| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,071.25 |
2,986.25 |
-85.00 |
-2.8% |
3,040.25 |
| High |
3,082.00 |
3,051.25 |
-30.75 |
-1.0% |
3,145.75 |
| Low |
2,992.50 |
2,983.50 |
-9.00 |
-0.3% |
2,992.50 |
| Close |
3,007.00 |
3,047.75 |
40.75 |
1.4% |
3,007.00 |
| Range |
89.50 |
67.75 |
-21.75 |
-24.3% |
153.25 |
| ATR |
82.60 |
81.54 |
-1.06 |
-1.3% |
0.00 |
| Volume |
2,208,418 |
1,585,146 |
-623,272 |
-28.2% |
9,484,389 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,230.75 |
3,207.00 |
3,085.00 |
|
| R3 |
3,163.00 |
3,139.25 |
3,066.50 |
|
| R2 |
3,095.25 |
3,095.25 |
3,060.25 |
|
| R1 |
3,071.50 |
3,071.50 |
3,054.00 |
3,083.50 |
| PP |
3,027.50 |
3,027.50 |
3,027.50 |
3,033.50 |
| S1 |
3,003.75 |
3,003.75 |
3,041.50 |
3,015.50 |
| S2 |
2,959.75 |
2,959.75 |
3,035.25 |
|
| S3 |
2,892.00 |
2,936.00 |
3,029.00 |
|
| S4 |
2,824.25 |
2,868.25 |
3,010.50 |
|
|
| 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 |
2,983.50 |
162.25 |
5.3% |
85.25 |
2.8% |
40% |
False |
True |
1,935,442 |
| 10 |
3,156.25 |
2,983.50 |
172.75 |
5.7% |
80.50 |
2.6% |
37% |
False |
True |
1,950,557 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.7% |
81.25 |
2.7% |
42% |
False |
False |
1,323,978 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.4% |
74.00 |
2.4% |
63% |
False |
False |
664,469 |
| 60 |
3,220.50 |
2,446.50 |
774.00 |
25.4% |
80.25 |
2.6% |
78% |
False |
False |
444,256 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
34.6% |
109.00 |
3.6% |
84% |
False |
False |
334,884 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
40.4% |
103.50 |
3.4% |
72% |
False |
False |
268,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,339.25 |
|
2.618 |
3,228.50 |
|
1.618 |
3,160.75 |
|
1.000 |
3,119.00 |
|
0.618 |
3,093.00 |
|
HIGH |
3,051.25 |
|
0.618 |
3,025.25 |
|
0.500 |
3,017.50 |
|
0.382 |
3,009.50 |
|
LOW |
2,983.50 |
|
0.618 |
2,941.75 |
|
1.000 |
2,915.75 |
|
1.618 |
2,874.00 |
|
2.618 |
2,806.25 |
|
4.250 |
2,695.50 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,037.50 |
3,042.75 |
| PP |
3,027.50 |
3,037.75 |
| S1 |
3,017.50 |
3,032.75 |
|