| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,751.4 |
1,751.5 |
0.1 |
0.0% |
1,706.1 |
| High |
1,758.0 |
1,756.8 |
-1.2 |
-0.1% |
1,772.6 |
| Low |
1,739.8 |
1,735.6 |
-4.2 |
-0.2% |
1,700.1 |
| Close |
1,754.4 |
1,753.4 |
-1.0 |
-0.1% |
1,755.2 |
| Range |
18.2 |
21.2 |
3.0 |
16.5% |
72.5 |
| ATR |
31.2 |
30.5 |
-0.7 |
-2.3% |
0.0 |
| Volume |
4,228 |
3,830 |
-398 |
-9.4% |
29,972 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,812.2 |
1,804.0 |
1,765.1 |
|
| R3 |
1,791.0 |
1,782.8 |
1,759.2 |
|
| R2 |
1,769.8 |
1,769.8 |
1,757.3 |
|
| R1 |
1,761.6 |
1,761.6 |
1,755.3 |
1,765.7 |
| PP |
1,748.6 |
1,748.6 |
1,748.6 |
1,750.7 |
| S1 |
1,740.4 |
1,740.4 |
1,751.5 |
1,744.5 |
| S2 |
1,727.4 |
1,727.4 |
1,749.5 |
|
| S3 |
1,706.2 |
1,719.2 |
1,747.6 |
|
| S4 |
1,685.0 |
1,698.0 |
1,741.7 |
|
|
| 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% |
24.9 |
1.4% |
60% |
False |
False |
4,532 |
| 10 |
1,772.6 |
1,690.1 |
82.5 |
4.7% |
29.7 |
1.7% |
77% |
False |
False |
5,807 |
| 20 |
1,785.1 |
1,690.1 |
95.0 |
5.4% |
28.6 |
1.6% |
67% |
False |
False |
5,752 |
| 40 |
1,800.0 |
1,687.8 |
112.2 |
6.4% |
29.7 |
1.7% |
58% |
False |
False |
5,196 |
| 60 |
1,800.0 |
1,577.7 |
222.3 |
12.7% |
36.7 |
2.1% |
79% |
False |
False |
5,082 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.5% |
41.1 |
2.3% |
86% |
False |
False |
4,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,846.9 |
|
2.618 |
1,812.3 |
|
1.618 |
1,791.1 |
|
1.000 |
1,778.0 |
|
0.618 |
1,769.9 |
|
HIGH |
1,756.8 |
|
0.618 |
1,748.7 |
|
0.500 |
1,746.2 |
|
0.382 |
1,743.7 |
|
LOW |
1,735.6 |
|
0.618 |
1,722.5 |
|
1.000 |
1,714.4 |
|
1.618 |
1,701.3 |
|
2.618 |
1,680.1 |
|
4.250 |
1,645.5 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,751.0 |
1,749.6 |
| PP |
1,748.6 |
1,745.9 |
| S1 |
1,746.2 |
1,742.1 |
|