| 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 |
234.9130 |
233.6850 |
-1.2280 |
-0.5% |
229.5190 |
| High |
235.7030 |
234.8180 |
-0.8850 |
-0.4% |
249.1390 |
| Low |
227.6770 |
227.8200 |
0.1430 |
0.1% |
226.0460 |
| Close |
233.6850 |
230.2810 |
-3.4040 |
-1.5% |
230.2810 |
| Range |
8.0260 |
6.9980 |
-1.0280 |
-12.8% |
23.0930 |
| ATR |
12.2269 |
11.8534 |
-0.3735 |
-3.1% |
0.0000 |
| Volume |
399,780 |
565,577 |
165,797 |
41.5% |
3,230,126 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
251.9670 |
248.1220 |
234.1299 |
|
| R3 |
244.9690 |
241.1240 |
232.2055 |
|
| R2 |
237.9710 |
237.9710 |
231.5640 |
|
| R1 |
234.1260 |
234.1260 |
230.9225 |
232.5495 |
| PP |
230.9730 |
230.9730 |
230.9730 |
230.1848 |
| S1 |
227.1280 |
227.1280 |
229.6395 |
225.5515 |
| S2 |
223.9750 |
223.9750 |
228.9980 |
|
| S3 |
216.9770 |
220.1300 |
228.3566 |
|
| S4 |
209.9790 |
213.1320 |
226.4321 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
304.4343 |
290.4507 |
242.9822 |
|
| R3 |
281.3413 |
267.3577 |
236.6316 |
|
| R2 |
258.2483 |
258.2483 |
234.5147 |
|
| R1 |
244.2647 |
244.2647 |
232.3979 |
251.2565 |
| PP |
235.1553 |
235.1553 |
235.1553 |
238.6513 |
| S1 |
221.1717 |
221.1717 |
228.1641 |
228.1635 |
| S2 |
212.0623 |
212.0623 |
226.0473 |
|
| S3 |
188.9693 |
198.0787 |
223.9304 |
|
| S4 |
165.8763 |
174.9857 |
217.5799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
249.1390 |
226.0460 |
23.0930 |
10.0% |
11.5594 |
5.0% |
18% |
False |
False |
646,025 |
| 10 |
249.1390 |
218.4580 |
30.6810 |
13.3% |
10.6187 |
4.6% |
39% |
False |
False |
630,348 |
| 20 |
253.1320 |
218.4580 |
34.6740 |
15.1% |
12.4437 |
5.4% |
34% |
False |
False |
675,840 |
| 40 |
253.1320 |
176.6020 |
76.5300 |
33.2% |
12.9499 |
5.6% |
70% |
False |
False |
735,048 |
| 60 |
253.1320 |
139.2420 |
113.8900 |
49.5% |
13.2972 |
5.8% |
80% |
False |
False |
893,922 |
| 80 |
253.1320 |
89.5050 |
163.6270 |
71.1% |
15.4605 |
6.7% |
86% |
False |
False |
1,108,455 |
| 100 |
288.2310 |
89.5050 |
198.7260 |
86.3% |
16.9276 |
7.4% |
71% |
False |
False |
1,196,779 |
| 120 |
288.2310 |
89.5050 |
198.7260 |
86.3% |
16.0077 |
7.0% |
71% |
False |
False |
1,172,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
264.5595 |
|
2.618 |
253.1388 |
|
1.618 |
246.1408 |
|
1.000 |
241.8160 |
|
0.618 |
239.1428 |
|
HIGH |
234.8180 |
|
0.618 |
232.1448 |
|
0.500 |
231.3190 |
|
0.382 |
230.4932 |
|
LOW |
227.8200 |
|
0.618 |
223.4952 |
|
1.000 |
220.8220 |
|
1.618 |
216.4972 |
|
2.618 |
209.4992 |
|
4.250 |
198.0785 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
231.3190 |
238.4080 |
| PP |
230.9730 |
235.6990 |
| S1 |
230.6270 |
232.9900 |
|