| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2,990.00 |
2,967.25 |
-22.75 |
-0.8% |
3,181.50 |
| High |
3,067.00 |
3,059.00 |
-8.00 |
-0.3% |
3,210.75 |
| Low |
2,963.00 |
2,916.50 |
-46.50 |
-1.6% |
2,963.00 |
| Close |
3,015.00 |
3,053.25 |
38.25 |
1.3% |
3,015.00 |
| Range |
104.00 |
142.50 |
38.50 |
37.0% |
247.75 |
| ATR |
75.05 |
79.87 |
4.82 |
6.4% |
0.00 |
| Volume |
692 |
610 |
-82 |
-11.8% |
6,395 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,437.00 |
3,387.75 |
3,131.50 |
|
| R3 |
3,294.50 |
3,245.25 |
3,092.50 |
|
| R2 |
3,152.00 |
3,152.00 |
3,079.50 |
|
| R1 |
3,102.75 |
3,102.75 |
3,066.25 |
3,127.50 |
| PP |
3,009.50 |
3,009.50 |
3,009.50 |
3,022.00 |
| S1 |
2,960.25 |
2,960.25 |
3,040.25 |
2,985.00 |
| S2 |
2,867.00 |
2,867.00 |
3,027.00 |
|
| S3 |
2,724.50 |
2,817.75 |
3,014.00 |
|
| S4 |
2,582.00 |
2,675.25 |
2,975.00 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,806.25 |
3,658.25 |
3,151.25 |
|
| R3 |
3,558.50 |
3,410.50 |
3,083.25 |
|
| R2 |
3,310.75 |
3,310.75 |
3,060.50 |
|
| R1 |
3,162.75 |
3,162.75 |
3,037.75 |
3,113.00 |
| PP |
3,063.00 |
3,063.00 |
3,063.00 |
3,038.00 |
| S1 |
2,915.00 |
2,915.00 |
2,992.25 |
2,865.00 |
| S2 |
2,815.25 |
2,815.25 |
2,969.50 |
|
| S3 |
2,567.50 |
2,667.25 |
2,946.75 |
|
| S4 |
2,319.75 |
2,419.50 |
2,878.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,210.25 |
2,916.50 |
293.75 |
9.6% |
105.00 |
3.4% |
47% |
False |
True |
1,333 |
| 10 |
3,210.75 |
2,916.50 |
294.25 |
9.6% |
80.25 |
2.6% |
46% |
False |
True |
929 |
| 20 |
3,210.75 |
2,838.00 |
372.75 |
12.2% |
71.00 |
2.3% |
58% |
False |
False |
915 |
| 40 |
3,210.75 |
2,707.25 |
503.50 |
16.5% |
71.00 |
2.3% |
69% |
False |
False |
1,617 |
| 60 |
3,210.75 |
2,168.25 |
1,042.50 |
34.1% |
88.50 |
2.9% |
85% |
False |
False |
1,435 |
| 80 |
3,340.00 |
2,168.25 |
1,171.75 |
38.4% |
96.50 |
3.2% |
76% |
False |
False |
1,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,664.50 |
|
2.618 |
3,432.00 |
|
1.618 |
3,289.50 |
|
1.000 |
3,201.50 |
|
0.618 |
3,147.00 |
|
HIGH |
3,059.00 |
|
0.618 |
3,004.50 |
|
0.500 |
2,987.75 |
|
0.382 |
2,971.00 |
|
LOW |
2,916.50 |
|
0.618 |
2,828.50 |
|
1.000 |
2,774.00 |
|
1.618 |
2,686.00 |
|
2.618 |
2,543.50 |
|
4.250 |
2,311.00 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,031.50 |
3,049.50 |
| PP |
3,009.50 |
3,045.75 |
| S1 |
2,987.75 |
3,042.00 |
|