| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,759.1 |
1,751.4 |
-7.7 |
-0.4% |
1,706.1 |
| High |
1,759.6 |
1,758.0 |
-1.6 |
-0.1% |
1,772.6 |
| Low |
1,724.6 |
1,739.8 |
15.2 |
0.9% |
1,700.1 |
| Close |
1,744.9 |
1,754.4 |
9.5 |
0.5% |
1,755.2 |
| Range |
35.0 |
18.2 |
-16.8 |
-48.0% |
72.5 |
| ATR |
32.2 |
31.2 |
-1.0 |
-3.1% |
0.0 |
| Volume |
4,425 |
4,228 |
-197 |
-4.5% |
29,972 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,805.3 |
1,798.1 |
1,764.4 |
|
| R3 |
1,787.1 |
1,779.9 |
1,759.4 |
|
| R2 |
1,768.9 |
1,768.9 |
1,757.7 |
|
| R1 |
1,761.7 |
1,761.7 |
1,756.1 |
1,765.3 |
| PP |
1,750.7 |
1,750.7 |
1,750.7 |
1,752.6 |
| S1 |
1,743.5 |
1,743.5 |
1,752.7 |
1,747.1 |
| S2 |
1,732.5 |
1,732.5 |
1,751.1 |
|
| S3 |
1,714.3 |
1,725.3 |
1,749.4 |
|
| S4 |
1,696.1 |
1,707.1 |
1,744.4 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.1 |
1,930.2 |
1,795.1 |
|
| R3 |
1,887.6 |
1,857.7 |
1,775.1 |
|
| R2 |
1,815.1 |
1,815.1 |
1,768.5 |
|
| R1 |
1,785.2 |
1,785.2 |
1,761.8 |
1,800.2 |
| PP |
1,742.6 |
1,742.6 |
1,742.6 |
1,750.1 |
| S1 |
1,712.7 |
1,712.7 |
1,748.6 |
1,727.7 |
| S2 |
1,670.1 |
1,670.1 |
1,741.9 |
|
| S3 |
1,597.6 |
1,640.2 |
1,735.3 |
|
| S4 |
1,525.1 |
1,567.7 |
1,715.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,772.6 |
1,724.6 |
48.0 |
2.7% |
27.5 |
1.6% |
62% |
False |
False |
5,395 |
| 10 |
1,772.6 |
1,690.1 |
82.5 |
4.7% |
32.2 |
1.8% |
78% |
False |
False |
6,181 |
| 20 |
1,785.1 |
1,690.1 |
95.0 |
5.4% |
28.8 |
1.6% |
68% |
False |
False |
5,777 |
| 40 |
1,800.0 |
1,670.3 |
129.7 |
7.4% |
30.5 |
1.7% |
65% |
False |
False |
5,168 |
| 60 |
1,800.0 |
1,498.9 |
301.1 |
17.2% |
37.8 |
2.2% |
85% |
False |
False |
5,071 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.4% |
41.3 |
2.4% |
87% |
False |
False |
4,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,835.4 |
|
2.618 |
1,805.6 |
|
1.618 |
1,787.4 |
|
1.000 |
1,776.2 |
|
0.618 |
1,769.2 |
|
HIGH |
1,758.0 |
|
0.618 |
1,751.0 |
|
0.500 |
1,748.9 |
|
0.382 |
1,746.8 |
|
LOW |
1,739.8 |
|
0.618 |
1,728.6 |
|
1.000 |
1,721.6 |
|
1.618 |
1,710.4 |
|
2.618 |
1,692.2 |
|
4.250 |
1,662.5 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,752.6 |
1,752.1 |
| PP |
1,750.7 |
1,749.8 |
| S1 |
1,748.9 |
1,747.6 |
|