| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
10,183.00 |
10,005.25 |
-177.75 |
-1.7% |
9,527.00 |
| High |
10,242.00 |
10,107.00 |
-135.00 |
-1.3% |
10,112.50 |
| Low |
9,927.25 |
9,885.50 |
-41.75 |
-0.4% |
9,368.25 |
| Close |
10,010.75 |
10,088.25 |
77.50 |
0.8% |
9,923.50 |
| Range |
314.75 |
221.50 |
-93.25 |
-29.6% |
744.25 |
| ATR |
253.15 |
250.89 |
-2.26 |
-0.9% |
0.00 |
| Volume |
661,645 |
514,249 |
-147,396 |
-22.3% |
2,376,137 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,691.50 |
10,611.25 |
10,210.00 |
|
| R3 |
10,470.00 |
10,389.75 |
10,149.25 |
|
| R2 |
10,248.50 |
10,248.50 |
10,128.75 |
|
| R1 |
10,168.25 |
10,168.25 |
10,108.50 |
10,208.50 |
| PP |
10,027.00 |
10,027.00 |
10,027.00 |
10,047.00 |
| S1 |
9,946.75 |
9,946.75 |
10,068.00 |
9,987.00 |
| S2 |
9,805.50 |
9,805.50 |
10,047.75 |
|
| S3 |
9,584.00 |
9,725.25 |
10,027.25 |
|
| S4 |
9,362.50 |
9,503.75 |
9,966.50 |
|
|
| 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 |
10,296.25 |
9,843.50 |
452.75 |
4.5% |
269.50 |
2.7% |
54% |
False |
False |
491,115 |
| 10 |
10,296.25 |
9,368.25 |
928.00 |
9.2% |
264.75 |
2.6% |
78% |
False |
False |
472,418 |
| 20 |
10,296.25 |
9,355.00 |
941.25 |
9.3% |
237.00 |
2.4% |
78% |
False |
False |
242,019 |
| 40 |
10,296.25 |
8,545.00 |
1,751.25 |
17.4% |
231.00 |
2.3% |
88% |
False |
False |
121,247 |
| 60 |
10,296.25 |
7,378.00 |
2,918.25 |
28.9% |
250.25 |
2.5% |
93% |
False |
False |
80,973 |
| 80 |
10,296.25 |
6,626.00 |
3,670.25 |
36.4% |
320.00 |
3.2% |
94% |
False |
False |
60,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,048.50 |
|
2.618 |
10,687.00 |
|
1.618 |
10,465.50 |
|
1.000 |
10,328.50 |
|
0.618 |
10,244.00 |
|
HIGH |
10,107.00 |
|
0.618 |
10,022.50 |
|
0.500 |
9,996.25 |
|
0.382 |
9,970.00 |
|
LOW |
9,885.50 |
|
0.618 |
9,748.50 |
|
1.000 |
9,664.00 |
|
1.618 |
9,527.00 |
|
2.618 |
9,305.50 |
|
4.250 |
8,944.00 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,057.50 |
10,091.00 |
| PP |
10,027.00 |
10,090.00 |
| S1 |
9,996.25 |
10,089.00 |
|