| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,096.00 |
3,088.25 |
-7.75 |
-0.3% |
3,181.50 |
| High |
3,135.75 |
3,110.00 |
-25.75 |
-0.8% |
3,210.75 |
| Low |
3,086.00 |
3,056.75 |
-29.25 |
-0.9% |
2,963.00 |
| Close |
3,098.25 |
3,089.00 |
-9.25 |
-0.3% |
3,015.00 |
| Range |
49.75 |
53.25 |
3.50 |
7.0% |
247.75 |
| ATR |
78.59 |
76.78 |
-1.81 |
-2.3% |
0.00 |
| Volume |
790 |
2,208 |
1,418 |
179.5% |
6,395 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,245.00 |
3,220.25 |
3,118.25 |
|
| R3 |
3,191.75 |
3,167.00 |
3,103.75 |
|
| R2 |
3,138.50 |
3,138.50 |
3,098.75 |
|
| R1 |
3,113.75 |
3,113.75 |
3,094.00 |
3,126.00 |
| PP |
3,085.25 |
3,085.25 |
3,085.25 |
3,091.50 |
| S1 |
3,060.50 |
3,060.50 |
3,084.00 |
3,073.00 |
| S2 |
3,032.00 |
3,032.00 |
3,079.25 |
|
| S3 |
2,978.75 |
3,007.25 |
3,074.25 |
|
| S4 |
2,925.50 |
2,954.00 |
3,059.75 |
|
|
| 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 |
3,145.75 |
2,916.50 |
229.25 |
7.4% |
88.50 |
2.9% |
75% |
False |
False |
1,499 |
| 10 |
3,210.75 |
2,916.50 |
294.25 |
9.5% |
86.75 |
2.8% |
59% |
False |
False |
1,406 |
| 20 |
3,210.75 |
2,891.00 |
319.75 |
10.4% |
69.00 |
2.2% |
62% |
False |
False |
870 |
| 40 |
3,210.75 |
2,745.50 |
465.25 |
15.1% |
69.25 |
2.2% |
74% |
False |
False |
1,769 |
| 60 |
3,210.75 |
2,381.75 |
829.00 |
26.8% |
82.25 |
2.7% |
85% |
False |
False |
1,521 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.7% |
96.50 |
3.1% |
88% |
False |
False |
1,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,336.25 |
|
2.618 |
3,249.50 |
|
1.618 |
3,196.25 |
|
1.000 |
3,163.25 |
|
0.618 |
3,143.00 |
|
HIGH |
3,110.00 |
|
0.618 |
3,089.75 |
|
0.500 |
3,083.50 |
|
0.382 |
3,077.00 |
|
LOW |
3,056.75 |
|
0.618 |
3,023.75 |
|
1.000 |
3,003.50 |
|
1.618 |
2,970.50 |
|
2.618 |
2,917.25 |
|
4.250 |
2,830.50 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,087.00 |
3,099.25 |
| PP |
3,085.25 |
3,095.75 |
| S1 |
3,083.50 |
3,092.50 |
|