| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,190.0 |
3,248.0 |
58.0 |
1.8% |
3,078.0 |
| High |
3,226.0 |
3,248.0 |
22.0 |
0.7% |
3,248.0 |
| Low |
3,185.0 |
3,200.0 |
15.0 |
0.5% |
3,026.0 |
| Close |
3,208.0 |
3,234.0 |
26.0 |
0.8% |
3,234.0 |
| Range |
41.0 |
48.0 |
7.0 |
17.1% |
222.0 |
| ATR |
72.8 |
71.0 |
-1.8 |
-2.4% |
0.0 |
| Volume |
6,124 |
5,018 |
-1,106 |
-18.1% |
54,855 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,371.3 |
3,350.7 |
3,260.4 |
|
| R3 |
3,323.3 |
3,302.7 |
3,247.2 |
|
| R2 |
3,275.3 |
3,275.3 |
3,242.8 |
|
| R1 |
3,254.7 |
3,254.7 |
3,238.4 |
3,241.0 |
| PP |
3,227.3 |
3,227.3 |
3,227.3 |
3,220.5 |
| S1 |
3,206.7 |
3,206.7 |
3,229.6 |
3,193.0 |
| S2 |
3,179.3 |
3,179.3 |
3,225.2 |
|
| S3 |
3,131.3 |
3,158.7 |
3,220.8 |
|
| S4 |
3,083.3 |
3,110.7 |
3,207.6 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,835.3 |
3,756.7 |
3,356.1 |
|
| R3 |
3,613.3 |
3,534.7 |
3,295.1 |
|
| R2 |
3,391.3 |
3,391.3 |
3,274.7 |
|
| R1 |
3,312.7 |
3,312.7 |
3,254.4 |
3,352.0 |
| PP |
3,169.3 |
3,169.3 |
3,169.3 |
3,189.0 |
| S1 |
3,090.7 |
3,090.7 |
3,213.7 |
3,130.0 |
| S2 |
2,947.3 |
2,947.3 |
3,193.3 |
|
| S3 |
2,725.3 |
2,868.7 |
3,173.0 |
|
| S4 |
2,503.3 |
2,646.7 |
3,111.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,248.0 |
3,026.0 |
222.0 |
6.9% |
59.2 |
1.8% |
94% |
True |
False |
10,971 |
| 10 |
3,339.0 |
3,026.0 |
313.0 |
9.7% |
60.3 |
1.9% |
66% |
False |
False |
11,060 |
| 20 |
3,344.0 |
2,884.0 |
460.0 |
14.2% |
44.7 |
1.4% |
76% |
False |
False |
10,106 |
| 40 |
3,344.0 |
2,665.0 |
679.0 |
21.0% |
36.1 |
1.1% |
84% |
False |
False |
10,728 |
| 60 |
3,344.0 |
2,612.0 |
732.0 |
22.6% |
29.8 |
0.9% |
85% |
False |
False |
12,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,452.0 |
|
2.618 |
3,373.7 |
|
1.618 |
3,325.7 |
|
1.000 |
3,296.0 |
|
0.618 |
3,277.7 |
|
HIGH |
3,248.0 |
|
0.618 |
3,229.7 |
|
0.500 |
3,224.0 |
|
0.382 |
3,218.3 |
|
LOW |
3,200.0 |
|
0.618 |
3,170.3 |
|
1.000 |
3,152.0 |
|
1.618 |
3,122.3 |
|
2.618 |
3,074.3 |
|
4.250 |
2,996.0 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,230.7 |
3,228.2 |
| PP |
3,227.3 |
3,222.3 |
| S1 |
3,224.0 |
3,216.5 |
|