| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,208.0 |
3,225.0 |
17.0 |
0.5% |
3,078.0 |
| High |
3,242.0 |
3,281.0 |
39.0 |
1.2% |
3,248.0 |
| Low |
3,196.0 |
3,225.0 |
29.0 |
0.9% |
3,026.0 |
| Close |
3,203.0 |
3,270.0 |
67.0 |
2.1% |
3,234.0 |
| Range |
46.0 |
56.0 |
10.0 |
21.7% |
222.0 |
| ATR |
69.3 |
69.9 |
0.6 |
0.9% |
0.0 |
| Volume |
14,299 |
5,131 |
-9,168 |
-64.1% |
54,855 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,426.7 |
3,404.3 |
3,300.8 |
|
| R3 |
3,370.7 |
3,348.3 |
3,285.4 |
|
| R2 |
3,314.7 |
3,314.7 |
3,280.3 |
|
| R1 |
3,292.3 |
3,292.3 |
3,275.1 |
3,303.5 |
| PP |
3,258.7 |
3,258.7 |
3,258.7 |
3,264.3 |
| S1 |
3,236.3 |
3,236.3 |
3,264.9 |
3,247.5 |
| S2 |
3,202.7 |
3,202.7 |
3,259.7 |
|
| S3 |
3,146.7 |
3,180.3 |
3,254.6 |
|
| S4 |
3,090.7 |
3,124.3 |
3,239.2 |
|
|
| 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 |
3,281.0 |
3,185.0 |
96.0 |
2.9% |
45.0 |
1.4% |
89% |
True |
False |
11,446 |
| 10 |
3,312.0 |
3,026.0 |
286.0 |
8.7% |
66.7 |
2.0% |
85% |
False |
False |
11,839 |
| 20 |
3,344.0 |
2,960.0 |
384.0 |
11.7% |
46.5 |
1.4% |
81% |
False |
False |
10,462 |
| 40 |
3,344.0 |
2,665.0 |
679.0 |
20.8% |
38.2 |
1.2% |
89% |
False |
False |
10,744 |
| 60 |
3,344.0 |
2,612.0 |
732.0 |
22.4% |
30.6 |
0.9% |
90% |
False |
False |
12,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,519.0 |
|
2.618 |
3,427.6 |
|
1.618 |
3,371.6 |
|
1.000 |
3,337.0 |
|
0.618 |
3,315.6 |
|
HIGH |
3,281.0 |
|
0.618 |
3,259.6 |
|
0.500 |
3,253.0 |
|
0.382 |
3,246.4 |
|
LOW |
3,225.0 |
|
0.618 |
3,190.4 |
|
1.000 |
3,169.0 |
|
1.618 |
3,134.4 |
|
2.618 |
3,078.4 |
|
4.250 |
2,987.0 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,264.3 |
3,259.5 |
| PP |
3,258.7 |
3,249.0 |
| S1 |
3,253.0 |
3,238.5 |
|