| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,407.7 |
1,362.2 |
-45.5 |
-3.2% |
1,392.8 |
| High |
1,412.7 |
1,425.5 |
12.8 |
0.9% |
1,459.5 |
| Low |
1,369.5 |
1,359.6 |
-9.9 |
-0.7% |
1,363.6 |
| Close |
1,375.2 |
1,423.2 |
48.0 |
3.5% |
1,375.2 |
| Range |
43.2 |
65.9 |
22.7 |
52.5% |
95.9 |
| ATR |
58.0 |
58.5 |
0.6 |
1.0% |
0.0 |
| Volume |
246,223 |
238,910 |
-7,313 |
-3.0% |
951,314 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,600.5 |
1,577.7 |
1,459.4 |
|
| R3 |
1,534.6 |
1,511.8 |
1,441.3 |
|
| R2 |
1,468.7 |
1,468.7 |
1,435.3 |
|
| R1 |
1,445.9 |
1,445.9 |
1,429.2 |
1,457.3 |
| PP |
1,402.8 |
1,402.8 |
1,402.8 |
1,408.5 |
| S1 |
1,380.0 |
1,380.0 |
1,417.2 |
1,391.4 |
| S2 |
1,336.9 |
1,336.9 |
1,411.1 |
|
| S3 |
1,271.0 |
1,314.1 |
1,405.1 |
|
| S4 |
1,205.1 |
1,248.2 |
1,387.0 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,687.1 |
1,627.1 |
1,427.9 |
|
| R3 |
1,591.2 |
1,531.2 |
1,401.6 |
|
| R2 |
1,495.3 |
1,495.3 |
1,392.8 |
|
| R1 |
1,435.3 |
1,435.3 |
1,384.0 |
1,417.4 |
| PP |
1,399.4 |
1,399.4 |
1,399.4 |
1,390.5 |
| S1 |
1,339.4 |
1,339.4 |
1,366.4 |
1,321.5 |
| S2 |
1,303.5 |
1,303.5 |
1,357.6 |
|
| S3 |
1,207.6 |
1,243.5 |
1,348.8 |
|
| S4 |
1,111.7 |
1,147.6 |
1,322.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,459.5 |
1,359.6 |
99.9 |
7.0% |
58.4 |
4.1% |
64% |
False |
True |
209,464 |
| 10 |
1,481.6 |
1,359.6 |
122.0 |
8.6% |
55.3 |
3.9% |
52% |
False |
True |
204,767 |
| 20 |
1,536.2 |
1,314.5 |
221.7 |
15.6% |
59.5 |
4.2% |
49% |
False |
False |
142,592 |
| 40 |
1,536.2 |
1,173.1 |
363.1 |
25.5% |
54.7 |
3.8% |
69% |
False |
False |
71,399 |
| 60 |
1,536.2 |
1,030.4 |
505.8 |
35.5% |
55.2 |
3.9% |
78% |
False |
False |
47,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,705.6 |
|
2.618 |
1,598.0 |
|
1.618 |
1,532.1 |
|
1.000 |
1,491.4 |
|
0.618 |
1,466.2 |
|
HIGH |
1,425.5 |
|
0.618 |
1,400.3 |
|
0.500 |
1,392.6 |
|
0.382 |
1,384.8 |
|
LOW |
1,359.6 |
|
0.618 |
1,318.9 |
|
1.000 |
1,293.7 |
|
1.618 |
1,253.0 |
|
2.618 |
1,187.1 |
|
4.250 |
1,079.5 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,413.0 |
1,413.0 |
| PP |
1,402.8 |
1,402.8 |
| S1 |
1,392.6 |
1,392.6 |
|