| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2,978.00 |
3,039.50 |
61.50 |
2.1% |
3,036.00 |
| High |
3,040.75 |
3,090.50 |
49.75 |
1.6% |
3,135.75 |
| Low |
2,972.00 |
3,020.50 |
48.50 |
1.6% |
2,982.75 |
| Close |
3,037.75 |
3,080.00 |
42.25 |
1.4% |
2,996.75 |
| Range |
68.75 |
70.00 |
1.25 |
1.8% |
153.00 |
| ATR |
80.52 |
79.77 |
-0.75 |
-0.9% |
0.00 |
| Volume |
2,598 |
2,551 |
-47 |
-1.8% |
15,921 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,273.75 |
3,246.75 |
3,118.50 |
|
| R3 |
3,203.75 |
3,176.75 |
3,099.25 |
|
| R2 |
3,133.75 |
3,133.75 |
3,092.75 |
|
| R1 |
3,106.75 |
3,106.75 |
3,086.50 |
3,120.25 |
| PP |
3,063.75 |
3,063.75 |
3,063.75 |
3,070.50 |
| S1 |
3,036.75 |
3,036.75 |
3,073.50 |
3,050.25 |
| S2 |
2,993.75 |
2,993.75 |
3,067.25 |
|
| S3 |
2,923.75 |
2,966.75 |
3,060.75 |
|
| S4 |
2,853.75 |
2,896.75 |
3,041.50 |
|
|
| 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 |
3,117.75 |
2,972.00 |
145.75 |
4.7% |
84.00 |
2.7% |
74% |
False |
False |
3,151 |
| 10 |
3,135.75 |
2,972.00 |
163.75 |
5.3% |
78.00 |
2.5% |
66% |
False |
False |
2,563 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.6% |
81.75 |
2.7% |
56% |
False |
False |
1,887 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
15.1% |
72.00 |
2.3% |
72% |
False |
False |
1,747 |
| 60 |
3,210.75 |
2,539.25 |
671.50 |
21.8% |
76.25 |
2.5% |
81% |
False |
False |
1,720 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.8% |
94.75 |
3.1% |
87% |
False |
False |
1,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,388.00 |
|
2.618 |
3,273.75 |
|
1.618 |
3,203.75 |
|
1.000 |
3,160.50 |
|
0.618 |
3,133.75 |
|
HIGH |
3,090.50 |
|
0.618 |
3,063.75 |
|
0.500 |
3,055.50 |
|
0.382 |
3,047.25 |
|
LOW |
3,020.50 |
|
0.618 |
2,977.25 |
|
1.000 |
2,950.50 |
|
1.618 |
2,907.25 |
|
2.618 |
2,837.25 |
|
4.250 |
2,723.00 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,071.75 |
3,063.75 |
| PP |
3,063.75 |
3,047.50 |
| S1 |
3,055.50 |
3,031.25 |
|