| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2,986.25 |
3,046.00 |
59.75 |
2.0% |
3,040.25 |
| High |
3,051.25 |
3,101.25 |
50.00 |
1.6% |
3,145.75 |
| Low |
2,983.50 |
3,030.25 |
46.75 |
1.6% |
2,992.50 |
| Close |
3,047.75 |
3,090.25 |
42.50 |
1.4% |
3,007.00 |
| Range |
67.75 |
71.00 |
3.25 |
4.8% |
153.25 |
| ATR |
81.54 |
80.78 |
-0.75 |
-0.9% |
0.00 |
| Volume |
1,585,146 |
1,724,164 |
139,018 |
8.8% |
9,484,389 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,287.00 |
3,259.50 |
3,129.25 |
|
| R3 |
3,216.00 |
3,188.50 |
3,109.75 |
|
| R2 |
3,145.00 |
3,145.00 |
3,103.25 |
|
| R1 |
3,117.50 |
3,117.50 |
3,096.75 |
3,131.25 |
| PP |
3,074.00 |
3,074.00 |
3,074.00 |
3,080.75 |
| S1 |
3,046.50 |
3,046.50 |
3,083.75 |
3,060.25 |
| S2 |
3,003.00 |
3,003.00 |
3,077.25 |
|
| S3 |
2,932.00 |
2,975.50 |
3,070.75 |
|
| S4 |
2,861.00 |
2,904.50 |
3,051.25 |
|
|
| 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 |
3,128.50 |
2,983.50 |
145.00 |
4.7% |
82.25 |
2.7% |
74% |
False |
False |
1,974,577 |
| 10 |
3,147.00 |
2,983.50 |
163.50 |
5.3% |
78.00 |
2.5% |
65% |
False |
False |
1,823,248 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.6% |
82.75 |
2.7% |
56% |
False |
False |
1,409,180 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.2% |
74.25 |
2.4% |
72% |
False |
False |
707,515 |
| 60 |
3,220.50 |
2,482.50 |
738.00 |
23.9% |
80.00 |
2.6% |
82% |
False |
False |
472,868 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
34.1% |
108.25 |
3.5% |
88% |
False |
False |
356,413 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.8% |
104.00 |
3.4% |
75% |
False |
False |
285,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,403.00 |
|
2.618 |
3,287.25 |
|
1.618 |
3,216.25 |
|
1.000 |
3,172.25 |
|
0.618 |
3,145.25 |
|
HIGH |
3,101.25 |
|
0.618 |
3,074.25 |
|
0.500 |
3,065.75 |
|
0.382 |
3,057.25 |
|
LOW |
3,030.25 |
|
0.618 |
2,986.25 |
|
1.000 |
2,959.25 |
|
1.618 |
2,915.25 |
|
2.618 |
2,844.25 |
|
4.250 |
2,728.50 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,082.00 |
3,074.25 |
| PP |
3,074.00 |
3,058.25 |
| S1 |
3,065.75 |
3,042.50 |
|