Trading Metrics calculated at close of trading on 09-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
3,199.92 |
3,213.32 |
13.40 |
0.4% |
3,038.78 |
High |
3,233.13 |
3,222.71 |
-10.42 |
-0.3% |
3,211.72 |
Low |
3,196.00 |
3,193.11 |
-2.89 |
-0.1% |
3,031.54 |
Close |
3,232.39 |
3,207.18 |
-25.21 |
-0.8% |
3,193.93 |
Range |
37.13 |
29.60 |
-7.53 |
-20.3% |
180.18 |
ATR |
58.56 |
57.18 |
-1.38 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,296.47 |
3,281.42 |
3,223.46 |
|
R3 |
3,266.87 |
3,251.82 |
3,215.32 |
|
R2 |
3,237.27 |
3,237.27 |
3,212.61 |
|
R1 |
3,222.22 |
3,222.22 |
3,209.89 |
3,214.95 |
PP |
3,207.67 |
3,207.67 |
3,207.67 |
3,204.03 |
S1 |
3,192.62 |
3,192.62 |
3,204.47 |
3,185.35 |
S2 |
3,178.07 |
3,178.07 |
3,201.75 |
|
S3 |
3,148.47 |
3,163.02 |
3,199.04 |
|
S4 |
3,118.87 |
3,133.42 |
3,190.90 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,686.27 |
3,620.28 |
3,293.03 |
|
R3 |
3,506.09 |
3,440.10 |
3,243.48 |
|
R2 |
3,325.91 |
3,325.91 |
3,226.96 |
|
R1 |
3,259.92 |
3,259.92 |
3,210.45 |
3,292.92 |
PP |
3,145.73 |
3,145.73 |
3,145.73 |
3,162.23 |
S1 |
3,079.74 |
3,079.74 |
3,177.41 |
3,112.74 |
S2 |
2,965.55 |
2,965.55 |
3,160.90 |
|
S3 |
2,785.37 |
2,899.56 |
3,144.38 |
|
S4 |
2,605.19 |
2,719.38 |
3,094.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,233.13 |
3,090.41 |
142.72 |
4.5% |
37.03 |
1.2% |
82% |
False |
False |
|
10 |
3,233.13 |
2,969.75 |
263.38 |
8.2% |
40.74 |
1.3% |
90% |
False |
False |
|
20 |
3,233.13 |
2,766.64 |
466.49 |
14.5% |
45.92 |
1.4% |
94% |
False |
False |
|
40 |
3,233.13 |
2,727.10 |
506.03 |
15.8% |
44.69 |
1.4% |
95% |
False |
False |
|
60 |
3,233.13 |
2,191.86 |
1,041.27 |
32.5% |
67.47 |
2.1% |
98% |
False |
False |
|
80 |
3,393.52 |
2,191.86 |
1,201.66 |
37.5% |
75.11 |
2.3% |
84% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
37.5% |
65.41 |
2.0% |
84% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
37.5% |
57.25 |
1.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,348.51 |
2.618 |
3,300.20 |
1.618 |
3,270.60 |
1.000 |
3,252.31 |
0.618 |
3,241.00 |
HIGH |
3,222.71 |
0.618 |
3,211.40 |
0.500 |
3,207.91 |
0.382 |
3,204.42 |
LOW |
3,193.11 |
0.618 |
3,174.82 |
1.000 |
3,163.51 |
1.618 |
3,145.22 |
2.618 |
3,115.62 |
4.250 |
3,067.31 |
|
|
Fisher Pivots for day following 09-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,207.91 |
3,204.28 |
PP |
3,207.67 |
3,201.38 |
S1 |
3,207.42 |
3,198.49 |
|