| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
10,087.00 |
9,785.50 |
-301.50 |
-3.0% |
9,868.00 |
| High |
10,120.50 |
9,997.00 |
-123.50 |
-1.2% |
10,296.25 |
| Low |
9,824.25 |
9,728.75 |
-95.50 |
-1.0% |
9,824.25 |
| Close |
9,865.50 |
9,973.75 |
108.25 |
1.1% |
9,865.50 |
| Range |
296.25 |
268.25 |
-28.00 |
-9.5% |
472.00 |
| ATR |
254.13 |
255.14 |
1.01 |
0.4% |
0.00 |
| Volume |
576,150 |
479,544 |
-96,606 |
-16.8% |
2,513,289 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,704.50 |
10,607.50 |
10,121.25 |
|
| R3 |
10,436.25 |
10,339.25 |
10,047.50 |
|
| R2 |
10,168.00 |
10,168.00 |
10,023.00 |
|
| R1 |
10,071.00 |
10,071.00 |
9,998.25 |
10,119.50 |
| PP |
9,899.75 |
9,899.75 |
9,899.75 |
9,924.00 |
| S1 |
9,802.75 |
9,802.75 |
9,949.25 |
9,851.25 |
| S2 |
9,631.50 |
9,631.50 |
9,924.50 |
|
| S3 |
9,363.25 |
9,534.50 |
9,900.00 |
|
| S4 |
9,095.00 |
9,266.25 |
9,826.25 |
|
|
| 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 |
9,728.75 |
567.50 |
5.7% |
285.00 |
2.9% |
43% |
False |
True |
527,613 |
| 10 |
10,296.25 |
9,728.75 |
567.50 |
5.7% |
242.25 |
2.4% |
43% |
False |
True |
494,345 |
| 20 |
10,296.25 |
9,368.25 |
928.00 |
9.3% |
247.00 |
2.5% |
65% |
False |
False |
294,717 |
| 40 |
10,296.25 |
8,545.00 |
1,751.25 |
17.6% |
233.00 |
2.3% |
82% |
False |
False |
147,626 |
| 60 |
10,296.25 |
7,426.00 |
2,870.25 |
28.8% |
249.50 |
2.5% |
89% |
False |
False |
98,552 |
| 80 |
10,296.25 |
6,626.00 |
3,670.25 |
36.8% |
319.00 |
3.2% |
91% |
False |
False |
74,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,137.00 |
|
2.618 |
10,699.25 |
|
1.618 |
10,431.00 |
|
1.000 |
10,265.25 |
|
0.618 |
10,162.75 |
|
HIGH |
9,997.00 |
|
0.618 |
9,894.50 |
|
0.500 |
9,863.00 |
|
0.382 |
9,831.25 |
|
LOW |
9,728.75 |
|
0.618 |
9,563.00 |
|
1.000 |
9,460.50 |
|
1.618 |
9,294.75 |
|
2.618 |
9,026.50 |
|
4.250 |
8,588.75 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,936.75 |
9,957.50 |
| PP |
9,899.75 |
9,941.00 |
| S1 |
9,863.00 |
9,924.50 |
|