| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,104.50 |
3,032.75 |
-71.75 |
-2.3% |
2,967.25 |
| High |
3,117.75 |
3,080.00 |
-37.75 |
-1.2% |
3,145.75 |
| Low |
3,010.00 |
2,995.50 |
-14.50 |
-0.5% |
2,916.50 |
| Close |
3,039.00 |
3,060.50 |
21.50 |
0.7% |
3,050.00 |
| Range |
107.75 |
84.50 |
-23.25 |
-21.6% |
229.25 |
| ATR |
80.60 |
80.88 |
0.28 |
0.3% |
0.00 |
| Volume |
3,761 |
2,839 |
-922 |
-24.5% |
8,368 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,298.75 |
3,264.25 |
3,107.00 |
|
| R3 |
3,214.25 |
3,179.75 |
3,083.75 |
|
| R2 |
3,129.75 |
3,129.75 |
3,076.00 |
|
| R1 |
3,095.25 |
3,095.25 |
3,068.25 |
3,112.50 |
| PP |
3,045.25 |
3,045.25 |
3,045.25 |
3,054.00 |
| S1 |
3,010.75 |
3,010.75 |
3,052.75 |
3,028.00 |
| S2 |
2,960.75 |
2,960.75 |
3,045.00 |
|
| S3 |
2,876.25 |
2,926.25 |
3,037.25 |
|
| S4 |
2,791.75 |
2,841.75 |
3,014.00 |
|
|
| 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 |
2,995.50 |
140.25 |
4.6% |
89.75 |
2.9% |
46% |
False |
True |
2,694 |
| 10 |
3,145.75 |
2,916.50 |
229.25 |
7.5% |
89.00 |
2.9% |
63% |
False |
False |
2,097 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.6% |
77.75 |
2.5% |
49% |
False |
False |
1,482 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
15.2% |
71.75 |
2.3% |
68% |
False |
False |
2,043 |
| 60 |
3,210.75 |
2,422.50 |
788.25 |
25.8% |
77.25 |
2.5% |
81% |
False |
False |
1,686 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
34.1% |
94.75 |
3.1% |
86% |
False |
False |
1,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,439.00 |
|
2.618 |
3,301.25 |
|
1.618 |
3,216.75 |
|
1.000 |
3,164.50 |
|
0.618 |
3,132.25 |
|
HIGH |
3,080.00 |
|
0.618 |
3,047.75 |
|
0.500 |
3,037.75 |
|
0.382 |
3,027.75 |
|
LOW |
2,995.50 |
|
0.618 |
2,943.25 |
|
1.000 |
2,911.00 |
|
1.618 |
2,858.75 |
|
2.618 |
2,774.25 |
|
4.250 |
2,636.50 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,053.00 |
3,065.50 |
| PP |
3,045.25 |
3,064.00 |
| S1 |
3,037.75 |
3,062.25 |
|