| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,113.25 |
3,046.75 |
-66.50 |
-2.1% |
2,983.25 |
| High |
3,128.50 |
3,079.50 |
-49.00 |
-1.6% |
3,156.25 |
| Low |
3,019.75 |
3,005.00 |
-14.75 |
-0.5% |
2,923.75 |
| Close |
3,049.00 |
3,070.75 |
21.75 |
0.7% |
3,059.50 |
| Range |
108.75 |
74.50 |
-34.25 |
-31.5% |
232.50 |
| ATR |
82.65 |
82.07 |
-0.58 |
-0.7% |
0.00 |
| Volume |
2,387,916 |
1,967,245 |
-420,671 |
-17.6% |
11,406,707 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,275.25 |
3,247.50 |
3,111.75 |
|
| R3 |
3,200.75 |
3,173.00 |
3,091.25 |
|
| R2 |
3,126.25 |
3,126.25 |
3,084.50 |
|
| R1 |
3,098.50 |
3,098.50 |
3,077.50 |
3,112.50 |
| PP |
3,051.75 |
3,051.75 |
3,051.75 |
3,058.75 |
| S1 |
3,024.00 |
3,024.00 |
3,064.00 |
3,038.00 |
| S2 |
2,977.25 |
2,977.25 |
3,057.00 |
|
| S3 |
2,902.75 |
2,949.50 |
3,050.25 |
|
| S4 |
2,828.25 |
2,875.00 |
3,029.75 |
|
|
| 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 |
3,005.00 |
140.75 |
4.6% |
88.75 |
2.9% |
47% |
False |
True |
1,845,648 |
| 10 |
3,156.25 |
2,923.75 |
232.50 |
7.6% |
89.75 |
2.9% |
63% |
False |
False |
2,140,379 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.7% |
79.00 |
2.6% |
50% |
False |
False |
1,135,474 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.3% |
73.75 |
2.4% |
68% |
False |
False |
569,741 |
| 60 |
3,220.50 |
2,422.25 |
798.25 |
26.0% |
81.25 |
2.6% |
81% |
False |
False |
381,391 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
34.4% |
110.50 |
3.6% |
86% |
False |
False |
287,496 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
40.1% |
103.00 |
3.4% |
74% |
False |
False |
230,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,396.00 |
|
2.618 |
3,274.50 |
|
1.618 |
3,200.00 |
|
1.000 |
3,154.00 |
|
0.618 |
3,125.50 |
|
HIGH |
3,079.50 |
|
0.618 |
3,051.00 |
|
0.500 |
3,042.25 |
|
0.382 |
3,033.50 |
|
LOW |
3,005.00 |
|
0.618 |
2,959.00 |
|
1.000 |
2,930.50 |
|
1.618 |
2,884.50 |
|
2.618 |
2,810.00 |
|
4.250 |
2,688.50 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,061.25 |
3,075.50 |
| PP |
3,051.75 |
3,073.75 |
| S1 |
3,042.25 |
3,072.25 |
|