| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,751.5 |
1,752.9 |
1.4 |
0.1% |
1,706.1 |
| High |
1,756.8 |
1,765.2 |
8.4 |
0.5% |
1,772.6 |
| Low |
1,735.6 |
1,739.6 |
4.0 |
0.2% |
1,700.1 |
| Close |
1,753.4 |
1,747.9 |
-5.5 |
-0.3% |
1,755.2 |
| Range |
21.2 |
25.6 |
4.4 |
20.8% |
72.5 |
| ATR |
30.5 |
30.2 |
-0.4 |
-1.1% |
0.0 |
| Volume |
3,830 |
4,775 |
945 |
24.7% |
29,972 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,827.7 |
1,813.4 |
1,762.0 |
|
| R3 |
1,802.1 |
1,787.8 |
1,754.9 |
|
| R2 |
1,776.5 |
1,776.5 |
1,752.6 |
|
| R1 |
1,762.2 |
1,762.2 |
1,750.2 |
1,756.6 |
| PP |
1,750.9 |
1,750.9 |
1,750.9 |
1,748.1 |
| S1 |
1,736.6 |
1,736.6 |
1,745.6 |
1,731.0 |
| S2 |
1,725.3 |
1,725.3 |
1,743.2 |
|
| S3 |
1,699.7 |
1,711.0 |
1,740.9 |
|
| S4 |
1,674.1 |
1,685.4 |
1,733.8 |
|
|
| 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 |
1,770.5 |
1,724.6 |
45.9 |
2.6% |
24.7 |
1.4% |
51% |
False |
False |
4,174 |
| 10 |
1,772.6 |
1,690.1 |
82.5 |
4.7% |
29.4 |
1.7% |
70% |
False |
False |
5,704 |
| 20 |
1,779.8 |
1,690.1 |
89.7 |
5.1% |
29.3 |
1.7% |
64% |
False |
False |
5,781 |
| 40 |
1,800.0 |
1,687.8 |
112.2 |
6.4% |
29.2 |
1.7% |
54% |
False |
False |
5,253 |
| 60 |
1,800.0 |
1,577.7 |
222.3 |
12.7% |
35.2 |
2.0% |
77% |
False |
False |
5,002 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.5% |
41.1 |
2.3% |
85% |
False |
False |
4,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,874.0 |
|
2.618 |
1,832.2 |
|
1.618 |
1,806.6 |
|
1.000 |
1,790.8 |
|
0.618 |
1,781.0 |
|
HIGH |
1,765.2 |
|
0.618 |
1,755.4 |
|
0.500 |
1,752.4 |
|
0.382 |
1,749.4 |
|
LOW |
1,739.6 |
|
0.618 |
1,723.8 |
|
1.000 |
1,714.0 |
|
1.618 |
1,698.2 |
|
2.618 |
1,672.6 |
|
4.250 |
1,630.8 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,752.4 |
1,750.4 |
| PP |
1,750.9 |
1,749.6 |
| S1 |
1,749.4 |
1,748.7 |
|