| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,785.50 |
9,983.00 |
197.50 |
2.0% |
9,868.00 |
| High |
9,997.00 |
10,171.50 |
174.50 |
1.7% |
10,296.25 |
| Low |
9,728.75 |
9,940.25 |
211.50 |
2.2% |
9,824.25 |
| Close |
9,973.75 |
10,147.25 |
173.50 |
1.7% |
9,865.50 |
| Range |
268.25 |
231.25 |
-37.00 |
-13.8% |
472.00 |
| ATR |
255.14 |
253.43 |
-1.71 |
-0.7% |
0.00 |
| Volume |
479,544 |
422,348 |
-57,196 |
-11.9% |
2,513,289 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,780.00 |
10,695.00 |
10,274.50 |
|
| R3 |
10,548.75 |
10,463.75 |
10,210.75 |
|
| R2 |
10,317.50 |
10,317.50 |
10,189.75 |
|
| R1 |
10,232.50 |
10,232.50 |
10,168.50 |
10,275.00 |
| PP |
10,086.25 |
10,086.25 |
10,086.25 |
10,107.50 |
| S1 |
10,001.25 |
10,001.25 |
10,126.00 |
10,043.75 |
| S2 |
9,855.00 |
9,855.00 |
10,104.75 |
|
| S3 |
9,623.75 |
9,770.00 |
10,083.75 |
|
| S4 |
9,392.50 |
9,538.75 |
10,020.00 |
|
|
| 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 |
10,242.00 |
9,728.75 |
513.25 |
5.1% |
266.50 |
2.6% |
82% |
False |
False |
530,787 |
| 10 |
10,296.25 |
9,728.75 |
567.50 |
5.6% |
243.75 |
2.4% |
74% |
False |
False |
476,929 |
| 20 |
10,296.25 |
9,368.25 |
928.00 |
9.1% |
250.50 |
2.5% |
84% |
False |
False |
315,756 |
| 40 |
10,296.25 |
8,790.50 |
1,505.75 |
14.8% |
232.25 |
2.3% |
90% |
False |
False |
158,177 |
| 60 |
10,296.25 |
7,613.50 |
2,682.75 |
26.4% |
249.50 |
2.5% |
94% |
False |
False |
105,587 |
| 80 |
10,296.25 |
6,626.00 |
3,670.25 |
36.2% |
317.00 |
3.1% |
96% |
False |
False |
79,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,154.25 |
|
2.618 |
10,777.00 |
|
1.618 |
10,545.75 |
|
1.000 |
10,402.75 |
|
0.618 |
10,314.50 |
|
HIGH |
10,171.50 |
|
0.618 |
10,083.25 |
|
0.500 |
10,056.00 |
|
0.382 |
10,028.50 |
|
LOW |
9,940.25 |
|
0.618 |
9,797.25 |
|
1.000 |
9,709.00 |
|
1.618 |
9,566.00 |
|
2.618 |
9,334.75 |
|
4.250 |
8,957.50 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,116.75 |
10,081.50 |
| PP |
10,086.25 |
10,015.75 |
| S1 |
10,056.00 |
9,950.00 |
|