| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,231.0 |
3,190.0 |
-41.0 |
-1.3% |
3,339.0 |
| High |
3,241.0 |
3,226.0 |
-15.0 |
-0.5% |
3,339.0 |
| Low |
3,207.0 |
3,185.0 |
-22.0 |
-0.7% |
3,063.0 |
| Close |
3,225.0 |
3,208.0 |
-17.0 |
-0.5% |
3,102.0 |
| Range |
34.0 |
41.0 |
7.0 |
20.6% |
276.0 |
| ATR |
75.3 |
72.8 |
-2.4 |
-3.3% |
0.0 |
| Volume |
26,662 |
6,124 |
-20,538 |
-77.0% |
55,750 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,329.3 |
3,309.7 |
3,230.6 |
|
| R3 |
3,288.3 |
3,268.7 |
3,219.3 |
|
| R2 |
3,247.3 |
3,247.3 |
3,215.5 |
|
| R1 |
3,227.7 |
3,227.7 |
3,211.8 |
3,237.5 |
| PP |
3,206.3 |
3,206.3 |
3,206.3 |
3,211.3 |
| S1 |
3,186.7 |
3,186.7 |
3,204.2 |
3,196.5 |
| S2 |
3,165.3 |
3,165.3 |
3,200.5 |
|
| S3 |
3,124.3 |
3,145.7 |
3,196.7 |
|
| S4 |
3,083.3 |
3,104.7 |
3,185.5 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,996.0 |
3,825.0 |
3,253.8 |
|
| R3 |
3,720.0 |
3,549.0 |
3,177.9 |
|
| R2 |
3,444.0 |
3,444.0 |
3,152.6 |
|
| R1 |
3,273.0 |
3,273.0 |
3,127.3 |
3,220.5 |
| PP |
3,168.0 |
3,168.0 |
3,168.0 |
3,141.8 |
| S1 |
2,997.0 |
2,997.0 |
3,076.7 |
2,944.5 |
| S2 |
2,892.0 |
2,892.0 |
3,051.4 |
|
| S3 |
2,616.0 |
2,721.0 |
3,026.1 |
|
| S4 |
2,340.0 |
2,445.0 |
2,950.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,241.0 |
3,026.0 |
215.0 |
6.7% |
60.6 |
1.9% |
85% |
False |
False |
12,019 |
| 10 |
3,344.0 |
3,026.0 |
318.0 |
9.9% |
58.0 |
1.8% |
57% |
False |
False |
11,108 |
| 20 |
3,344.0 |
2,826.0 |
518.0 |
16.1% |
44.3 |
1.4% |
74% |
False |
False |
9,900 |
| 40 |
3,344.0 |
2,665.0 |
679.0 |
21.2% |
34.9 |
1.1% |
80% |
False |
False |
10,731 |
| 60 |
3,344.0 |
2,612.0 |
732.0 |
22.8% |
29.0 |
0.9% |
81% |
False |
False |
13,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,400.3 |
|
2.618 |
3,333.3 |
|
1.618 |
3,292.3 |
|
1.000 |
3,267.0 |
|
0.618 |
3,251.3 |
|
HIGH |
3,226.0 |
|
0.618 |
3,210.3 |
|
0.500 |
3,205.5 |
|
0.382 |
3,200.7 |
|
LOW |
3,185.0 |
|
0.618 |
3,159.7 |
|
1.000 |
3,144.0 |
|
1.618 |
3,118.7 |
|
2.618 |
3,077.7 |
|
4.250 |
3,010.8 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,207.2 |
3,205.8 |
| PP |
3,206.3 |
3,203.7 |
| S1 |
3,205.5 |
3,201.5 |
|