| 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 |
1,423.2 |
1,417.5 |
-5.7 |
-0.4% |
1,355.7 |
| High |
1,439.1 |
1,451.2 |
12.1 |
0.8% |
1,481.6 |
| Low |
1,399.8 |
1,400.5 |
0.7 |
0.1% |
1,314.5 |
| Close |
1,417.7 |
1,401.9 |
-15.8 |
-1.1% |
1,401.9 |
| Range |
39.3 |
50.7 |
11.4 |
29.0% |
167.1 |
| ATR |
59.9 |
59.2 |
-0.7 |
-1.1% |
0.0 |
| Volume |
171,423 |
194,158 |
22,735 |
13.3% |
1,247,234 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,570.0 |
1,536.6 |
1,429.8 |
|
| R3 |
1,519.3 |
1,485.9 |
1,415.8 |
|
| R2 |
1,468.6 |
1,468.6 |
1,411.2 |
|
| R1 |
1,435.2 |
1,435.2 |
1,406.5 |
1,426.6 |
| PP |
1,417.9 |
1,417.9 |
1,417.9 |
1,413.5 |
| S1 |
1,384.5 |
1,384.5 |
1,397.3 |
1,375.9 |
| S2 |
1,367.2 |
1,367.2 |
1,392.6 |
|
| S3 |
1,316.5 |
1,333.8 |
1,388.0 |
|
| S4 |
1,265.8 |
1,283.1 |
1,374.0 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,900.6 |
1,818.4 |
1,493.8 |
|
| R3 |
1,733.5 |
1,651.3 |
1,447.9 |
|
| R2 |
1,566.4 |
1,566.4 |
1,432.5 |
|
| R1 |
1,484.2 |
1,484.2 |
1,417.2 |
1,525.3 |
| PP |
1,399.3 |
1,399.3 |
1,399.3 |
1,419.9 |
| S1 |
1,317.1 |
1,317.1 |
1,386.6 |
1,358.2 |
| S2 |
1,232.2 |
1,232.2 |
1,371.3 |
|
| S3 |
1,065.1 |
1,150.0 |
1,355.9 |
|
| S4 |
898.0 |
982.9 |
1,310.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,481.6 |
1,314.5 |
167.1 |
11.9% |
63.9 |
4.6% |
52% |
False |
False |
249,446 |
| 10 |
1,536.2 |
1,314.5 |
221.7 |
15.8% |
65.5 |
4.7% |
39% |
False |
False |
165,205 |
| 20 |
1,536.2 |
1,314.5 |
221.7 |
15.8% |
57.7 |
4.1% |
39% |
False |
False |
83,191 |
| 40 |
1,536.2 |
1,173.1 |
363.1 |
25.9% |
55.4 |
4.0% |
63% |
False |
False |
41,696 |
| 60 |
1,536.2 |
1,030.4 |
505.8 |
36.1% |
55.9 |
4.0% |
73% |
False |
False |
27,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,666.7 |
|
2.618 |
1,583.9 |
|
1.618 |
1,533.2 |
|
1.000 |
1,501.9 |
|
0.618 |
1,482.5 |
|
HIGH |
1,451.2 |
|
0.618 |
1,431.8 |
|
0.500 |
1,425.9 |
|
0.382 |
1,419.9 |
|
LOW |
1,400.5 |
|
0.618 |
1,369.2 |
|
1.000 |
1,349.8 |
|
1.618 |
1,318.5 |
|
2.618 |
1,267.8 |
|
4.250 |
1,185.0 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,425.9 |
1,435.4 |
| PP |
1,417.9 |
1,424.2 |
| S1 |
1,409.9 |
1,413.1 |
|