| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,046.75 |
3,071.25 |
24.50 |
0.8% |
3,040.25 |
| High |
3,079.50 |
3,082.00 |
2.50 |
0.1% |
3,145.75 |
| Low |
3,005.00 |
2,992.50 |
-12.50 |
-0.4% |
2,992.50 |
| Close |
3,070.75 |
3,007.00 |
-63.75 |
-2.1% |
3,007.00 |
| Range |
74.50 |
89.50 |
15.00 |
20.1% |
153.25 |
| ATR |
82.07 |
82.60 |
0.53 |
0.6% |
0.00 |
| Volume |
1,967,245 |
2,208,418 |
241,173 |
12.3% |
9,484,389 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.75 |
3,240.75 |
3,056.25 |
|
| R3 |
3,206.25 |
3,151.25 |
3,031.50 |
|
| R2 |
3,116.75 |
3,116.75 |
3,023.50 |
|
| R1 |
3,061.75 |
3,061.75 |
3,015.25 |
3,044.50 |
| PP |
3,027.25 |
3,027.25 |
3,027.25 |
3,018.50 |
| S1 |
2,972.25 |
2,972.25 |
2,998.75 |
2,955.00 |
| S2 |
2,937.75 |
2,937.75 |
2,990.50 |
|
| S3 |
2,848.25 |
2,882.75 |
2,982.50 |
|
| S4 |
2,758.75 |
2,793.25 |
2,957.75 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.25 |
3,410.75 |
3,091.25 |
|
| R3 |
3,355.00 |
3,257.50 |
3,049.25 |
|
| R2 |
3,201.75 |
3,201.75 |
3,035.00 |
|
| R1 |
3,104.25 |
3,104.25 |
3,021.00 |
3,076.50 |
| PP |
3,048.50 |
3,048.50 |
3,048.50 |
3,034.50 |
| S1 |
2,951.00 |
2,951.00 |
2,993.00 |
2,923.00 |
| S2 |
2,895.25 |
2,895.25 |
2,979.00 |
|
| S3 |
2,742.00 |
2,797.75 |
2,964.75 |
|
| S4 |
2,588.75 |
2,644.50 |
2,922.75 |
|
|
| 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 |
2,992.50 |
153.25 |
5.1% |
89.00 |
3.0% |
9% |
False |
True |
1,896,877 |
| 10 |
3,156.25 |
2,923.75 |
232.50 |
7.7% |
88.25 |
2.9% |
36% |
False |
False |
2,089,109 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.9% |
80.25 |
2.7% |
28% |
False |
False |
1,245,307 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.6% |
74.00 |
2.5% |
54% |
False |
False |
624,900 |
| 60 |
3,220.50 |
2,422.25 |
798.25 |
26.5% |
80.75 |
2.7% |
73% |
False |
False |
418,010 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
35.1% |
109.75 |
3.6% |
80% |
False |
False |
315,089 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
40.9% |
103.25 |
3.4% |
68% |
False |
False |
252,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,462.50 |
|
2.618 |
3,316.25 |
|
1.618 |
3,226.75 |
|
1.000 |
3,171.50 |
|
0.618 |
3,137.25 |
|
HIGH |
3,082.00 |
|
0.618 |
3,047.75 |
|
0.500 |
3,037.25 |
|
0.382 |
3,026.75 |
|
LOW |
2,992.50 |
|
0.618 |
2,937.25 |
|
1.000 |
2,903.00 |
|
1.618 |
2,847.75 |
|
2.618 |
2,758.25 |
|
4.250 |
2,612.00 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,037.25 |
3,060.50 |
| PP |
3,027.25 |
3,042.75 |
| S1 |
3,017.00 |
3,024.75 |
|