| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
10,121.50 |
10,183.00 |
61.50 |
0.6% |
9,527.00 |
| High |
10,296.25 |
10,242.00 |
-54.25 |
-0.5% |
10,112.50 |
| Low |
9,972.25 |
9,927.25 |
-45.00 |
-0.5% |
9,368.25 |
| Close |
10,196.00 |
10,010.75 |
-185.25 |
-1.8% |
9,923.50 |
| Range |
324.00 |
314.75 |
-9.25 |
-2.9% |
744.25 |
| ATR |
248.41 |
253.15 |
4.74 |
1.9% |
0.00 |
| Volume |
406,477 |
661,645 |
255,168 |
62.8% |
2,376,137 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,004.25 |
10,822.25 |
10,183.75 |
|
| R3 |
10,689.50 |
10,507.50 |
10,097.25 |
|
| R2 |
10,374.75 |
10,374.75 |
10,068.50 |
|
| R1 |
10,192.75 |
10,192.75 |
10,039.50 |
10,126.50 |
| PP |
10,060.00 |
10,060.00 |
10,060.00 |
10,026.75 |
| S1 |
9,878.00 |
9,878.00 |
9,982.00 |
9,811.50 |
| S2 |
9,745.25 |
9,745.25 |
9,953.00 |
|
| S3 |
9,430.50 |
9,563.25 |
9,924.25 |
|
| S4 |
9,115.75 |
9,248.50 |
9,837.75 |
|
|
| 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 |
4.5% |
257.75 |
2.6% |
37% |
False |
False |
474,487 |
| 10 |
10,296.25 |
9,368.25 |
928.00 |
9.3% |
294.50 |
2.9% |
69% |
False |
False |
429,174 |
| 20 |
10,296.25 |
9,305.00 |
991.25 |
9.9% |
238.25 |
2.4% |
71% |
False |
False |
216,348 |
| 40 |
10,296.25 |
8,545.00 |
1,751.25 |
17.5% |
235.00 |
2.3% |
84% |
False |
False |
108,402 |
| 60 |
10,296.25 |
7,378.00 |
2,918.25 |
29.2% |
250.50 |
2.5% |
90% |
False |
False |
72,415 |
| 80 |
10,296.25 |
6,626.00 |
3,670.25 |
36.7% |
323.00 |
3.2% |
92% |
False |
False |
54,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,579.75 |
|
2.618 |
11,066.00 |
|
1.618 |
10,751.25 |
|
1.000 |
10,556.75 |
|
0.618 |
10,436.50 |
|
HIGH |
10,242.00 |
|
0.618 |
10,121.75 |
|
0.500 |
10,084.50 |
|
0.382 |
10,047.50 |
|
LOW |
9,927.25 |
|
0.618 |
9,732.75 |
|
1.000 |
9,612.50 |
|
1.618 |
9,418.00 |
|
2.618 |
9,103.25 |
|
4.250 |
8,589.50 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,084.50 |
10,070.00 |
| PP |
10,060.00 |
10,050.25 |
| S1 |
10,035.50 |
10,030.50 |
|