| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,111.75 |
3,104.00 |
-7.75 |
-0.2% |
3,181.50 |
| High |
3,147.00 |
3,120.00 |
-27.00 |
-0.9% |
3,220.50 |
| Low |
3,094.50 |
3,064.50 |
-30.00 |
-1.0% |
2,971.00 |
| Close |
3,107.00 |
3,098.00 |
-9.00 |
-0.3% |
3,023.75 |
| Range |
52.50 |
55.50 |
3.00 |
5.7% |
249.50 |
| ATR |
80.91 |
79.09 |
-1.81 |
-2.2% |
0.00 |
| Volume |
1,850,300 |
1,636,217 |
-214,083 |
-11.6% |
3,871,041 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.75 |
3,234.75 |
3,128.50 |
|
| R3 |
3,205.25 |
3,179.25 |
3,113.25 |
|
| R2 |
3,149.75 |
3,149.75 |
3,108.25 |
|
| R1 |
3,123.75 |
3,123.75 |
3,103.00 |
3,109.00 |
| PP |
3,094.25 |
3,094.25 |
3,094.25 |
3,086.75 |
| S1 |
3,068.25 |
3,068.25 |
3,093.00 |
3,053.50 |
| S2 |
3,038.75 |
3,038.75 |
3,087.75 |
|
| S3 |
2,983.25 |
3,012.75 |
3,082.75 |
|
| S4 |
2,927.75 |
2,957.25 |
3,067.50 |
|
|
| 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 |
3,156.25 |
2,923.75 |
232.50 |
7.5% |
90.75 |
2.9% |
75% |
False |
False |
2,435,110 |
| 10 |
3,220.50 |
2,923.75 |
296.75 |
9.6% |
88.75 |
2.9% |
59% |
False |
False |
1,338,211 |
| 20 |
3,220.50 |
2,895.50 |
325.00 |
10.5% |
71.00 |
2.3% |
62% |
False |
False |
675,513 |
| 40 |
3,220.50 |
2,748.75 |
471.75 |
15.2% |
72.00 |
2.3% |
74% |
False |
False |
339,389 |
| 60 |
3,220.50 |
2,380.00 |
840.50 |
27.1% |
86.75 |
2.8% |
85% |
False |
False |
228,573 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
34.1% |
114.50 |
3.7% |
88% |
False |
False |
172,237 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.7% |
101.00 |
3.3% |
76% |
False |
False |
137,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,356.00 |
|
2.618 |
3,265.25 |
|
1.618 |
3,209.75 |
|
1.000 |
3,175.50 |
|
0.618 |
3,154.25 |
|
HIGH |
3,120.00 |
|
0.618 |
3,098.75 |
|
0.500 |
3,092.25 |
|
0.382 |
3,085.75 |
|
LOW |
3,064.50 |
|
0.618 |
3,030.25 |
|
1.000 |
3,009.00 |
|
1.618 |
2,974.75 |
|
2.618 |
2,919.25 |
|
4.250 |
2,828.50 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,096.00 |
3,108.25 |
| PP |
3,094.25 |
3,104.75 |
| S1 |
3,092.25 |
3,101.50 |
|