| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,789.3 |
1,792.5 |
3.2 |
0.2% |
1,780.3 |
| High |
1,796.6 |
1,804.0 |
7.4 |
0.4% |
1,810.9 |
| Low |
1,781.6 |
1,772.0 |
-9.6 |
-0.5% |
1,769.0 |
| Close |
1,788.4 |
1,798.5 |
10.1 |
0.6% |
1,798.5 |
| Range |
15.0 |
32.0 |
17.0 |
113.3% |
41.9 |
| ATR |
28.1 |
28.4 |
0.3 |
1.0% |
0.0 |
| Volume |
6,303 |
4,756 |
-1,547 |
-24.5% |
29,724 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,887.5 |
1,875.0 |
1,816.1 |
|
| R3 |
1,855.5 |
1,843.0 |
1,807.3 |
|
| R2 |
1,823.5 |
1,823.5 |
1,804.4 |
|
| R1 |
1,811.0 |
1,811.0 |
1,801.4 |
1,817.3 |
| PP |
1,791.5 |
1,791.5 |
1,791.5 |
1,794.6 |
| S1 |
1,779.0 |
1,779.0 |
1,795.6 |
1,785.3 |
| S2 |
1,759.5 |
1,759.5 |
1,792.6 |
|
| S3 |
1,727.5 |
1,747.0 |
1,789.7 |
|
| S4 |
1,695.5 |
1,715.0 |
1,780.9 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.5 |
1,900.4 |
1,821.5 |
|
| R3 |
1,876.6 |
1,858.5 |
1,810.0 |
|
| R2 |
1,834.7 |
1,834.7 |
1,806.2 |
|
| R1 |
1,816.6 |
1,816.6 |
1,802.3 |
1,825.7 |
| PP |
1,792.8 |
1,792.8 |
1,792.8 |
1,797.3 |
| S1 |
1,774.7 |
1,774.7 |
1,794.7 |
1,783.8 |
| S2 |
1,750.9 |
1,750.9 |
1,790.8 |
|
| S3 |
1,709.0 |
1,732.8 |
1,787.0 |
|
| S4 |
1,667.1 |
1,690.9 |
1,775.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,810.9 |
1,769.0 |
41.9 |
2.3% |
24.4 |
1.4% |
70% |
False |
False |
5,944 |
| 10 |
1,810.9 |
1,724.6 |
86.3 |
4.8% |
25.2 |
1.4% |
86% |
False |
False |
5,533 |
| 20 |
1,810.9 |
1,690.1 |
120.8 |
6.7% |
28.6 |
1.6% |
90% |
False |
False |
5,838 |
| 40 |
1,810.9 |
1,687.8 |
123.1 |
6.8% |
28.2 |
1.6% |
90% |
False |
False |
5,762 |
| 60 |
1,810.9 |
1,596.7 |
214.2 |
11.9% |
32.8 |
1.8% |
94% |
False |
False |
5,157 |
| 80 |
1,810.9 |
1,458.8 |
352.1 |
19.6% |
39.9 |
2.2% |
96% |
False |
False |
4,872 |
| 100 |
1,810.9 |
1,458.8 |
352.1 |
19.6% |
36.7 |
2.0% |
96% |
False |
False |
4,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,940.0 |
|
2.618 |
1,887.8 |
|
1.618 |
1,855.8 |
|
1.000 |
1,836.0 |
|
0.618 |
1,823.8 |
|
HIGH |
1,804.0 |
|
0.618 |
1,791.8 |
|
0.500 |
1,788.0 |
|
0.382 |
1,784.2 |
|
LOW |
1,772.0 |
|
0.618 |
1,752.2 |
|
1.000 |
1,740.0 |
|
1.618 |
1,720.2 |
|
2.618 |
1,688.2 |
|
4.250 |
1,636.0 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,795.0 |
1,796.2 |
| PP |
1,791.5 |
1,793.8 |
| S1 |
1,788.0 |
1,791.5 |
|