| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,985.00 |
9,868.00 |
-117.00 |
-1.2% |
9,527.00 |
| High |
10,112.50 |
10,134.50 |
22.00 |
0.2% |
10,112.50 |
| Low |
9,916.00 |
9,843.50 |
-72.50 |
-0.7% |
9,368.25 |
| Close |
9,923.50 |
10,124.75 |
201.25 |
2.0% |
9,923.50 |
| Range |
196.50 |
291.00 |
94.50 |
48.1% |
744.25 |
| ATR |
238.88 |
242.60 |
3.72 |
1.6% |
0.00 |
| Volume |
518,436 |
354,768 |
-163,668 |
-31.6% |
2,376,137 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,907.25 |
10,807.00 |
10,284.75 |
|
| R3 |
10,616.25 |
10,516.00 |
10,204.75 |
|
| R2 |
10,325.25 |
10,325.25 |
10,178.00 |
|
| R1 |
10,225.00 |
10,225.00 |
10,151.50 |
10,275.00 |
| PP |
10,034.25 |
10,034.25 |
10,034.25 |
10,059.25 |
| S1 |
9,934.00 |
9,934.00 |
10,098.00 |
9,984.00 |
| S2 |
9,743.25 |
9,743.25 |
10,071.50 |
|
| S3 |
9,452.25 |
9,643.00 |
10,044.75 |
|
| S4 |
9,161.25 |
9,352.00 |
9,964.75 |
|
|
| 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 |
10,134.50 |
9,786.50 |
348.00 |
3.4% |
199.50 |
2.0% |
97% |
True |
False |
461,078 |
| 10 |
10,140.00 |
9,368.25 |
771.75 |
7.6% |
269.75 |
2.7% |
98% |
False |
False |
324,390 |
| 20 |
10,140.00 |
9,158.75 |
981.25 |
9.7% |
234.50 |
2.3% |
98% |
False |
False |
163,048 |
| 40 |
10,140.00 |
8,545.00 |
1,595.00 |
15.8% |
230.00 |
2.3% |
99% |
False |
False |
81,709 |
| 60 |
10,140.00 |
7,378.00 |
2,762.00 |
27.3% |
253.75 |
2.5% |
99% |
False |
False |
54,626 |
| 80 |
10,140.00 |
6,626.00 |
3,514.00 |
34.7% |
327.25 |
3.2% |
100% |
False |
False |
41,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,371.25 |
|
2.618 |
10,896.25 |
|
1.618 |
10,605.25 |
|
1.000 |
10,425.50 |
|
0.618 |
10,314.25 |
|
HIGH |
10,134.50 |
|
0.618 |
10,023.25 |
|
0.500 |
9,989.00 |
|
0.382 |
9,954.75 |
|
LOW |
9,843.50 |
|
0.618 |
9,663.75 |
|
1.000 |
9,552.50 |
|
1.618 |
9,372.75 |
|
2.618 |
9,081.75 |
|
4.250 |
8,606.75 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,079.50 |
10,079.50 |
| PP |
10,034.25 |
10,034.25 |
| S1 |
9,989.00 |
9,989.00 |
|