| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,362.2 |
1,422.4 |
60.2 |
4.4% |
1,392.8 |
| High |
1,425.5 |
1,441.7 |
16.2 |
1.1% |
1,459.5 |
| Low |
1,359.6 |
1,406.5 |
46.9 |
3.4% |
1,363.6 |
| Close |
1,423.2 |
1,437.6 |
14.4 |
1.0% |
1,375.2 |
| Range |
65.9 |
35.2 |
-30.7 |
-46.6% |
95.9 |
| ATR |
58.5 |
56.9 |
-1.7 |
-2.8% |
0.0 |
| Volume |
238,910 |
197,062 |
-41,848 |
-17.5% |
951,314 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,534.2 |
1,521.1 |
1,457.0 |
|
| R3 |
1,499.0 |
1,485.9 |
1,447.3 |
|
| R2 |
1,463.8 |
1,463.8 |
1,444.1 |
|
| R1 |
1,450.7 |
1,450.7 |
1,440.8 |
1,457.3 |
| PP |
1,428.6 |
1,428.6 |
1,428.6 |
1,431.9 |
| S1 |
1,415.5 |
1,415.5 |
1,434.4 |
1,422.1 |
| S2 |
1,393.4 |
1,393.4 |
1,431.1 |
|
| S3 |
1,358.2 |
1,380.3 |
1,427.9 |
|
| S4 |
1,323.0 |
1,345.1 |
1,418.2 |
|
|
| 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 |
1,441.7 |
1,359.6 |
82.1 |
5.7% |
53.5 |
3.7% |
95% |
True |
False |
220,168 |
| 10 |
1,470.9 |
1,359.6 |
111.3 |
7.7% |
52.1 |
3.6% |
70% |
False |
False |
195,301 |
| 20 |
1,536.2 |
1,314.5 |
221.7 |
15.4% |
59.7 |
4.1% |
56% |
False |
False |
152,405 |
| 40 |
1,536.2 |
1,173.1 |
363.1 |
25.3% |
54.5 |
3.8% |
73% |
False |
False |
76,324 |
| 60 |
1,536.2 |
1,076.0 |
460.2 |
32.0% |
55.0 |
3.8% |
79% |
False |
False |
50,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,591.3 |
|
2.618 |
1,533.9 |
|
1.618 |
1,498.7 |
|
1.000 |
1,476.9 |
|
0.618 |
1,463.5 |
|
HIGH |
1,441.7 |
|
0.618 |
1,428.3 |
|
0.500 |
1,424.1 |
|
0.382 |
1,419.9 |
|
LOW |
1,406.5 |
|
0.618 |
1,384.7 |
|
1.000 |
1,371.3 |
|
1.618 |
1,349.5 |
|
2.618 |
1,314.3 |
|
4.250 |
1,256.9 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,433.1 |
1,425.3 |
| PP |
1,428.6 |
1,413.0 |
| S1 |
1,424.1 |
1,400.7 |
|