| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2,983.25 |
3,065.25 |
82.00 |
2.7% |
3,181.50 |
| High |
3,068.25 |
3,156.25 |
88.00 |
2.9% |
3,220.50 |
| Low |
2,923.75 |
3,060.25 |
136.50 |
4.7% |
2,971.00 |
| Close |
3,062.00 |
3,118.25 |
56.25 |
1.8% |
3,023.75 |
| Range |
144.50 |
96.00 |
-48.50 |
-33.6% |
249.50 |
| ATR |
82.10 |
83.09 |
0.99 |
1.2% |
0.00 |
| Volume |
2,970,664 |
2,997,253 |
26,589 |
0.9% |
3,871,041 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,399.50 |
3,355.00 |
3,171.00 |
|
| R3 |
3,303.50 |
3,259.00 |
3,144.75 |
|
| R2 |
3,207.50 |
3,207.50 |
3,135.75 |
|
| R1 |
3,163.00 |
3,163.00 |
3,127.00 |
3,185.25 |
| PP |
3,111.50 |
3,111.50 |
3,111.50 |
3,122.75 |
| S1 |
3,067.00 |
3,067.00 |
3,109.50 |
3,089.25 |
| S2 |
3,015.50 |
3,015.50 |
3,100.75 |
|
| S3 |
2,919.50 |
2,971.00 |
3,091.75 |
|
| S4 |
2,823.50 |
2,875.00 |
3,065.50 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,820.25 |
3,671.50 |
3,161.00 |
|
| R3 |
3,570.75 |
3,422.00 |
3,092.25 |
|
| R2 |
3,321.25 |
3,321.25 |
3,069.50 |
|
| R1 |
3,172.50 |
3,172.50 |
3,046.50 |
3,122.00 |
| PP |
3,071.75 |
3,071.75 |
3,071.75 |
3,046.50 |
| S1 |
2,923.00 |
2,923.00 |
3,001.00 |
2,872.50 |
| S2 |
2,822.25 |
2,822.25 |
2,978.00 |
|
| S3 |
2,572.75 |
2,673.50 |
2,955.25 |
|
| S4 |
2,323.25 |
2,424.00 |
2,886.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,216.75 |
2,923.75 |
293.00 |
9.4% |
117.25 |
3.8% |
66% |
False |
False |
1,931,026 |
| 10 |
3,220.50 |
2,923.75 |
296.75 |
9.5% |
87.25 |
2.8% |
66% |
False |
False |
995,111 |
| 20 |
3,220.50 |
2,895.50 |
325.00 |
10.4% |
72.00 |
2.3% |
69% |
False |
False |
501,607 |
| 40 |
3,220.50 |
2,711.00 |
509.50 |
16.3% |
74.25 |
2.4% |
80% |
False |
False |
252,344 |
| 60 |
3,220.50 |
2,165.50 |
1,055.00 |
33.8% |
92.25 |
3.0% |
90% |
False |
False |
170,787 |
| 80 |
3,301.25 |
2,165.50 |
1,135.75 |
36.4% |
116.00 |
3.7% |
84% |
False |
False |
128,672 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.5% |
100.75 |
3.2% |
77% |
False |
False |
102,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,564.25 |
|
2.618 |
3,407.50 |
|
1.618 |
3,311.50 |
|
1.000 |
3,252.25 |
|
0.618 |
3,215.50 |
|
HIGH |
3,156.25 |
|
0.618 |
3,119.50 |
|
0.500 |
3,108.25 |
|
0.382 |
3,097.00 |
|
LOW |
3,060.25 |
|
0.618 |
3,001.00 |
|
1.000 |
2,964.25 |
|
1.618 |
2,905.00 |
|
2.618 |
2,809.00 |
|
4.250 |
2,652.25 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,115.00 |
3,092.25 |
| PP |
3,111.50 |
3,066.00 |
| S1 |
3,108.25 |
3,040.00 |
|