| 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 |
9,714.69 |
9,702.36 |
-12.33 |
-0.1% |
9,416.40 |
| High |
9,806.88 |
9,881.52 |
74.64 |
0.8% |
10,359.58 |
| Low |
9,409.76 |
9,603.25 |
193.49 |
2.1% |
9,332.33 |
| Close |
9,702.35 |
9,751.41 |
49.06 |
0.5% |
9,714.46 |
| Range |
397.12 |
278.27 |
-118.85 |
-29.9% |
1,027.25 |
| ATR |
500.80 |
484.91 |
-15.90 |
-3.2% |
0.00 |
| Volume |
22,383 |
28,920 |
6,537 |
29.2% |
323,001 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,580.20 |
10,444.08 |
9,904.46 |
|
| R3 |
10,301.93 |
10,165.81 |
9,827.93 |
|
| R2 |
10,023.66 |
10,023.66 |
9,802.43 |
|
| R1 |
9,887.54 |
9,887.54 |
9,776.92 |
9,955.60 |
| PP |
9,745.39 |
9,745.39 |
9,745.39 |
9,779.43 |
| S1 |
9,609.27 |
9,609.27 |
9,725.90 |
9,677.33 |
| S2 |
9,467.12 |
9,467.12 |
9,700.39 |
|
| S3 |
9,188.85 |
9,331.00 |
9,674.89 |
|
| S4 |
8,910.58 |
9,052.73 |
9,598.36 |
|
|
| 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 |
9,881.52 |
9,409.76 |
471.76 |
4.8% |
305.02 |
3.1% |
72% |
True |
False |
29,876 |
| 10 |
10,359.58 |
8,807.22 |
1,552.36 |
15.9% |
409.80 |
4.2% |
61% |
False |
False |
48,576 |
| 20 |
10,359.58 |
8,647.02 |
1,712.56 |
17.6% |
486.75 |
5.0% |
64% |
False |
False |
54,607 |
| 40 |
10,359.58 |
6,485.16 |
3,874.42 |
39.7% |
522.63 |
5.4% |
84% |
False |
False |
64,999 |
| 60 |
10,359.58 |
5,029.03 |
5,330.55 |
54.7% |
531.99 |
5.5% |
89% |
False |
False |
66,262 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
66.0% |
581.21 |
6.0% |
91% |
False |
False |
72,719 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
67.4% |
549.57 |
5.6% |
89% |
False |
False |
65,815 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
67.4% |
518.30 |
5.3% |
89% |
False |
False |
60,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,064.17 |
|
2.618 |
10,610.03 |
|
1.618 |
10,331.76 |
|
1.000 |
10,159.79 |
|
0.618 |
10,053.49 |
|
HIGH |
9,881.52 |
|
0.618 |
9,775.22 |
|
0.500 |
9,742.39 |
|
0.382 |
9,709.55 |
|
LOW |
9,603.25 |
|
0.618 |
9,431.28 |
|
1.000 |
9,324.98 |
|
1.618 |
9,153.01 |
|
2.618 |
8,874.74 |
|
4.250 |
8,420.60 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,748.40 |
9,716.15 |
| PP |
9,745.39 |
9,680.90 |
| S1 |
9,742.39 |
9,645.64 |
|