| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,104.00 |
3,096.75 |
-7.25 |
-0.2% |
2,983.25 |
| High |
3,120.00 |
3,144.75 |
24.75 |
0.8% |
3,156.25 |
| Low |
3,064.50 |
3,056.75 |
-7.75 |
-0.3% |
2,923.75 |
| Close |
3,098.00 |
3,059.50 |
-38.50 |
-1.2% |
3,059.50 |
| Range |
55.50 |
88.00 |
32.50 |
58.6% |
232.50 |
| ATR |
79.09 |
79.73 |
0.64 |
0.8% |
0.00 |
| Volume |
1,636,217 |
1,952,273 |
316,056 |
19.3% |
11,406,707 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,351.00 |
3,293.25 |
3,108.00 |
|
| R3 |
3,263.00 |
3,205.25 |
3,083.75 |
|
| R2 |
3,175.00 |
3,175.00 |
3,075.75 |
|
| R1 |
3,117.25 |
3,117.25 |
3,067.50 |
3,102.00 |
| PP |
3,087.00 |
3,087.00 |
3,087.00 |
3,079.50 |
| S1 |
3,029.25 |
3,029.25 |
3,051.50 |
3,014.00 |
| S2 |
2,999.00 |
2,999.00 |
3,043.25 |
|
| S3 |
2,911.00 |
2,941.25 |
3,035.25 |
|
| S4 |
2,823.00 |
2,853.25 |
3,011.00 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,744.00 |
3,634.25 |
3,187.50 |
|
| R3 |
3,511.50 |
3,401.75 |
3,123.50 |
|
| R2 |
3,279.00 |
3,279.00 |
3,102.00 |
|
| R1 |
3,169.25 |
3,169.25 |
3,080.75 |
3,224.00 |
| PP |
3,046.50 |
3,046.50 |
3,046.50 |
3,074.00 |
| S1 |
2,936.75 |
2,936.75 |
3,038.25 |
2,991.50 |
| S2 |
2,814.00 |
2,814.00 |
3,017.00 |
|
| S3 |
2,581.50 |
2,704.25 |
2,995.50 |
|
| S4 |
2,349.00 |
2,471.75 |
2,931.50 |
|
|
| 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 |
7.6% |
87.25 |
2.9% |
58% |
False |
False |
2,281,341 |
| 10 |
3,220.50 |
2,923.75 |
296.75 |
9.7% |
87.00 |
2.8% |
46% |
False |
False |
1,527,774 |
| 20 |
3,220.50 |
2,895.50 |
325.00 |
10.6% |
73.50 |
2.4% |
50% |
False |
False |
772,968 |
| 40 |
3,220.50 |
2,748.75 |
471.75 |
15.4% |
72.50 |
2.4% |
66% |
False |
False |
388,129 |
| 60 |
3,220.50 |
2,397.25 |
823.25 |
26.9% |
85.50 |
2.8% |
80% |
False |
False |
260,903 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
34.5% |
114.50 |
3.7% |
85% |
False |
False |
196,632 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
40.2% |
101.50 |
3.3% |
73% |
False |
False |
157,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,518.75 |
|
2.618 |
3,375.25 |
|
1.618 |
3,287.25 |
|
1.000 |
3,232.75 |
|
0.618 |
3,199.25 |
|
HIGH |
3,144.75 |
|
0.618 |
3,111.25 |
|
0.500 |
3,100.75 |
|
0.382 |
3,090.25 |
|
LOW |
3,056.75 |
|
0.618 |
3,002.25 |
|
1.000 |
2,968.75 |
|
1.618 |
2,914.25 |
|
2.618 |
2,826.25 |
|
4.250 |
2,682.75 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,100.75 |
3,102.00 |
| PP |
3,087.00 |
3,087.75 |
| S1 |
3,073.25 |
3,073.50 |
|