| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,786.16 |
9,714.69 |
-71.47 |
-0.7% |
9,416.40 |
| High |
9,855.47 |
9,806.88 |
-48.59 |
-0.5% |
10,359.58 |
| Low |
9,620.17 |
9,409.76 |
-210.41 |
-2.2% |
9,332.33 |
| Close |
9,714.46 |
9,702.35 |
-12.11 |
-0.1% |
9,714.46 |
| Range |
235.30 |
397.12 |
161.82 |
68.8% |
1,027.25 |
| ATR |
508.78 |
500.80 |
-7.98 |
-1.6% |
0.00 |
| Volume |
31,850 |
22,383 |
-9,467 |
-29.7% |
323,001 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,831.02 |
10,663.81 |
9,920.77 |
|
| R3 |
10,433.90 |
10,266.69 |
9,811.56 |
|
| R2 |
10,036.78 |
10,036.78 |
9,775.16 |
|
| R1 |
9,869.57 |
9,869.57 |
9,738.75 |
9,754.62 |
| PP |
9,639.66 |
9,639.66 |
9,639.66 |
9,582.19 |
| S1 |
9,472.45 |
9,472.45 |
9,665.95 |
9,357.50 |
| S2 |
9,242.54 |
9,242.54 |
9,629.54 |
|
| S3 |
8,845.42 |
9,075.33 |
9,593.14 |
|
| S4 |
8,448.30 |
8,678.21 |
9,483.93 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,883.87 |
12,326.42 |
10,279.45 |
|
| R3 |
11,856.62 |
11,299.17 |
9,996.95 |
|
| R2 |
10,829.37 |
10,829.37 |
9,902.79 |
|
| R1 |
10,271.92 |
10,271.92 |
9,808.62 |
10,550.65 |
| PP |
9,802.12 |
9,802.12 |
9,802.12 |
9,941.49 |
| S1 |
9,244.67 |
9,244.67 |
9,620.30 |
9,523.40 |
| S2 |
8,774.87 |
8,774.87 |
9,526.13 |
|
| S3 |
7,747.62 |
8,217.42 |
9,431.97 |
|
| S4 |
6,720.37 |
7,190.17 |
9,149.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,359.58 |
9,340.02 |
1,019.56 |
10.5% |
453.28 |
4.7% |
36% |
False |
False |
63,513 |
| 10 |
10,359.58 |
8,705.92 |
1,653.66 |
17.0% |
412.05 |
4.2% |
60% |
False |
False |
48,703 |
| 20 |
10,359.58 |
8,489.76 |
1,869.82 |
19.3% |
496.99 |
5.1% |
65% |
False |
False |
55,924 |
| 40 |
10,359.58 |
6,485.16 |
3,874.42 |
39.9% |
520.88 |
5.4% |
83% |
False |
False |
65,226 |
| 60 |
10,359.58 |
4,868.74 |
5,490.84 |
56.6% |
537.94 |
5.5% |
88% |
False |
False |
67,623 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
66.3% |
585.94 |
6.0% |
90% |
False |
False |
72,709 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
67.8% |
549.62 |
5.7% |
88% |
False |
False |
65,761 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
67.8% |
518.13 |
5.3% |
88% |
False |
False |
60,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,494.64 |
|
2.618 |
10,846.54 |
|
1.618 |
10,449.42 |
|
1.000 |
10,204.00 |
|
0.618 |
10,052.30 |
|
HIGH |
9,806.88 |
|
0.618 |
9,655.18 |
|
0.500 |
9,608.32 |
|
0.382 |
9,561.46 |
|
LOW |
9,409.76 |
|
0.618 |
9,164.34 |
|
1.000 |
9,012.64 |
|
1.618 |
8,767.22 |
|
2.618 |
8,370.10 |
|
4.250 |
7,722.00 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,671.01 |
9,682.65 |
| PP |
9,639.66 |
9,662.95 |
| S1 |
9,608.32 |
9,643.26 |
|