| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,610.50 |
9,527.00 |
-83.50 |
-0.9% |
9,815.50 |
| High |
9,837.00 |
9,803.00 |
-34.00 |
-0.3% |
10,140.00 |
| Low |
9,481.75 |
9,368.25 |
-113.50 |
-1.2% |
9,481.75 |
| Close |
9,632.25 |
9,788.50 |
156.25 |
1.6% |
9,632.25 |
| Range |
355.25 |
434.75 |
79.50 |
22.4% |
658.25 |
| ATR |
247.00 |
260.41 |
13.41 |
5.4% |
0.00 |
| Volume |
410,907 |
425,514 |
14,607 |
3.6% |
517,969 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,957.50 |
10,807.75 |
10,027.50 |
|
| R3 |
10,522.75 |
10,373.00 |
9,908.00 |
|
| R2 |
10,088.00 |
10,088.00 |
9,868.25 |
|
| R1 |
9,938.25 |
9,938.25 |
9,828.25 |
10,013.00 |
| PP |
9,653.25 |
9,653.25 |
9,653.25 |
9,690.75 |
| S1 |
9,503.50 |
9,503.50 |
9,748.75 |
9,578.50 |
| S2 |
9,218.50 |
9,218.50 |
9,708.75 |
|
| S3 |
8,783.75 |
9,068.75 |
9,669.00 |
|
| S4 |
8,349.00 |
8,634.00 |
9,549.50 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,726.00 |
11,337.50 |
9,994.25 |
|
| R3 |
11,067.75 |
10,679.25 |
9,813.25 |
|
| R2 |
10,409.50 |
10,409.50 |
9,753.00 |
|
| R1 |
10,021.00 |
10,021.00 |
9,692.50 |
9,886.00 |
| PP |
9,751.25 |
9,751.25 |
9,751.25 |
9,684.00 |
| S1 |
9,362.75 |
9,362.75 |
9,572.00 |
9,228.00 |
| S2 |
9,093.00 |
9,093.00 |
9,511.50 |
|
| S3 |
8,434.75 |
8,704.50 |
9,451.25 |
|
| S4 |
7,776.50 |
8,046.25 |
9,270.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,140.00 |
9,368.25 |
771.75 |
7.9% |
340.00 |
3.5% |
54% |
False |
True |
187,702 |
| 10 |
10,140.00 |
9,368.25 |
771.75 |
7.9% |
251.75 |
2.6% |
54% |
False |
True |
95,088 |
| 20 |
10,140.00 |
9,097.00 |
1,043.00 |
10.7% |
231.00 |
2.4% |
66% |
False |
False |
47,876 |
| 40 |
10,140.00 |
8,334.00 |
1,806.00 |
18.5% |
238.50 |
2.4% |
81% |
False |
False |
24,115 |
| 60 |
10,140.00 |
6,626.00 |
3,514.00 |
35.9% |
285.75 |
2.9% |
90% |
False |
False |
16,304 |
| 80 |
10,140.00 |
6,626.00 |
3,514.00 |
35.9% |
336.25 |
3.4% |
90% |
False |
False |
12,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,650.75 |
|
2.618 |
10,941.25 |
|
1.618 |
10,506.50 |
|
1.000 |
10,237.75 |
|
0.618 |
10,071.75 |
|
HIGH |
9,803.00 |
|
0.618 |
9,637.00 |
|
0.500 |
9,585.50 |
|
0.382 |
9,534.25 |
|
LOW |
9,368.25 |
|
0.618 |
9,099.50 |
|
1.000 |
8,933.50 |
|
1.618 |
8,664.75 |
|
2.618 |
8,230.00 |
|
4.250 |
7,520.50 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,721.00 |
9,769.00 |
| PP |
9,653.25 |
9,749.50 |
| S1 |
9,585.50 |
9,730.00 |
|