| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
308.24 |
298.02 |
-10.22 |
-3.3% |
320.30 |
| High |
309.08 |
308.28 |
-0.80 |
-0.3% |
323.41 |
| Low |
298.60 |
296.74 |
-1.86 |
-0.6% |
298.60 |
| Close |
304.21 |
307.05 |
2.84 |
0.9% |
304.21 |
| Range |
10.48 |
11.54 |
1.06 |
10.1% |
24.81 |
| ATR |
6.98 |
7.31 |
0.33 |
4.7% |
0.00 |
| Volume |
194,678,800 |
135,782,704 |
-58,896,096 |
-30.3% |
650,043,408 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
338.64 |
334.39 |
313.40 |
|
| R3 |
327.10 |
322.85 |
310.22 |
|
| R2 |
315.56 |
315.56 |
309.17 |
|
| R1 |
311.31 |
311.31 |
308.11 |
313.44 |
| PP |
304.02 |
304.02 |
304.02 |
305.09 |
| S1 |
299.77 |
299.77 |
305.99 |
301.90 |
| S2 |
292.48 |
292.48 |
304.93 |
|
| S3 |
280.94 |
288.23 |
303.88 |
|
| S4 |
269.40 |
276.69 |
300.70 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
383.17 |
368.50 |
317.86 |
|
| R3 |
358.36 |
343.69 |
311.03 |
|
| R2 |
333.55 |
333.55 |
308.76 |
|
| R1 |
318.88 |
318.88 |
306.48 |
313.81 |
| PP |
308.74 |
308.74 |
308.74 |
306.21 |
| S1 |
294.07 |
294.07 |
301.94 |
289.00 |
| S2 |
283.93 |
283.93 |
299.66 |
|
| S3 |
259.12 |
269.26 |
297.39 |
|
| S4 |
234.31 |
244.45 |
290.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
323.28 |
296.74 |
26.54 |
8.6% |
8.45 |
2.8% |
39% |
False |
True |
142,436,982 |
| 10 |
323.41 |
296.74 |
26.67 |
8.7% |
6.04 |
2.0% |
39% |
False |
True |
117,897,963 |
| 20 |
323.41 |
291.95 |
31.46 |
10.2% |
5.20 |
1.7% |
48% |
False |
False |
104,159,246 |
| 40 |
323.41 |
272.02 |
51.39 |
16.7% |
5.40 |
1.8% |
68% |
False |
False |
102,056,293 |
| 60 |
323.41 |
218.26 |
105.15 |
34.2% |
6.97 |
2.3% |
84% |
False |
False |
133,728,980 |
| 80 |
335.81 |
218.26 |
117.55 |
38.3% |
8.64 |
2.8% |
76% |
False |
False |
165,664,901 |
| 100 |
339.08 |
218.26 |
120.82 |
39.3% |
7.50 |
2.4% |
73% |
False |
False |
145,366,048 |
| 120 |
339.08 |
218.26 |
120.82 |
39.3% |
6.56 |
2.1% |
73% |
False |
False |
130,457,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
357.33 |
|
2.618 |
338.49 |
|
1.618 |
326.95 |
|
1.000 |
319.82 |
|
0.618 |
315.41 |
|
HIGH |
308.28 |
|
0.618 |
303.87 |
|
0.500 |
302.51 |
|
0.382 |
301.15 |
|
LOW |
296.74 |
|
0.618 |
289.61 |
|
1.000 |
285.20 |
|
1.618 |
278.07 |
|
2.618 |
266.53 |
|
4.250 |
247.70 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
305.54 |
306.18 |
| PP |
304.02 |
305.31 |
| S1 |
302.51 |
304.45 |
|