| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,111.75 |
3,113.25 |
1.50 |
0.0% |
2,983.25 |
| High |
3,145.75 |
3,128.50 |
-17.25 |
-0.5% |
3,156.25 |
| Low |
3,060.00 |
3,019.75 |
-40.25 |
-1.3% |
2,923.75 |
| Close |
3,118.50 |
3,049.00 |
-69.50 |
-2.2% |
3,059.50 |
| Range |
85.75 |
108.75 |
23.00 |
26.8% |
232.50 |
| ATR |
80.64 |
82.65 |
2.01 |
2.5% |
0.00 |
| Volume |
1,528,485 |
2,387,916 |
859,431 |
56.2% |
11,406,707 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.00 |
3,329.25 |
3,108.75 |
|
| R3 |
3,283.25 |
3,220.50 |
3,079.00 |
|
| R2 |
3,174.50 |
3,174.50 |
3,069.00 |
|
| R1 |
3,111.75 |
3,111.75 |
3,059.00 |
3,088.75 |
| PP |
3,065.75 |
3,065.75 |
3,065.75 |
3,054.25 |
| S1 |
3,003.00 |
3,003.00 |
3,039.00 |
2,980.00 |
| S2 |
2,957.00 |
2,957.00 |
3,029.00 |
|
| S3 |
2,848.25 |
2,894.25 |
3,019.00 |
|
| S4 |
2,739.50 |
2,785.50 |
2,989.25 |
|
|
| 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 |
3,145.75 |
3,019.75 |
126.00 |
4.1% |
85.00 |
2.8% |
23% |
False |
True |
1,779,443 |
| 10 |
3,177.75 |
2,923.75 |
254.00 |
8.3% |
101.50 |
3.3% |
49% |
False |
False |
2,024,214 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.7% |
77.75 |
2.5% |
42% |
False |
False |
1,037,594 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.4% |
74.50 |
2.4% |
63% |
False |
False |
520,626 |
| 60 |
3,220.50 |
2,422.25 |
798.25 |
26.2% |
81.25 |
2.7% |
79% |
False |
False |
348,843 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
34.6% |
111.50 |
3.7% |
84% |
False |
False |
262,922 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
40.4% |
102.75 |
3.4% |
72% |
False |
False |
210,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,590.75 |
|
2.618 |
3,413.25 |
|
1.618 |
3,304.50 |
|
1.000 |
3,237.25 |
|
0.618 |
3,195.75 |
|
HIGH |
3,128.50 |
|
0.618 |
3,087.00 |
|
0.500 |
3,074.00 |
|
0.382 |
3,061.25 |
|
LOW |
3,019.75 |
|
0.618 |
2,952.50 |
|
1.000 |
2,911.00 |
|
1.618 |
2,843.75 |
|
2.618 |
2,735.00 |
|
4.250 |
2,557.50 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,074.00 |
3,082.75 |
| PP |
3,065.75 |
3,071.50 |
| S1 |
3,057.50 |
3,060.25 |
|