| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,040.25 |
3,111.75 |
71.50 |
2.4% |
2,983.25 |
| High |
3,114.25 |
3,145.75 |
31.50 |
1.0% |
3,156.25 |
| Low |
3,027.25 |
3,060.00 |
32.75 |
1.1% |
2,923.75 |
| Close |
3,110.75 |
3,118.50 |
7.75 |
0.2% |
3,059.50 |
| Range |
87.00 |
85.75 |
-1.25 |
-1.4% |
232.50 |
| ATR |
80.25 |
80.64 |
0.39 |
0.5% |
0.00 |
| Volume |
1,392,325 |
1,528,485 |
136,160 |
9.8% |
11,406,707 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,365.25 |
3,327.75 |
3,165.75 |
|
| R3 |
3,279.50 |
3,242.00 |
3,142.00 |
|
| R2 |
3,193.75 |
3,193.75 |
3,134.25 |
|
| R1 |
3,156.25 |
3,156.25 |
3,126.25 |
3,175.00 |
| PP |
3,108.00 |
3,108.00 |
3,108.00 |
3,117.50 |
| S1 |
3,070.50 |
3,070.50 |
3,110.75 |
3,089.25 |
| S2 |
3,022.25 |
3,022.25 |
3,102.75 |
|
| S3 |
2,936.50 |
2,984.75 |
3,095.00 |
|
| S4 |
2,850.75 |
2,899.00 |
3,071.25 |
|
|
| 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 |
3,147.00 |
3,027.25 |
119.75 |
3.8% |
73.75 |
2.4% |
76% |
False |
False |
1,671,920 |
| 10 |
3,216.75 |
2,923.75 |
293.00 |
9.4% |
95.50 |
3.1% |
66% |
False |
False |
1,801,473 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.5% |
76.00 |
2.4% |
66% |
False |
False |
918,583 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.0% |
73.25 |
2.3% |
78% |
False |
False |
460,993 |
| 60 |
3,220.50 |
2,422.25 |
798.25 |
25.6% |
82.50 |
2.6% |
87% |
False |
False |
309,214 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
33.8% |
112.75 |
3.6% |
90% |
False |
False |
233,102 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.5% |
102.50 |
3.3% |
77% |
False |
False |
186,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,510.25 |
|
2.618 |
3,370.25 |
|
1.618 |
3,284.50 |
|
1.000 |
3,231.50 |
|
0.618 |
3,198.75 |
|
HIGH |
3,145.75 |
|
0.618 |
3,113.00 |
|
0.500 |
3,103.00 |
|
0.382 |
3,092.75 |
|
LOW |
3,060.00 |
|
0.618 |
3,007.00 |
|
1.000 |
2,974.25 |
|
1.618 |
2,921.25 |
|
2.618 |
2,835.50 |
|
4.250 |
2,695.50 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,113.25 |
3,107.75 |
| PP |
3,108.00 |
3,097.25 |
| S1 |
3,103.00 |
3,086.50 |
|