| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,101.50 |
3,104.50 |
3.00 |
0.1% |
2,967.25 |
| High |
3,135.75 |
3,117.75 |
-18.00 |
-0.6% |
3,145.75 |
| Low |
3,051.00 |
3,010.00 |
-41.00 |
-1.3% |
2,916.50 |
| Close |
3,108.50 |
3,039.00 |
-69.50 |
-2.2% |
3,050.00 |
| Range |
84.75 |
107.75 |
23.00 |
27.1% |
229.25 |
| ATR |
78.51 |
80.60 |
2.09 |
2.7% |
0.00 |
| Volume |
2,167 |
3,761 |
1,594 |
73.6% |
8,368 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,378.75 |
3,316.75 |
3,098.25 |
|
| R3 |
3,271.00 |
3,209.00 |
3,068.75 |
|
| R2 |
3,163.25 |
3,163.25 |
3,058.75 |
|
| R1 |
3,101.25 |
3,101.25 |
3,049.00 |
3,078.50 |
| PP |
3,055.50 |
3,055.50 |
3,055.50 |
3,044.25 |
| S1 |
2,993.50 |
2,993.50 |
3,029.00 |
2,970.50 |
| S2 |
2,947.75 |
2,947.75 |
3,019.25 |
|
| S3 |
2,840.00 |
2,885.75 |
3,009.25 |
|
| S4 |
2,732.25 |
2,778.00 |
2,979.75 |
|
|
| 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 |
3,135.75 |
3,010.00 |
125.75 |
4.1% |
83.50 |
2.7% |
23% |
False |
True |
2,568 |
| 10 |
3,167.75 |
2,916.50 |
251.25 |
8.3% |
99.75 |
3.3% |
49% |
False |
False |
1,923 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.7% |
75.75 |
2.5% |
42% |
False |
False |
1,358 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
15.3% |
72.00 |
2.4% |
63% |
False |
False |
1,985 |
| 60 |
3,210.75 |
2,422.50 |
788.25 |
25.9% |
77.00 |
2.5% |
78% |
False |
False |
1,655 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
34.3% |
95.50 |
3.1% |
84% |
False |
False |
1,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,575.75 |
|
2.618 |
3,399.75 |
|
1.618 |
3,292.00 |
|
1.000 |
3,225.50 |
|
0.618 |
3,184.25 |
|
HIGH |
3,117.75 |
|
0.618 |
3,076.50 |
|
0.500 |
3,064.00 |
|
0.382 |
3,051.25 |
|
LOW |
3,010.00 |
|
0.618 |
2,943.50 |
|
1.000 |
2,902.25 |
|
1.618 |
2,835.75 |
|
2.618 |
2,728.00 |
|
4.250 |
2,552.00 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,064.00 |
3,073.00 |
| PP |
3,055.50 |
3,061.50 |
| S1 |
3,047.25 |
3,050.25 |
|