| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,951.50 |
9,982.25 |
30.75 |
0.3% |
9,815.50 |
| High |
10,047.50 |
10,029.00 |
-18.50 |
-0.2% |
10,140.00 |
| Low |
9,915.25 |
9,866.50 |
-48.75 |
-0.5% |
9,481.75 |
| Close |
9,983.00 |
9,983.00 |
0.00 |
0.0% |
9,632.25 |
| Range |
132.25 |
162.50 |
30.25 |
22.9% |
658.25 |
| ATR |
248.26 |
242.13 |
-6.13 |
-2.5% |
0.00 |
| Volume |
404,568 |
431,111 |
26,543 |
6.6% |
517,969 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,447.00 |
10,377.50 |
10,072.50 |
|
| R3 |
10,284.50 |
10,215.00 |
10,027.75 |
|
| R2 |
10,122.00 |
10,122.00 |
10,012.75 |
|
| R1 |
10,052.50 |
10,052.50 |
9,998.00 |
10,087.25 |
| PP |
9,959.50 |
9,959.50 |
9,959.50 |
9,977.00 |
| S1 |
9,890.00 |
9,890.00 |
9,968.00 |
9,924.75 |
| S2 |
9,797.00 |
9,797.00 |
9,953.25 |
|
| S3 |
9,634.50 |
9,727.50 |
9,938.25 |
|
| S4 |
9,472.00 |
9,565.00 |
9,893.50 |
|
|
| 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 |
10,047.50 |
9,368.25 |
679.25 |
6.8% |
260.00 |
2.6% |
91% |
False |
False |
453,721 |
| 10 |
10,140.00 |
9,368.25 |
771.75 |
7.7% |
260.50 |
2.6% |
80% |
False |
False |
237,868 |
| 20 |
10,140.00 |
9,158.75 |
981.25 |
9.8% |
226.75 |
2.3% |
84% |
False |
False |
119,421 |
| 40 |
10,140.00 |
8,491.00 |
1,649.00 |
16.5% |
229.75 |
2.3% |
90% |
False |
False |
59,889 |
| 60 |
10,140.00 |
7,314.50 |
2,825.50 |
28.3% |
261.75 |
2.6% |
94% |
False |
False |
40,119 |
| 80 |
10,140.00 |
6,626.00 |
3,514.00 |
35.2% |
331.50 |
3.3% |
96% |
False |
False |
30,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,719.50 |
|
2.618 |
10,454.50 |
|
1.618 |
10,292.00 |
|
1.000 |
10,191.50 |
|
0.618 |
10,129.50 |
|
HIGH |
10,029.00 |
|
0.618 |
9,967.00 |
|
0.500 |
9,947.75 |
|
0.382 |
9,928.50 |
|
LOW |
9,866.50 |
|
0.618 |
9,766.00 |
|
1.000 |
9,704.00 |
|
1.618 |
9,603.50 |
|
2.618 |
9,441.00 |
|
4.250 |
9,176.00 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,971.25 |
9,961.00 |
| PP |
9,959.50 |
9,939.00 |
| S1 |
9,947.75 |
9,917.00 |
|