| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2,967.25 |
3,057.00 |
89.75 |
3.0% |
3,181.50 |
| High |
3,059.00 |
3,145.75 |
86.75 |
2.8% |
3,210.75 |
| Low |
2,916.50 |
3,052.75 |
136.25 |
4.7% |
2,963.00 |
| Close |
3,053.25 |
3,109.50 |
56.25 |
1.8% |
3,015.00 |
| Range |
142.50 |
93.00 |
-49.50 |
-34.7% |
247.75 |
| ATR |
79.87 |
80.81 |
0.94 |
1.2% |
0.00 |
| Volume |
610 |
3,198 |
2,588 |
424.3% |
6,395 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,381.75 |
3,338.50 |
3,160.75 |
|
| R3 |
3,288.75 |
3,245.50 |
3,135.00 |
|
| R2 |
3,195.75 |
3,195.75 |
3,126.50 |
|
| R1 |
3,152.50 |
3,152.50 |
3,118.00 |
3,174.00 |
| PP |
3,102.75 |
3,102.75 |
3,102.75 |
3,113.50 |
| S1 |
3,059.50 |
3,059.50 |
3,101.00 |
3,081.00 |
| S2 |
3,009.75 |
3,009.75 |
3,092.50 |
|
| S3 |
2,916.75 |
2,966.50 |
3,084.00 |
|
| S4 |
2,823.75 |
2,873.50 |
3,058.25 |
|
|
| 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 |
3,207.00 |
2,916.50 |
290.50 |
9.3% |
115.50 |
3.7% |
66% |
False |
False |
1,532 |
| 10 |
3,210.75 |
2,916.50 |
294.25 |
9.5% |
85.50 |
2.7% |
66% |
False |
False |
1,212 |
| 20 |
3,210.75 |
2,891.00 |
319.75 |
10.3% |
70.00 |
2.3% |
68% |
False |
False |
861 |
| 40 |
3,210.75 |
2,707.25 |
503.50 |
16.2% |
71.50 |
2.3% |
80% |
False |
False |
1,696 |
| 60 |
3,210.75 |
2,168.25 |
1,042.50 |
33.5% |
87.25 |
2.8% |
90% |
False |
False |
1,488 |
| 80 |
3,298.25 |
2,168.25 |
1,130.00 |
36.3% |
97.75 |
3.1% |
83% |
False |
False |
1,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,541.00 |
|
2.618 |
3,389.25 |
|
1.618 |
3,296.25 |
|
1.000 |
3,238.75 |
|
0.618 |
3,203.25 |
|
HIGH |
3,145.75 |
|
0.618 |
3,110.25 |
|
0.500 |
3,099.25 |
|
0.382 |
3,088.25 |
|
LOW |
3,052.75 |
|
0.618 |
2,995.25 |
|
1.000 |
2,959.75 |
|
1.618 |
2,902.25 |
|
2.618 |
2,809.25 |
|
4.250 |
2,657.50 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,106.00 |
3,083.50 |
| PP |
3,102.75 |
3,057.25 |
| S1 |
3,099.25 |
3,031.00 |
|