| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,000.75 |
2,983.25 |
-17.50 |
-0.6% |
3,181.50 |
| High |
3,076.75 |
3,068.25 |
-8.50 |
-0.3% |
3,220.50 |
| Low |
2,971.00 |
2,923.75 |
-47.25 |
-1.6% |
2,971.00 |
| Close |
3,023.75 |
3,062.00 |
38.25 |
1.3% |
3,023.75 |
| Range |
105.75 |
144.50 |
38.75 |
36.6% |
249.50 |
| ATR |
77.30 |
82.10 |
4.80 |
6.2% |
0.00 |
| Volume |
2,721,119 |
2,970,664 |
249,545 |
9.2% |
3,871,041 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,451.50 |
3,401.25 |
3,141.50 |
|
| R3 |
3,307.00 |
3,256.75 |
3,101.75 |
|
| R2 |
3,162.50 |
3,162.50 |
3,088.50 |
|
| R1 |
3,112.25 |
3,112.25 |
3,075.25 |
3,137.50 |
| PP |
3,018.00 |
3,018.00 |
3,018.00 |
3,030.50 |
| S1 |
2,967.75 |
2,967.75 |
3,048.75 |
2,993.00 |
| S2 |
2,873.50 |
2,873.50 |
3,035.50 |
|
| S3 |
2,729.00 |
2,823.25 |
3,022.25 |
|
| S4 |
2,584.50 |
2,678.75 |
2,982.50 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,820.25 |
3,671.50 |
3,161.00 |
|
| R3 |
3,570.75 |
3,422.00 |
3,092.25 |
|
| R2 |
3,321.25 |
3,321.25 |
3,069.50 |
|
| R1 |
3,172.50 |
3,172.50 |
3,046.50 |
3,122.00 |
| PP |
3,071.75 |
3,071.75 |
3,071.75 |
3,046.50 |
| S1 |
2,923.00 |
2,923.00 |
3,001.00 |
2,872.50 |
| S2 |
2,822.25 |
2,822.25 |
2,978.00 |
|
| S3 |
2,572.75 |
2,673.50 |
2,955.25 |
|
| S4 |
2,323.25 |
2,424.00 |
2,886.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,220.00 |
2,923.75 |
296.25 |
9.7% |
106.25 |
3.5% |
47% |
False |
True |
1,350,240 |
| 10 |
3,220.50 |
2,923.75 |
296.75 |
9.7% |
82.00 |
2.7% |
47% |
False |
True |
697,398 |
| 20 |
3,220.50 |
2,842.50 |
378.00 |
12.3% |
73.00 |
2.4% |
58% |
False |
False |
351,970 |
| 40 |
3,220.50 |
2,711.00 |
509.50 |
16.6% |
73.50 |
2.4% |
69% |
False |
False |
177,447 |
| 60 |
3,220.50 |
2,165.50 |
1,055.00 |
34.5% |
94.50 |
3.1% |
85% |
False |
False |
120,901 |
| 80 |
3,368.00 |
2,165.50 |
1,202.50 |
39.3% |
115.25 |
3.8% |
75% |
False |
False |
91,209 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
40.2% |
100.25 |
3.3% |
73% |
False |
False |
72,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,682.50 |
|
2.618 |
3,446.50 |
|
1.618 |
3,302.00 |
|
1.000 |
3,212.75 |
|
0.618 |
3,157.50 |
|
HIGH |
3,068.25 |
|
0.618 |
3,013.00 |
|
0.500 |
2,996.00 |
|
0.382 |
2,979.00 |
|
LOW |
2,923.75 |
|
0.618 |
2,834.50 |
|
1.000 |
2,779.25 |
|
1.618 |
2,690.00 |
|
2.618 |
2,545.50 |
|
4.250 |
2,309.50 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,040.00 |
3,058.25 |
| PP |
3,018.00 |
3,054.50 |
| S1 |
2,996.00 |
3,050.75 |
|