| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,631.86 |
9,290.51 |
-341.35 |
-3.5% |
9,463.33 |
| High |
9,665.03 |
9,316.93 |
-348.10 |
-3.6% |
9,586.36 |
| Low |
9,212.66 |
9,010.34 |
-202.32 |
-2.2% |
8,912.17 |
| Close |
9,290.48 |
9,277.89 |
-12.59 |
-0.1% |
9,316.19 |
| Range |
452.37 |
306.59 |
-145.78 |
-32.2% |
674.19 |
| ATR |
410.90 |
403.45 |
-7.45 |
-1.8% |
0.00 |
| Volume |
38,517 |
58,813 |
20,296 |
52.7% |
183,928 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,121.49 |
10,006.28 |
9,446.51 |
|
| R3 |
9,814.90 |
9,699.69 |
9,362.20 |
|
| R2 |
9,508.31 |
9,508.31 |
9,334.10 |
|
| R1 |
9,393.10 |
9,393.10 |
9,305.99 |
9,297.41 |
| PP |
9,201.72 |
9,201.72 |
9,201.72 |
9,153.88 |
| S1 |
9,086.51 |
9,086.51 |
9,249.79 |
8,990.82 |
| S2 |
8,895.13 |
8,895.13 |
9,221.68 |
|
| S3 |
8,588.54 |
8,779.92 |
9,193.58 |
|
| S4 |
8,281.95 |
8,473.33 |
9,109.27 |
|
|
| 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 |
9,010.34 |
771.02 |
8.3% |
323.13 |
3.5% |
35% |
False |
True |
35,230 |
| 10 |
9,781.36 |
8,912.17 |
869.19 |
9.4% |
317.19 |
3.4% |
42% |
False |
False |
37,020 |
| 20 |
10,359.58 |
8,912.17 |
1,447.41 |
15.6% |
376.95 |
4.1% |
25% |
False |
False |
44,815 |
| 40 |
10,359.58 |
8,201.24 |
2,158.34 |
23.3% |
487.56 |
5.3% |
50% |
False |
False |
57,062 |
| 60 |
10,359.58 |
6,485.16 |
3,874.42 |
41.8% |
477.43 |
5.1% |
72% |
False |
False |
58,829 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
69.4% |
567.04 |
6.1% |
83% |
False |
False |
74,452 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
70.9% |
547.01 |
5.9% |
81% |
False |
False |
66,268 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.9% |
522.03 |
5.6% |
81% |
False |
False |
61,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,619.94 |
|
2.618 |
10,119.58 |
|
1.618 |
9,812.99 |
|
1.000 |
9,623.52 |
|
0.618 |
9,506.40 |
|
HIGH |
9,316.93 |
|
0.618 |
9,199.81 |
|
0.500 |
9,163.64 |
|
0.382 |
9,127.46 |
|
LOW |
9,010.34 |
|
0.618 |
8,820.87 |
|
1.000 |
8,703.75 |
|
1.618 |
8,514.28 |
|
2.618 |
8,207.69 |
|
4.250 |
7,707.33 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,239.81 |
9,395.85 |
| PP |
9,201.72 |
9,356.53 |
| S1 |
9,163.64 |
9,317.21 |
|