| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,752.9 |
1,746.6 |
-6.3 |
-0.4% |
1,759.1 |
| High |
1,765.2 |
1,775.6 |
10.4 |
0.6% |
1,775.6 |
| Low |
1,739.6 |
1,745.5 |
5.9 |
0.3% |
1,724.6 |
| Close |
1,747.9 |
1,768.6 |
20.7 |
1.2% |
1,768.6 |
| Range |
25.6 |
30.1 |
4.5 |
17.6% |
51.0 |
| ATR |
30.2 |
30.2 |
0.0 |
0.0% |
0.0 |
| Volume |
4,775 |
8,356 |
3,581 |
75.0% |
25,614 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,853.5 |
1,841.2 |
1,785.2 |
|
| R3 |
1,823.4 |
1,811.1 |
1,776.9 |
|
| R2 |
1,793.3 |
1,793.3 |
1,774.1 |
|
| R1 |
1,781.0 |
1,781.0 |
1,771.4 |
1,787.2 |
| PP |
1,763.2 |
1,763.2 |
1,763.2 |
1,766.3 |
| S1 |
1,750.9 |
1,750.9 |
1,765.8 |
1,757.1 |
| S2 |
1,733.1 |
1,733.1 |
1,763.1 |
|
| S3 |
1,703.0 |
1,720.8 |
1,760.3 |
|
| S4 |
1,672.9 |
1,690.7 |
1,752.0 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,909.3 |
1,889.9 |
1,796.7 |
|
| R3 |
1,858.3 |
1,838.9 |
1,782.6 |
|
| R2 |
1,807.3 |
1,807.3 |
1,778.0 |
|
| R1 |
1,787.9 |
1,787.9 |
1,773.3 |
1,797.6 |
| PP |
1,756.3 |
1,756.3 |
1,756.3 |
1,761.1 |
| S1 |
1,736.9 |
1,736.9 |
1,763.9 |
1,746.6 |
| S2 |
1,705.3 |
1,705.3 |
1,759.3 |
|
| S3 |
1,654.3 |
1,685.9 |
1,754.6 |
|
| S4 |
1,603.3 |
1,634.9 |
1,740.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,775.6 |
1,724.6 |
51.0 |
2.9% |
26.0 |
1.5% |
86% |
True |
False |
5,122 |
| 10 |
1,775.6 |
1,700.1 |
75.5 |
4.3% |
27.2 |
1.5% |
91% |
True |
False |
5,558 |
| 20 |
1,775.6 |
1,690.1 |
85.5 |
4.8% |
29.0 |
1.6% |
92% |
True |
False |
5,905 |
| 40 |
1,800.0 |
1,687.8 |
112.2 |
6.3% |
29.1 |
1.6% |
72% |
False |
False |
5,367 |
| 60 |
1,800.0 |
1,577.7 |
222.3 |
12.6% |
34.3 |
1.9% |
86% |
False |
False |
5,053 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.3% |
41.1 |
2.3% |
91% |
False |
False |
4,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,903.5 |
|
2.618 |
1,854.4 |
|
1.618 |
1,824.3 |
|
1.000 |
1,805.7 |
|
0.618 |
1,794.2 |
|
HIGH |
1,775.6 |
|
0.618 |
1,764.1 |
|
0.500 |
1,760.6 |
|
0.382 |
1,757.0 |
|
LOW |
1,745.5 |
|
0.618 |
1,726.9 |
|
1.000 |
1,715.4 |
|
1.618 |
1,696.8 |
|
2.618 |
1,666.7 |
|
4.250 |
1,617.6 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,765.9 |
1,764.3 |
| PP |
1,763.2 |
1,759.9 |
| S1 |
1,760.6 |
1,755.6 |
|