |
1,086.81 |
11.3% |
356.19 |
3.7% |
66% |
False |
False |
38,818 |
| 20 |
10,359.58 |
8,807.22 |
1,552.36 |
16.1% |
383.00 |
4.0% |
53% |
False |
False |
43,697 |
| 40 |
10,359.58 |
7,718.93 |
2,640.65 |
27.4% |
524.98 |
5.5% |
72% |
False |
False |
63,081 |
| 60 |
10,359.58 |
6,166.48 |
4,193.10 |
43.5% |
485.09 |
5.0% |
83% |
False |
False |
59,646 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
66.8% |
565.10 |
5.9% |
89% |
False |
False |
73,843 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
68.3% |
548.62 |
5.7% |
87% |
False |
False |
66,254 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
68.3% |
523.49 |
5.4% |
87% |
False |
False |
61,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,629.24 |
|
2.618 |
10,303.65 |
|
1.618 |
10,104.15 |
|
1.000 |
9,980.86 |
|
0.618 |
9,904.65 |
|
HIGH |
9,781.36 |
|
0.618 |
9,705.15 |
|
0.500 |
9,681.61 |
|
0.382 |
9,658.07 |
|
LOW |
9,581.86 |
|
0.618 |
9,458.57 |
|
1.000 |
9,382.36 |
|
1.618 |
9,259.07 |
|
2.618 |
9,059.57 |
|
4.250 |
8,733.99 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,681.61 |
9,583.53 |
| PP |
9,665.13 |
9,534.89 |
| S1 |
9,648.64 |
9,486.26 |
|