| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,277.89 |
9,192.46 |
-85.43 |
-0.9% |
9,316.43 |
| High |
9,328.97 |
9,206.50 |
-122.47 |
-1.3% |
9,781.36 |
| Low |
9,039.40 |
8,848.18 |
-191.22 |
-2.1% |
9,010.34 |
| Close |
9,192.99 |
9,182.33 |
-10.66 |
-0.1% |
9,192.99 |
| Range |
289.57 |
358.32 |
68.75 |
23.7% |
771.02 |
| ATR |
395.32 |
392.68 |
-2.64 |
-0.7% |
0.00 |
| Volume |
32,279 |
36,135 |
3,856 |
11.9% |
184,624 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,153.96 |
10,026.47 |
9,379.41 |
|
| R3 |
9,795.64 |
9,668.15 |
9,280.87 |
|
| R2 |
9,437.32 |
9,437.32 |
9,248.02 |
|
| R1 |
9,309.83 |
9,309.83 |
9,215.18 |
9,194.42 |
| PP |
9,079.00 |
9,079.00 |
9,079.00 |
9,021.30 |
| S1 |
8,951.51 |
8,951.51 |
9,149.48 |
8,836.10 |
| S2 |
8,720.68 |
8,720.68 |
9,116.64 |
|
| S3 |
8,362.36 |
8,593.19 |
9,083.79 |
|
| S4 |
8,004.04 |
8,234.87 |
8,985.25 |
|
|
| 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 |
8,848.18 |
933.18 |
10.2% |
321.27 |
3.5% |
36% |
False |
True |
38,838 |
| 10 |
9,781.36 |
8,848.18 |
933.18 |
10.2% |
293.59 |
3.2% |
36% |
False |
True |
31,921 |
| 20 |
10,359.58 |
8,848.18 |
1,511.40 |
16.5% |
375.67 |
4.1% |
22% |
False |
True |
45,020 |
| 40 |
10,359.58 |
8,201.24 |
2,158.34 |
23.5% |
475.48 |
5.2% |
45% |
False |
False |
56,117 |
| 60 |
10,359.58 |
6,485.16 |
3,874.42 |
42.2% |
470.45 |
5.1% |
70% |
False |
False |
57,814 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
70.1% |
553.60 |
6.0% |
82% |
False |
False |
74,173 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
71.6% |
546.20 |
5.9% |
80% |
False |
False |
66,291 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.6% |
520.99 |
5.7% |
80% |
False |
False |
61,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,729.36 |
|
2.618 |
10,144.58 |
|
1.618 |
9,786.26 |
|
1.000 |
9,564.82 |
|
0.618 |
9,427.94 |
|
HIGH |
9,206.50 |
|
0.618 |
9,069.62 |
|
0.500 |
9,027.34 |
|
0.382 |
8,985.06 |
|
LOW |
8,848.18 |
|
0.618 |
8,626.74 |
|
1.000 |
8,489.86 |
|
1.618 |
8,268.42 |
|
2.618 |
7,910.10 |
|
4.250 |
7,325.32 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,130.67 |
9,151.08 |
| PP |
9,079.00 |
9,119.83 |
| S1 |
9,027.34 |
9,088.58 |
|