| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,096.75 |
3,040.25 |
-56.50 |
-1.8% |
2,983.25 |
| High |
3,144.75 |
3,114.25 |
-30.50 |
-1.0% |
3,156.25 |
| Low |
3,056.75 |
3,027.25 |
-29.50 |
-1.0% |
2,923.75 |
| Close |
3,059.50 |
3,110.75 |
51.25 |
1.7% |
3,059.50 |
| Range |
88.00 |
87.00 |
-1.00 |
-1.1% |
232.50 |
| ATR |
79.73 |
80.25 |
0.52 |
0.7% |
0.00 |
| Volume |
1,952,273 |
1,392,325 |
-559,948 |
-28.7% |
11,406,707 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345.00 |
3,315.00 |
3,158.50 |
|
| R3 |
3,258.00 |
3,228.00 |
3,134.75 |
|
| R2 |
3,171.00 |
3,171.00 |
3,126.75 |
|
| R1 |
3,141.00 |
3,141.00 |
3,118.75 |
3,156.00 |
| PP |
3,084.00 |
3,084.00 |
3,084.00 |
3,091.50 |
| S1 |
3,054.00 |
3,054.00 |
3,102.75 |
3,069.00 |
| S2 |
2,997.00 |
2,997.00 |
3,094.75 |
|
| S3 |
2,910.00 |
2,967.00 |
3,086.75 |
|
| S4 |
2,823.00 |
2,880.00 |
3,063.00 |
|
|
| 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 |
3,027.25 |
129.00 |
4.1% |
75.75 |
2.4% |
65% |
False |
True |
1,965,673 |
| 10 |
3,220.00 |
2,923.75 |
296.25 |
9.5% |
91.00 |
2.9% |
63% |
False |
False |
1,657,957 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.5% |
75.25 |
2.4% |
63% |
False |
False |
842,445 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.1% |
72.75 |
2.3% |
77% |
False |
False |
422,840 |
| 60 |
3,220.50 |
2,422.25 |
798.25 |
25.7% |
83.25 |
2.7% |
86% |
False |
False |
283,960 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
33.9% |
113.50 |
3.6% |
90% |
False |
False |
214,026 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.6% |
102.25 |
3.3% |
77% |
False |
False |
171,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,484.00 |
|
2.618 |
3,342.00 |
|
1.618 |
3,255.00 |
|
1.000 |
3,201.25 |
|
0.618 |
3,168.00 |
|
HIGH |
3,114.25 |
|
0.618 |
3,081.00 |
|
0.500 |
3,070.75 |
|
0.382 |
3,060.50 |
|
LOW |
3,027.25 |
|
0.618 |
2,973.50 |
|
1.000 |
2,940.25 |
|
1.618 |
2,886.50 |
|
2.618 |
2,799.50 |
|
4.250 |
2,657.50 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,097.50 |
3,102.50 |
| PP |
3,084.00 |
3,094.25 |
| S1 |
3,070.75 |
3,086.00 |
|