| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
10,005.25 |
10,087.00 |
81.75 |
0.8% |
9,868.00 |
| High |
10,107.00 |
10,120.50 |
13.50 |
0.1% |
10,296.25 |
| Low |
9,885.50 |
9,824.25 |
-61.25 |
-0.6% |
9,824.25 |
| Close |
10,088.25 |
9,865.50 |
-222.75 |
-2.2% |
9,865.50 |
| Range |
221.50 |
296.25 |
74.75 |
33.7% |
472.00 |
| ATR |
250.89 |
254.13 |
3.24 |
1.3% |
0.00 |
| Volume |
514,249 |
576,150 |
61,901 |
12.0% |
2,513,289 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,825.50 |
10,641.75 |
10,028.50 |
|
| R3 |
10,529.25 |
10,345.50 |
9,947.00 |
|
| R2 |
10,233.00 |
10,233.00 |
9,919.75 |
|
| R1 |
10,049.25 |
10,049.25 |
9,892.75 |
9,993.00 |
| PP |
9,936.75 |
9,936.75 |
9,936.75 |
9,908.50 |
| S1 |
9,753.00 |
9,753.00 |
9,838.25 |
9,696.75 |
| S2 |
9,640.50 |
9,640.50 |
9,811.25 |
|
| S3 |
9,344.25 |
9,456.75 |
9,784.00 |
|
| S4 |
9,048.00 |
9,160.50 |
9,702.50 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,411.25 |
11,110.50 |
10,125.00 |
|
| R3 |
10,939.25 |
10,638.50 |
9,995.25 |
|
| R2 |
10,467.25 |
10,467.25 |
9,952.00 |
|
| R1 |
10,166.50 |
10,166.50 |
9,908.75 |
10,081.00 |
| PP |
9,995.25 |
9,995.25 |
9,995.25 |
9,952.50 |
| S1 |
9,694.50 |
9,694.50 |
9,822.25 |
9,609.00 |
| S2 |
9,523.25 |
9,523.25 |
9,779.00 |
|
| S3 |
9,051.25 |
9,222.50 |
9,735.75 |
|
| S4 |
8,579.25 |
8,750.50 |
9,606.00 |
|
|
| 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 |
9,824.25 |
472.00 |
4.8% |
289.50 |
2.9% |
9% |
False |
True |
502,657 |
| 10 |
10,296.25 |
9,368.25 |
928.00 |
9.4% |
259.00 |
2.6% |
54% |
False |
False |
488,942 |
| 20 |
10,296.25 |
9,368.25 |
928.00 |
9.4% |
241.00 |
2.4% |
54% |
False |
False |
270,774 |
| 40 |
10,296.25 |
8,545.00 |
1,751.25 |
17.8% |
231.50 |
2.3% |
75% |
False |
False |
135,645 |
| 60 |
10,296.25 |
7,378.00 |
2,918.25 |
29.6% |
249.75 |
2.5% |
85% |
False |
False |
90,571 |
| 80 |
10,296.25 |
6,626.00 |
3,670.25 |
37.2% |
318.50 |
3.2% |
88% |
False |
False |
68,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,379.50 |
|
2.618 |
10,896.00 |
|
1.618 |
10,599.75 |
|
1.000 |
10,416.75 |
|
0.618 |
10,303.50 |
|
HIGH |
10,120.50 |
|
0.618 |
10,007.25 |
|
0.500 |
9,972.50 |
|
0.382 |
9,937.50 |
|
LOW |
9,824.25 |
|
0.618 |
9,641.25 |
|
1.000 |
9,528.00 |
|
1.618 |
9,345.00 |
|
2.618 |
9,048.75 |
|
4.250 |
8,565.25 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,972.50 |
10,033.00 |
| PP |
9,936.75 |
9,977.25 |
| S1 |
9,901.00 |
9,921.50 |
|