| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,032.75 |
3,061.00 |
28.25 |
0.9% |
3,036.00 |
| High |
3,080.00 |
3,071.25 |
-8.75 |
-0.3% |
3,135.75 |
| Low |
2,995.50 |
2,982.75 |
-12.75 |
-0.4% |
2,982.75 |
| Close |
3,060.50 |
2,996.75 |
-63.75 |
-2.1% |
2,996.75 |
| Range |
84.50 |
88.50 |
4.00 |
4.7% |
153.00 |
| ATR |
80.88 |
81.42 |
0.54 |
0.7% |
0.00 |
| Volume |
2,839 |
4,010 |
1,171 |
41.2% |
15,921 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,282.50 |
3,228.00 |
3,045.50 |
|
| R3 |
3,194.00 |
3,139.50 |
3,021.00 |
|
| R2 |
3,105.50 |
3,105.50 |
3,013.00 |
|
| R1 |
3,051.00 |
3,051.00 |
3,004.75 |
3,034.00 |
| PP |
3,017.00 |
3,017.00 |
3,017.00 |
3,008.50 |
| S1 |
2,962.50 |
2,962.50 |
2,988.75 |
2,945.50 |
| S2 |
2,928.50 |
2,928.50 |
2,980.50 |
|
| S3 |
2,840.00 |
2,874.00 |
2,972.50 |
|
| S4 |
2,751.50 |
2,785.50 |
2,948.00 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,497.50 |
3,400.00 |
3,081.00 |
|
| R3 |
3,344.50 |
3,247.00 |
3,038.75 |
|
| R2 |
3,191.50 |
3,191.50 |
3,024.75 |
|
| R1 |
3,094.00 |
3,094.00 |
3,010.75 |
3,066.25 |
| PP |
3,038.50 |
3,038.50 |
3,038.50 |
3,024.50 |
| S1 |
2,941.00 |
2,941.00 |
2,982.75 |
2,913.25 |
| S2 |
2,885.50 |
2,885.50 |
2,968.75 |
|
| S3 |
2,732.50 |
2,788.00 |
2,954.75 |
|
| S4 |
2,579.50 |
2,635.00 |
2,912.50 |
|
|
| 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 |
2,982.75 |
153.00 |
5.1% |
90.25 |
3.0% |
9% |
False |
True |
3,184 |
| 10 |
3,145.75 |
2,916.50 |
229.25 |
7.6% |
87.50 |
2.9% |
35% |
False |
False |
2,428 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.8% |
79.00 |
2.6% |
27% |
False |
False |
1,654 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
15.5% |
71.75 |
2.4% |
54% |
False |
False |
2,140 |
| 60 |
3,210.75 |
2,422.50 |
788.25 |
26.3% |
76.75 |
2.6% |
73% |
False |
False |
1,665 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
34.8% |
94.50 |
3.2% |
79% |
False |
False |
1,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,447.50 |
|
2.618 |
3,303.00 |
|
1.618 |
3,214.50 |
|
1.000 |
3,159.75 |
|
0.618 |
3,126.00 |
|
HIGH |
3,071.25 |
|
0.618 |
3,037.50 |
|
0.500 |
3,027.00 |
|
0.382 |
3,016.50 |
|
LOW |
2,982.75 |
|
0.618 |
2,928.00 |
|
1.000 |
2,894.25 |
|
1.618 |
2,839.50 |
|
2.618 |
2,751.00 |
|
4.250 |
2,606.50 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,027.00 |
3,050.25 |
| PP |
3,017.00 |
3,032.50 |
| S1 |
3,006.75 |
3,014.50 |
|