| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,982.25 |
9,985.00 |
2.75 |
0.0% |
9,527.00 |
| High |
10,029.00 |
10,112.50 |
83.50 |
0.8% |
10,112.50 |
| Low |
9,866.50 |
9,916.00 |
49.50 |
0.5% |
9,368.25 |
| Close |
9,983.00 |
9,923.50 |
-59.50 |
-0.6% |
9,923.50 |
| Range |
162.50 |
196.50 |
34.00 |
20.9% |
744.25 |
| ATR |
242.13 |
238.88 |
-3.26 |
-1.3% |
0.00 |
| Volume |
431,111 |
518,436 |
87,325 |
20.3% |
2,376,137 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,573.50 |
10,445.00 |
10,031.50 |
|
| R3 |
10,377.00 |
10,248.50 |
9,977.50 |
|
| R2 |
10,180.50 |
10,180.50 |
9,959.50 |
|
| R1 |
10,052.00 |
10,052.00 |
9,941.50 |
10,018.00 |
| PP |
9,984.00 |
9,984.00 |
9,984.00 |
9,967.00 |
| S1 |
9,855.50 |
9,855.50 |
9,905.50 |
9,821.50 |
| S2 |
9,787.50 |
9,787.50 |
9,887.50 |
|
| S3 |
9,591.00 |
9,659.00 |
9,869.50 |
|
| S4 |
9,394.50 |
9,462.50 |
9,815.50 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,034.25 |
11,723.00 |
10,332.75 |
|
| R3 |
11,290.00 |
10,978.75 |
10,128.25 |
|
| R2 |
10,545.75 |
10,545.75 |
10,060.00 |
|
| R1 |
10,234.50 |
10,234.50 |
9,991.75 |
10,390.00 |
| PP |
9,801.50 |
9,801.50 |
9,801.50 |
9,879.25 |
| S1 |
9,490.25 |
9,490.25 |
9,855.25 |
9,646.00 |
| S2 |
9,057.25 |
9,057.25 |
9,787.00 |
|
| S3 |
8,313.00 |
8,746.00 |
9,718.75 |
|
| S4 |
7,568.75 |
8,001.75 |
9,514.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,112.50 |
9,368.25 |
744.25 |
7.5% |
228.25 |
2.3% |
75% |
True |
False |
475,227 |
| 10 |
10,140.00 |
9,368.25 |
771.75 |
7.8% |
256.00 |
2.6% |
72% |
False |
False |
289,410 |
| 20 |
10,140.00 |
9,158.75 |
981.25 |
9.9% |
228.75 |
2.3% |
78% |
False |
False |
145,329 |
| 40 |
10,140.00 |
8,491.00 |
1,649.00 |
16.6% |
229.75 |
2.3% |
87% |
False |
False |
72,844 |
| 60 |
10,140.00 |
7,314.50 |
2,825.50 |
28.5% |
258.50 |
2.6% |
92% |
False |
False |
48,731 |
| 80 |
10,140.00 |
6,626.00 |
3,514.00 |
35.4% |
330.25 |
3.3% |
94% |
False |
False |
36,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,947.50 |
|
2.618 |
10,627.00 |
|
1.618 |
10,430.50 |
|
1.000 |
10,309.00 |
|
0.618 |
10,234.00 |
|
HIGH |
10,112.50 |
|
0.618 |
10,037.50 |
|
0.500 |
10,014.25 |
|
0.382 |
9,991.00 |
|
LOW |
9,916.00 |
|
0.618 |
9,794.50 |
|
1.000 |
9,719.50 |
|
1.618 |
9,598.00 |
|
2.618 |
9,401.50 |
|
4.250 |
9,081.00 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,014.25 |
9,989.50 |
| PP |
9,984.00 |
9,967.50 |
| S1 |
9,953.75 |
9,945.50 |
|