| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,392.8 |
1,434.4 |
41.6 |
3.0% |
1,355.7 |
| High |
1,435.6 |
1,459.5 |
23.9 |
1.7% |
1,481.6 |
| Low |
1,383.4 |
1,400.1 |
16.7 |
1.2% |
1,314.5 |
| Close |
1,433.8 |
1,434.2 |
0.4 |
0.0% |
1,401.9 |
| Range |
52.2 |
59.4 |
7.2 |
13.8% |
167.1 |
| ATR |
58.7 |
58.8 |
0.0 |
0.1% |
0.0 |
| Volume |
142,904 |
143,538 |
634 |
0.4% |
1,247,234 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,609.5 |
1,581.2 |
1,466.9 |
|
| R3 |
1,550.1 |
1,521.8 |
1,450.5 |
|
| R2 |
1,490.7 |
1,490.7 |
1,445.1 |
|
| R1 |
1,462.4 |
1,462.4 |
1,439.6 |
1,446.9 |
| PP |
1,431.3 |
1,431.3 |
1,431.3 |
1,423.5 |
| S1 |
1,403.0 |
1,403.0 |
1,428.8 |
1,387.5 |
| S2 |
1,371.9 |
1,371.9 |
1,423.3 |
|
| S3 |
1,312.5 |
1,343.6 |
1,417.9 |
|
| S4 |
1,253.1 |
1,284.2 |
1,401.5 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,900.6 |
1,818.4 |
1,493.8 |
|
| R3 |
1,733.5 |
1,651.3 |
1,447.9 |
|
| R2 |
1,566.4 |
1,566.4 |
1,432.5 |
|
| R1 |
1,484.2 |
1,484.2 |
1,417.2 |
1,525.3 |
| PP |
1,399.3 |
1,399.3 |
1,399.3 |
1,419.9 |
| S1 |
1,317.1 |
1,317.1 |
1,386.6 |
1,358.2 |
| S2 |
1,232.2 |
1,232.2 |
1,371.3 |
|
| S3 |
1,065.1 |
1,150.0 |
1,355.9 |
|
| S4 |
898.0 |
982.9 |
1,310.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,470.9 |
1,383.4 |
87.5 |
6.1% |
50.7 |
3.5% |
58% |
False |
False |
170,433 |
| 10 |
1,522.1 |
1,314.5 |
207.6 |
14.5% |
68.5 |
4.8% |
58% |
False |
False |
193,264 |
| 20 |
1,536.2 |
1,314.5 |
221.7 |
15.5% |
58.4 |
4.1% |
54% |
False |
False |
97,487 |
| 40 |
1,536.2 |
1,173.1 |
363.1 |
25.3% |
55.3 |
3.9% |
72% |
False |
False |
48,827 |
| 60 |
1,536.2 |
1,030.4 |
505.8 |
35.3% |
55.0 |
3.8% |
80% |
False |
False |
32,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,712.0 |
|
2.618 |
1,615.0 |
|
1.618 |
1,555.6 |
|
1.000 |
1,518.9 |
|
0.618 |
1,496.2 |
|
HIGH |
1,459.5 |
|
0.618 |
1,436.8 |
|
0.500 |
1,429.8 |
|
0.382 |
1,422.8 |
|
LOW |
1,400.1 |
|
0.618 |
1,363.4 |
|
1.000 |
1,340.7 |
|
1.618 |
1,304.0 |
|
2.618 |
1,244.6 |
|
4.250 |
1,147.7 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,432.7 |
1,430.0 |
| PP |
1,431.3 |
1,425.7 |
| S1 |
1,429.8 |
1,421.5 |
|