| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,036.00 |
3,101.50 |
65.50 |
2.2% |
2,967.25 |
| High |
3,104.50 |
3,135.75 |
31.25 |
1.0% |
3,145.75 |
| Low |
3,019.00 |
3,051.00 |
32.00 |
1.1% |
2,916.50 |
| Close |
3,101.00 |
3,108.50 |
7.50 |
0.2% |
3,050.00 |
| Range |
85.50 |
84.75 |
-0.75 |
-0.9% |
229.25 |
| ATR |
78.03 |
78.51 |
0.48 |
0.6% |
0.00 |
| Volume |
3,144 |
2,167 |
-977 |
-31.1% |
8,368 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,352.75 |
3,315.25 |
3,155.00 |
|
| R3 |
3,268.00 |
3,230.50 |
3,131.75 |
|
| R2 |
3,183.25 |
3,183.25 |
3,124.00 |
|
| R1 |
3,145.75 |
3,145.75 |
3,116.25 |
3,164.50 |
| PP |
3,098.50 |
3,098.50 |
3,098.50 |
3,107.75 |
| S1 |
3,061.00 |
3,061.00 |
3,100.75 |
3,079.75 |
| S2 |
3,013.75 |
3,013.75 |
3,093.00 |
|
| S3 |
2,929.00 |
2,976.25 |
3,085.25 |
|
| S4 |
2,844.25 |
2,891.50 |
3,062.00 |
|
|
| 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 |
3,135.75 |
3,019.00 |
116.75 |
3.8% |
72.00 |
2.3% |
77% |
True |
False |
1,974 |
| 10 |
3,207.00 |
2,916.50 |
290.50 |
9.3% |
93.75 |
3.0% |
66% |
False |
False |
1,753 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.5% |
73.75 |
2.4% |
65% |
False |
False |
1,187 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
15.0% |
70.75 |
2.3% |
78% |
False |
False |
1,899 |
| 60 |
3,210.75 |
2,422.50 |
788.25 |
25.4% |
78.00 |
2.5% |
87% |
False |
False |
1,595 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.5% |
96.00 |
3.1% |
90% |
False |
False |
1,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,496.00 |
|
2.618 |
3,357.75 |
|
1.618 |
3,273.00 |
|
1.000 |
3,220.50 |
|
0.618 |
3,188.25 |
|
HIGH |
3,135.75 |
|
0.618 |
3,103.50 |
|
0.500 |
3,093.50 |
|
0.382 |
3,083.25 |
|
LOW |
3,051.00 |
|
0.618 |
2,998.50 |
|
1.000 |
2,966.25 |
|
1.618 |
2,913.75 |
|
2.618 |
2,829.00 |
|
4.250 |
2,690.75 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,103.50 |
3,098.00 |
| PP |
3,098.50 |
3,087.75 |
| S1 |
3,093.50 |
3,077.50 |
|