| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,065.25 |
3,111.75 |
46.50 |
1.5% |
3,181.50 |
| High |
3,156.25 |
3,147.00 |
-9.25 |
-0.3% |
3,220.50 |
| Low |
3,060.25 |
3,094.50 |
34.25 |
1.1% |
2,971.00 |
| Close |
3,118.25 |
3,107.00 |
-11.25 |
-0.4% |
3,023.75 |
| Range |
96.00 |
52.50 |
-43.50 |
-45.3% |
249.50 |
| ATR |
83.09 |
80.91 |
-2.19 |
-2.6% |
0.00 |
| Volume |
2,997,253 |
1,850,300 |
-1,146,953 |
-38.3% |
3,871,041 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,273.75 |
3,242.75 |
3,136.00 |
|
| R3 |
3,221.25 |
3,190.25 |
3,121.50 |
|
| R2 |
3,168.75 |
3,168.75 |
3,116.50 |
|
| R1 |
3,137.75 |
3,137.75 |
3,111.75 |
3,127.00 |
| PP |
3,116.25 |
3,116.25 |
3,116.25 |
3,110.75 |
| S1 |
3,085.25 |
3,085.25 |
3,102.25 |
3,074.50 |
| S2 |
3,063.75 |
3,063.75 |
3,097.50 |
|
| S3 |
3,011.25 |
3,032.75 |
3,092.50 |
|
| S4 |
2,958.75 |
2,980.25 |
3,078.00 |
|
|
| 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 |
3,177.75 |
2,923.75 |
254.00 |
8.2% |
118.25 |
3.8% |
72% |
False |
False |
2,268,985 |
| 10 |
3,220.50 |
2,923.75 |
296.75 |
9.6% |
87.00 |
2.8% |
62% |
False |
False |
1,177,784 |
| 20 |
3,220.50 |
2,895.50 |
325.00 |
10.5% |
71.75 |
2.3% |
65% |
False |
False |
593,893 |
| 40 |
3,220.50 |
2,711.75 |
508.75 |
16.4% |
72.75 |
2.3% |
78% |
False |
False |
298,533 |
| 60 |
3,220.50 |
2,226.25 |
994.25 |
32.0% |
89.50 |
2.9% |
89% |
False |
False |
201,416 |
| 80 |
3,256.00 |
2,165.50 |
1,090.50 |
35.1% |
115.50 |
3.7% |
86% |
False |
False |
151,791 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.6% |
100.75 |
3.2% |
76% |
False |
False |
121,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,370.00 |
|
2.618 |
3,284.50 |
|
1.618 |
3,232.00 |
|
1.000 |
3,199.50 |
|
0.618 |
3,179.50 |
|
HIGH |
3,147.00 |
|
0.618 |
3,127.00 |
|
0.500 |
3,120.75 |
|
0.382 |
3,114.50 |
|
LOW |
3,094.50 |
|
0.618 |
3,062.00 |
|
1.000 |
3,042.00 |
|
1.618 |
3,009.50 |
|
2.618 |
2,957.00 |
|
4.250 |
2,871.50 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,120.75 |
3,084.75 |
| PP |
3,116.25 |
3,062.25 |
| S1 |
3,111.50 |
3,040.00 |
|