| 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 |
1,751.7 |
1,759.1 |
7.4 |
0.4% |
1,706.1 |
| High |
1,770.5 |
1,759.6 |
-10.9 |
-0.6% |
1,772.6 |
| Low |
1,746.9 |
1,724.6 |
-22.3 |
-1.3% |
1,700.1 |
| Close |
1,755.2 |
1,744.9 |
-10.3 |
-0.6% |
1,755.2 |
| Range |
23.6 |
35.0 |
11.4 |
48.3% |
72.5 |
| ATR |
32.0 |
32.2 |
0.2 |
0.7% |
0.0 |
| Volume |
3,612 |
4,425 |
813 |
22.5% |
29,972 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,848.0 |
1,831.5 |
1,764.2 |
|
| R3 |
1,813.0 |
1,796.5 |
1,754.5 |
|
| R2 |
1,778.0 |
1,778.0 |
1,751.3 |
|
| R1 |
1,761.5 |
1,761.5 |
1,748.1 |
1,752.3 |
| PP |
1,743.0 |
1,743.0 |
1,743.0 |
1,738.4 |
| S1 |
1,726.5 |
1,726.5 |
1,741.7 |
1,717.3 |
| S2 |
1,708.0 |
1,708.0 |
1,738.5 |
|
| S3 |
1,673.0 |
1,691.5 |
1,735.3 |
|
| S4 |
1,638.0 |
1,656.5 |
1,725.7 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.1 |
1,930.2 |
1,795.1 |
|
| R3 |
1,887.6 |
1,857.7 |
1,775.1 |
|
| R2 |
1,815.1 |
1,815.1 |
1,768.5 |
|
| R1 |
1,785.2 |
1,785.2 |
1,761.8 |
1,800.2 |
| PP |
1,742.6 |
1,742.6 |
1,742.6 |
1,750.1 |
| S1 |
1,712.7 |
1,712.7 |
1,748.6 |
1,727.7 |
| S2 |
1,670.1 |
1,670.1 |
1,741.9 |
|
| S3 |
1,597.6 |
1,640.2 |
1,735.3 |
|
| S4 |
1,525.1 |
1,567.7 |
1,715.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,772.6 |
1,715.9 |
56.7 |
3.2% |
30.2 |
1.7% |
51% |
False |
False |
5,913 |
| 10 |
1,772.6 |
1,690.1 |
82.5 |
4.7% |
33.2 |
1.9% |
66% |
False |
False |
6,257 |
| 20 |
1,800.0 |
1,690.1 |
109.9 |
6.3% |
30.1 |
1.7% |
50% |
False |
False |
5,769 |
| 40 |
1,800.0 |
1,670.3 |
129.7 |
7.4% |
30.8 |
1.8% |
58% |
False |
False |
5,126 |
| 60 |
1,800.0 |
1,468.0 |
332.0 |
19.0% |
38.5 |
2.2% |
83% |
False |
False |
5,070 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
41.5 |
2.4% |
84% |
False |
False |
4,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,908.4 |
|
2.618 |
1,851.2 |
|
1.618 |
1,816.2 |
|
1.000 |
1,794.6 |
|
0.618 |
1,781.2 |
|
HIGH |
1,759.6 |
|
0.618 |
1,746.2 |
|
0.500 |
1,742.1 |
|
0.382 |
1,738.0 |
|
LOW |
1,724.6 |
|
0.618 |
1,703.0 |
|
1.000 |
1,689.6 |
|
1.618 |
1,668.0 |
|
2.618 |
1,633.0 |
|
4.250 |
1,575.9 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,744.0 |
1,748.6 |
| PP |
1,743.0 |
1,747.4 |
| S1 |
1,742.1 |
1,746.1 |
|