| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,061.00 |
2,978.00 |
-83.00 |
-2.7% |
3,036.00 |
| High |
3,071.25 |
3,040.75 |
-30.50 |
-1.0% |
3,135.75 |
| Low |
2,982.75 |
2,972.00 |
-10.75 |
-0.4% |
2,982.75 |
| Close |
2,996.75 |
3,037.75 |
41.00 |
1.4% |
2,996.75 |
| Range |
88.50 |
68.75 |
-19.75 |
-22.3% |
153.00 |
| ATR |
81.42 |
80.52 |
-0.91 |
-1.1% |
0.00 |
| Volume |
4,010 |
2,598 |
-1,412 |
-35.2% |
15,921 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,223.00 |
3,199.25 |
3,075.50 |
|
| R3 |
3,154.25 |
3,130.50 |
3,056.75 |
|
| R2 |
3,085.50 |
3,085.50 |
3,050.25 |
|
| R1 |
3,061.75 |
3,061.75 |
3,044.00 |
3,073.50 |
| PP |
3,016.75 |
3,016.75 |
3,016.75 |
3,022.75 |
| S1 |
2,993.00 |
2,993.00 |
3,031.50 |
3,005.00 |
| S2 |
2,948.00 |
2,948.00 |
3,025.25 |
|
| S3 |
2,879.25 |
2,924.25 |
3,018.75 |
|
| S4 |
2,810.50 |
2,855.50 |
3,000.00 |
|
|
| 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 |
2,972.00 |
163.75 |
5.4% |
86.75 |
2.9% |
40% |
False |
True |
3,075 |
| 10 |
3,145.75 |
2,972.00 |
173.75 |
5.7% |
80.25 |
2.6% |
38% |
False |
True |
2,627 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.7% |
80.25 |
2.6% |
41% |
False |
False |
1,778 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
15.3% |
72.00 |
2.4% |
63% |
False |
False |
2,184 |
| 60 |
3,210.75 |
2,446.25 |
764.50 |
25.2% |
76.50 |
2.5% |
77% |
False |
False |
1,693 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
34.3% |
95.25 |
3.1% |
83% |
False |
False |
1,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,333.00 |
|
2.618 |
3,220.75 |
|
1.618 |
3,152.00 |
|
1.000 |
3,109.50 |
|
0.618 |
3,083.25 |
|
HIGH |
3,040.75 |
|
0.618 |
3,014.50 |
|
0.500 |
3,006.50 |
|
0.382 |
2,998.25 |
|
LOW |
2,972.00 |
|
0.618 |
2,929.50 |
|
1.000 |
2,903.25 |
|
1.618 |
2,860.75 |
|
2.618 |
2,792.00 |
|
4.250 |
2,679.75 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,027.25 |
3,033.75 |
| PP |
3,016.75 |
3,030.00 |
| S1 |
3,006.50 |
3,026.00 |
|