| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,057.00 |
3,096.00 |
39.00 |
1.3% |
3,181.50 |
| High |
3,145.75 |
3,135.75 |
-10.00 |
-0.3% |
3,210.75 |
| Low |
3,052.75 |
3,086.00 |
33.25 |
1.1% |
2,963.00 |
| Close |
3,109.50 |
3,098.25 |
-11.25 |
-0.4% |
3,015.00 |
| Range |
93.00 |
49.75 |
-43.25 |
-46.5% |
247.75 |
| ATR |
80.81 |
78.59 |
-2.22 |
-2.7% |
0.00 |
| Volume |
3,198 |
790 |
-2,408 |
-75.3% |
6,395 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,256.00 |
3,226.75 |
3,125.50 |
|
| R3 |
3,206.25 |
3,177.00 |
3,112.00 |
|
| R2 |
3,156.50 |
3,156.50 |
3,107.25 |
|
| R1 |
3,127.25 |
3,127.25 |
3,102.75 |
3,142.00 |
| PP |
3,106.75 |
3,106.75 |
3,106.75 |
3,114.00 |
| S1 |
3,077.50 |
3,077.50 |
3,093.75 |
3,092.00 |
| S2 |
3,057.00 |
3,057.00 |
3,089.25 |
|
| S3 |
3,007.25 |
3,027.75 |
3,084.50 |
|
| S4 |
2,957.50 |
2,978.00 |
3,071.00 |
|
|
| 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 |
3,167.75 |
2,916.50 |
251.25 |
8.1% |
116.00 |
3.7% |
72% |
False |
False |
1,279 |
| 10 |
3,210.75 |
2,916.50 |
294.25 |
9.5% |
85.25 |
2.7% |
62% |
False |
False |
1,218 |
| 20 |
3,210.75 |
2,891.00 |
319.75 |
10.3% |
69.50 |
2.2% |
65% |
False |
False |
810 |
| 40 |
3,210.75 |
2,712.75 |
498.00 |
16.1% |
70.00 |
2.3% |
77% |
False |
False |
1,714 |
| 60 |
3,210.75 |
2,234.00 |
976.75 |
31.5% |
84.75 |
2.7% |
88% |
False |
False |
1,501 |
| 80 |
3,238.50 |
2,168.25 |
1,070.25 |
34.5% |
97.25 |
3.1% |
87% |
False |
False |
1,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,347.25 |
|
2.618 |
3,266.00 |
|
1.618 |
3,216.25 |
|
1.000 |
3,185.50 |
|
0.618 |
3,166.50 |
|
HIGH |
3,135.75 |
|
0.618 |
3,116.75 |
|
0.500 |
3,111.00 |
|
0.382 |
3,105.00 |
|
LOW |
3,086.00 |
|
0.618 |
3,055.25 |
|
1.000 |
3,036.25 |
|
1.618 |
3,005.50 |
|
2.618 |
2,955.75 |
|
4.250 |
2,874.50 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,111.00 |
3,076.00 |
| PP |
3,106.75 |
3,053.50 |
| S1 |
3,102.50 |
3,031.00 |
|