| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,098.25 |
3,036.00 |
-62.25 |
-2.0% |
2,967.25 |
| High |
3,134.50 |
3,104.50 |
-30.00 |
-1.0% |
3,145.75 |
| Low |
3,048.25 |
3,019.00 |
-29.25 |
-1.0% |
2,916.50 |
| Close |
3,050.00 |
3,101.00 |
51.00 |
1.7% |
3,050.00 |
| Range |
86.25 |
85.50 |
-0.75 |
-0.9% |
229.25 |
| ATR |
77.46 |
78.03 |
0.57 |
0.7% |
0.00 |
| Volume |
1,562 |
3,144 |
1,582 |
101.3% |
8,368 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,331.25 |
3,301.75 |
3,148.00 |
|
| R3 |
3,245.75 |
3,216.25 |
3,124.50 |
|
| R2 |
3,160.25 |
3,160.25 |
3,116.75 |
|
| R1 |
3,130.75 |
3,130.75 |
3,108.75 |
3,145.50 |
| PP |
3,074.75 |
3,074.75 |
3,074.75 |
3,082.25 |
| S1 |
3,045.25 |
3,045.25 |
3,093.25 |
3,060.00 |
| S2 |
2,989.25 |
2,989.25 |
3,085.25 |
|
| S3 |
2,903.75 |
2,959.75 |
3,077.50 |
|
| S4 |
2,818.25 |
2,874.25 |
3,054.00 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,725.25 |
3,616.75 |
3,176.00 |
|
| R3 |
3,496.00 |
3,387.50 |
3,113.00 |
|
| R2 |
3,266.75 |
3,266.75 |
3,092.00 |
|
| R1 |
3,158.25 |
3,158.25 |
3,071.00 |
3,212.50 |
| PP |
3,037.50 |
3,037.50 |
3,037.50 |
3,064.50 |
| S1 |
2,929.00 |
2,929.00 |
3,029.00 |
2,983.25 |
| S2 |
2,808.25 |
2,808.25 |
3,008.00 |
|
| S3 |
2,579.00 |
2,699.75 |
2,987.00 |
|
| S4 |
2,349.75 |
2,470.50 |
2,924.00 |
|
|
| 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 |
3,019.00 |
126.75 |
4.1% |
73.50 |
2.4% |
65% |
False |
True |
2,180 |
| 10 |
3,210.25 |
2,916.50 |
293.75 |
9.5% |
89.25 |
2.9% |
63% |
False |
False |
1,756 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.5% |
73.00 |
2.4% |
63% |
False |
False |
1,091 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
15.0% |
70.25 |
2.3% |
76% |
False |
False |
1,863 |
| 60 |
3,210.75 |
2,422.50 |
788.25 |
25.4% |
78.50 |
2.5% |
86% |
False |
False |
1,561 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.6% |
96.00 |
3.1% |
89% |
False |
False |
1,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,468.00 |
|
2.618 |
3,328.25 |
|
1.618 |
3,242.75 |
|
1.000 |
3,190.00 |
|
0.618 |
3,157.25 |
|
HIGH |
3,104.50 |
|
0.618 |
3,071.75 |
|
0.500 |
3,061.75 |
|
0.382 |
3,051.75 |
|
LOW |
3,019.00 |
|
0.618 |
2,966.25 |
|
1.000 |
2,933.50 |
|
1.618 |
2,880.75 |
|
2.618 |
2,795.25 |
|
4.250 |
2,655.50 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,088.00 |
3,093.00 |
| PP |
3,074.75 |
3,084.75 |
| S1 |
3,061.75 |
3,076.75 |
|