| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,248.0 |
3,208.0 |
-40.0 |
-1.2% |
3,078.0 |
| High |
3,248.0 |
3,242.0 |
-6.0 |
-0.2% |
3,248.0 |
| Low |
3,200.0 |
3,196.0 |
-4.0 |
-0.1% |
3,026.0 |
| Close |
3,234.0 |
3,203.0 |
-31.0 |
-1.0% |
3,234.0 |
| Range |
48.0 |
46.0 |
-2.0 |
-4.2% |
222.0 |
| ATR |
71.0 |
69.3 |
-1.8 |
-2.5% |
0.0 |
| Volume |
5,018 |
14,299 |
9,281 |
185.0% |
54,855 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,351.7 |
3,323.3 |
3,228.3 |
|
| R3 |
3,305.7 |
3,277.3 |
3,215.7 |
|
| R2 |
3,259.7 |
3,259.7 |
3,211.4 |
|
| R1 |
3,231.3 |
3,231.3 |
3,207.2 |
3,222.5 |
| PP |
3,213.7 |
3,213.7 |
3,213.7 |
3,209.3 |
| S1 |
3,185.3 |
3,185.3 |
3,198.8 |
3,176.5 |
| S2 |
3,167.7 |
3,167.7 |
3,194.6 |
|
| S3 |
3,121.7 |
3,139.3 |
3,190.4 |
|
| S4 |
3,075.7 |
3,093.3 |
3,177.7 |
|
|
| 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 |
3,162.0 |
86.0 |
2.7% |
49.6 |
1.5% |
48% |
False |
False |
11,926 |
| 10 |
3,312.0 |
3,026.0 |
286.0 |
8.9% |
63.8 |
2.0% |
62% |
False |
False |
11,980 |
| 20 |
3,344.0 |
2,946.0 |
398.0 |
12.4% |
44.5 |
1.4% |
65% |
False |
False |
10,566 |
| 40 |
3,344.0 |
2,665.0 |
679.0 |
21.2% |
36.8 |
1.1% |
79% |
False |
False |
10,644 |
| 60 |
3,344.0 |
2,612.0 |
732.0 |
22.9% |
30.5 |
1.0% |
81% |
False |
False |
12,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,437.5 |
|
2.618 |
3,362.4 |
|
1.618 |
3,316.4 |
|
1.000 |
3,288.0 |
|
0.618 |
3,270.4 |
|
HIGH |
3,242.0 |
|
0.618 |
3,224.4 |
|
0.500 |
3,219.0 |
|
0.382 |
3,213.6 |
|
LOW |
3,196.0 |
|
0.618 |
3,167.6 |
|
1.000 |
3,150.0 |
|
1.618 |
3,121.6 |
|
2.618 |
3,075.6 |
|
4.250 |
3,000.5 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,219.0 |
3,216.5 |
| PP |
3,213.7 |
3,212.0 |
| S1 |
3,208.3 |
3,207.5 |
|