| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,868.00 |
10,121.50 |
253.50 |
2.6% |
9,527.00 |
| High |
10,134.50 |
10,296.25 |
161.75 |
1.6% |
10,112.50 |
| Low |
9,843.50 |
9,972.25 |
128.75 |
1.3% |
9,368.25 |
| Close |
10,124.75 |
10,196.00 |
71.25 |
0.7% |
9,923.50 |
| Range |
291.00 |
324.00 |
33.00 |
11.3% |
744.25 |
| ATR |
242.60 |
248.41 |
5.81 |
2.4% |
0.00 |
| Volume |
354,768 |
406,477 |
51,709 |
14.6% |
2,376,137 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,126.75 |
10,985.50 |
10,374.25 |
|
| R3 |
10,802.75 |
10,661.50 |
10,285.00 |
|
| R2 |
10,478.75 |
10,478.75 |
10,255.50 |
|
| R1 |
10,337.50 |
10,337.50 |
10,225.75 |
10,408.00 |
| PP |
10,154.75 |
10,154.75 |
10,154.75 |
10,190.25 |
| S1 |
10,013.50 |
10,013.50 |
10,166.25 |
10,084.00 |
| S2 |
9,830.75 |
9,830.75 |
10,136.50 |
|
| S3 |
9,506.75 |
9,689.50 |
10,107.00 |
|
| S4 |
9,182.75 |
9,365.50 |
10,017.75 |
|
|
| 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 |
10,296.25 |
9,843.50 |
452.75 |
4.4% |
221.25 |
2.2% |
78% |
True |
False |
423,072 |
| 10 |
10,296.25 |
9,368.25 |
928.00 |
9.1% |
282.75 |
2.8% |
89% |
True |
False |
364,143 |
| 20 |
10,296.25 |
9,158.75 |
1,137.50 |
11.2% |
239.00 |
2.3% |
91% |
True |
False |
183,336 |
| 40 |
10,296.25 |
8,545.00 |
1,751.25 |
17.2% |
234.25 |
2.3% |
94% |
True |
False |
91,865 |
| 60 |
10,296.25 |
7,378.00 |
2,918.25 |
28.6% |
253.75 |
2.5% |
97% |
True |
False |
61,394 |
| 80 |
10,296.25 |
6,626.00 |
3,670.25 |
36.0% |
326.00 |
3.2% |
97% |
True |
False |
46,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,673.25 |
|
2.618 |
11,144.50 |
|
1.618 |
10,820.50 |
|
1.000 |
10,620.25 |
|
0.618 |
10,496.50 |
|
HIGH |
10,296.25 |
|
0.618 |
10,172.50 |
|
0.500 |
10,134.25 |
|
0.382 |
10,096.00 |
|
LOW |
9,972.25 |
|
0.618 |
9,772.00 |
|
1.000 |
9,648.25 |
|
1.618 |
9,448.00 |
|
2.618 |
9,124.00 |
|
4.250 |
8,595.25 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,175.50 |
10,154.00 |
| PP |
10,154.75 |
10,112.00 |
| S1 |
10,134.25 |
10,070.00 |
|