| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,192.46 |
9,182.33 |
-10.13 |
-0.1% |
9,316.43 |
| High |
9,206.50 |
9,235.36 |
28.86 |
0.3% |
9,781.36 |
| Low |
8,848.18 |
9,064.17 |
215.99 |
2.4% |
9,010.34 |
| Close |
9,182.33 |
9,147.06 |
-35.27 |
-0.4% |
9,192.99 |
| Range |
358.32 |
171.19 |
-187.13 |
-52.2% |
771.02 |
| ATR |
392.68 |
376.85 |
-15.82 |
-4.0% |
0.00 |
| Volume |
36,135 |
18,097 |
-18,038 |
-49.9% |
184,624 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,662.43 |
9,575.94 |
9,241.21 |
|
| R3 |
9,491.24 |
9,404.75 |
9,194.14 |
|
| R2 |
9,320.05 |
9,320.05 |
9,178.44 |
|
| R1 |
9,233.56 |
9,233.56 |
9,162.75 |
9,191.21 |
| PP |
9,148.86 |
9,148.86 |
9,148.86 |
9,127.69 |
| S1 |
9,062.37 |
9,062.37 |
9,131.37 |
9,020.02 |
| S2 |
8,977.67 |
8,977.67 |
9,115.68 |
|
| S3 |
8,806.48 |
8,891.18 |
9,099.98 |
|
| S4 |
8,635.29 |
8,719.99 |
9,052.91 |
|
|
| 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 |
9,665.03 |
8,848.18 |
816.85 |
8.9% |
315.61 |
3.5% |
37% |
False |
False |
36,768 |
| 10 |
9,781.36 |
8,848.18 |
933.18 |
10.2% |
290.39 |
3.2% |
32% |
False |
False |
30,622 |
| 20 |
9,998.98 |
8,848.18 |
1,150.80 |
12.6% |
333.25 |
3.6% |
26% |
False |
False |
36,070 |
| 40 |
10,359.58 |
8,201.24 |
2,158.34 |
23.6% |
471.58 |
5.2% |
44% |
False |
False |
55,371 |
| 60 |
10,359.58 |
6,485.16 |
3,874.42 |
42.4% |
467.02 |
5.1% |
69% |
False |
False |
57,048 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
70.3% |
550.66 |
6.0% |
81% |
False |
False |
73,788 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
71.9% |
541.60 |
5.9% |
79% |
False |
False |
66,003 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.9% |
516.38 |
5.6% |
79% |
False |
False |
61,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,962.92 |
|
2.618 |
9,683.54 |
|
1.618 |
9,512.35 |
|
1.000 |
9,406.55 |
|
0.618 |
9,341.16 |
|
HIGH |
9,235.36 |
|
0.618 |
9,169.97 |
|
0.500 |
9,149.77 |
|
0.382 |
9,129.56 |
|
LOW |
9,064.17 |
|
0.618 |
8,958.37 |
|
1.000 |
8,892.98 |
|
1.618 |
8,787.18 |
|
2.618 |
8,615.99 |
|
4.250 |
8,336.61 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,149.77 |
9,127.57 |
| PP |
9,148.86 |
9,108.07 |
| S1 |
9,147.96 |
9,088.58 |
|