| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,290.51 |
9,277.89 |
-12.62 |
-0.1% |
9,316.43 |
| High |
9,316.93 |
9,328.97 |
12.04 |
0.1% |
9,781.36 |
| Low |
9,010.34 |
9,039.40 |
29.06 |
0.3% |
9,010.34 |
| Close |
9,277.89 |
9,192.99 |
-84.90 |
-0.9% |
9,192.99 |
| Range |
306.59 |
289.57 |
-17.02 |
-5.6% |
771.02 |
| ATR |
403.45 |
395.32 |
-8.13 |
-2.0% |
0.00 |
| Volume |
58,813 |
32,279 |
-26,534 |
-45.1% |
184,624 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,055.83 |
9,913.98 |
9,352.25 |
|
| R3 |
9,766.26 |
9,624.41 |
9,272.62 |
|
| R2 |
9,476.69 |
9,476.69 |
9,246.08 |
|
| R1 |
9,334.84 |
9,334.84 |
9,219.53 |
9,260.98 |
| PP |
9,187.12 |
9,187.12 |
9,187.12 |
9,150.19 |
| S1 |
9,045.27 |
9,045.27 |
9,166.45 |
8,971.41 |
| S2 |
8,897.55 |
8,897.55 |
9,139.90 |
|
| S3 |
8,607.98 |
8,755.70 |
9,113.36 |
|
| S4 |
8,318.41 |
8,466.13 |
9,033.73 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,641.29 |
11,188.16 |
9,617.05 |
|
| R3 |
10,870.27 |
10,417.14 |
9,405.02 |
|
| R2 |
10,099.25 |
10,099.25 |
9,334.34 |
|
| R1 |
9,646.12 |
9,646.12 |
9,263.67 |
9,487.18 |
| PP |
9,328.23 |
9,328.23 |
9,328.23 |
9,248.76 |
| S1 |
8,875.10 |
8,875.10 |
9,122.31 |
8,716.16 |
| S2 |
8,557.21 |
8,557.21 |
9,051.64 |
|
| S3 |
7,786.19 |
8,104.08 |
8,980.96 |
|
| S4 |
7,015.17 |
7,333.06 |
8,768.93 |
|
|
| 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 |
8.4% |
344.33 |
3.7% |
24% |
False |
False |
36,924 |
| 10 |
9,781.36 |
8,912.17 |
869.19 |
9.5% |
315.60 |
3.4% |
32% |
False |
False |
36,855 |
| 20 |
10,359.58 |
8,912.17 |
1,447.41 |
15.7% |
377.87 |
4.1% |
19% |
False |
False |
44,605 |
| 40 |
10,359.58 |
8,201.24 |
2,158.34 |
23.5% |
483.04 |
5.3% |
46% |
False |
False |
56,435 |
| 60 |
10,359.58 |
6,485.16 |
3,874.42 |
42.1% |
475.16 |
5.2% |
70% |
False |
False |
58,406 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
70.0% |
568.49 |
6.2% |
82% |
False |
False |
74,651 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
71.5% |
547.85 |
6.0% |
80% |
False |
False |
66,332 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.5% |
520.67 |
5.7% |
80% |
False |
False |
61,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,559.64 |
|
2.618 |
10,087.06 |
|
1.618 |
9,797.49 |
|
1.000 |
9,618.54 |
|
0.618 |
9,507.92 |
|
HIGH |
9,328.97 |
|
0.618 |
9,218.35 |
|
0.500 |
9,184.19 |
|
0.382 |
9,150.02 |
|
LOW |
9,039.40 |
|
0.618 |
8,860.45 |
|
1.000 |
8,749.83 |
|
1.618 |
8,570.88 |
|
2.618 |
8,281.31 |
|
4.250 |
7,808.73 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,190.06 |
9,337.69 |
| PP |
9,187.12 |
9,289.45 |
| S1 |
9,184.19 |
9,241.22 |
|