| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,088.25 |
3,098.25 |
10.00 |
0.3% |
2,967.25 |
| High |
3,110.00 |
3,134.50 |
24.50 |
0.8% |
3,145.75 |
| Low |
3,056.75 |
3,048.25 |
-8.50 |
-0.3% |
2,916.50 |
| Close |
3,089.00 |
3,050.00 |
-39.00 |
-1.3% |
3,050.00 |
| Range |
53.25 |
86.25 |
33.00 |
62.0% |
229.25 |
| ATR |
76.78 |
77.46 |
0.68 |
0.9% |
0.00 |
| Volume |
2,208 |
1,562 |
-646 |
-29.3% |
8,368 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,336.25 |
3,279.50 |
3,097.50 |
|
| R3 |
3,250.00 |
3,193.25 |
3,073.75 |
|
| R2 |
3,163.75 |
3,163.75 |
3,065.75 |
|
| R1 |
3,107.00 |
3,107.00 |
3,058.00 |
3,092.25 |
| PP |
3,077.50 |
3,077.50 |
3,077.50 |
3,070.25 |
| S1 |
3,020.75 |
3,020.75 |
3,042.00 |
3,006.00 |
| S2 |
2,991.25 |
2,991.25 |
3,034.25 |
|
| S3 |
2,905.00 |
2,934.50 |
3,026.25 |
|
| S4 |
2,818.75 |
2,848.25 |
3,002.50 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,725.25 |
3,616.75 |
3,176.00 |
|
| R3 |
3,496.00 |
3,387.50 |
3,113.00 |
|
| R2 |
3,266.75 |
3,266.75 |
3,092.00 |
|
| R1 |
3,158.25 |
3,158.25 |
3,071.00 |
3,212.50 |
| PP |
3,037.50 |
3,037.50 |
3,037.50 |
3,064.50 |
| S1 |
2,929.00 |
2,929.00 |
3,029.00 |
2,983.25 |
| S2 |
2,808.25 |
2,808.25 |
3,008.00 |
|
| S3 |
2,579.00 |
2,699.75 |
2,987.00 |
|
| S4 |
2,349.75 |
2,470.50 |
2,924.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,145.75 |
2,916.50 |
229.25 |
7.5% |
85.00 |
2.8% |
58% |
False |
False |
1,673 |
| 10 |
3,210.75 |
2,916.50 |
294.25 |
9.6% |
85.25 |
2.8% |
45% |
False |
False |
1,476 |
| 20 |
3,210.75 |
2,891.00 |
319.75 |
10.5% |
71.25 |
2.3% |
50% |
False |
False |
939 |
| 40 |
3,210.75 |
2,745.50 |
465.25 |
15.3% |
70.00 |
2.3% |
65% |
False |
False |
1,804 |
| 60 |
3,210.75 |
2,393.25 |
817.50 |
26.8% |
81.00 |
2.7% |
80% |
False |
False |
1,520 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
34.2% |
96.75 |
3.2% |
85% |
False |
False |
1,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,501.00 |
|
2.618 |
3,360.25 |
|
1.618 |
3,274.00 |
|
1.000 |
3,220.75 |
|
0.618 |
3,187.75 |
|
HIGH |
3,134.50 |
|
0.618 |
3,101.50 |
|
0.500 |
3,091.50 |
|
0.382 |
3,081.25 |
|
LOW |
3,048.25 |
|
0.618 |
2,995.00 |
|
1.000 |
2,962.00 |
|
1.618 |
2,908.75 |
|
2.618 |
2,822.50 |
|
4.250 |
2,681.75 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,091.50 |
3,092.00 |
| PP |
3,077.50 |
3,078.00 |
| S1 |
3,063.75 |
3,064.00 |
|