| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,702.36 |
9,751.39 |
49.03 |
0.5% |
9,416.40 |
| High |
9,881.52 |
9,998.98 |
117.46 |
1.2% |
10,359.58 |
| Low |
9,603.25 |
9,714.86 |
111.61 |
1.2% |
9,332.33 |
| Close |
9,751.41 |
9,869.42 |
118.01 |
1.2% |
9,714.46 |
| Range |
278.27 |
284.12 |
5.85 |
2.1% |
1,027.25 |
| ATR |
484.91 |
470.57 |
-14.34 |
-3.0% |
0.00 |
| Volume |
28,920 |
37,264 |
8,344 |
28.9% |
323,001 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,713.45 |
10,575.55 |
10,025.69 |
|
| R3 |
10,429.33 |
10,291.43 |
9,947.55 |
|
| R2 |
10,145.21 |
10,145.21 |
9,921.51 |
|
| R1 |
10,007.31 |
10,007.31 |
9,895.46 |
10,076.26 |
| PP |
9,861.09 |
9,861.09 |
9,861.09 |
9,895.56 |
| S1 |
9,723.19 |
9,723.19 |
9,843.38 |
9,792.14 |
| S2 |
9,576.97 |
9,576.97 |
9,817.33 |
|
| S3 |
9,292.85 |
9,439.07 |
9,791.29 |
|
| S4 |
9,008.73 |
9,154.95 |
9,713.15 |
|
|
| 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 |
9,998.98 |
9,409.76 |
589.22 |
6.0% |
319.99 |
3.2% |
78% |
True |
False |
31,587 |
| 10 |
10,359.58 |
9,058.34 |
1,301.24 |
13.2% |
397.23 |
4.0% |
62% |
False |
False |
49,121 |
| 20 |
10,359.58 |
8,647.02 |
1,712.56 |
17.4% |
471.78 |
4.8% |
71% |
False |
False |
53,888 |
| 40 |
10,359.58 |
6,485.16 |
3,874.42 |
39.3% |
523.69 |
5.3% |
87% |
False |
False |
65,076 |
| 60 |
10,359.58 |
5,267.61 |
5,091.97 |
51.6% |
527.82 |
5.3% |
90% |
False |
False |
65,443 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
65.2% |
572.75 |
5.8% |
92% |
False |
False |
72,694 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
66.6% |
550.39 |
5.6% |
90% |
False |
False |
66,013 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
66.6% |
519.49 |
5.3% |
90% |
False |
False |
61,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,206.49 |
|
2.618 |
10,742.81 |
|
1.618 |
10,458.69 |
|
1.000 |
10,283.10 |
|
0.618 |
10,174.57 |
|
HIGH |
9,998.98 |
|
0.618 |
9,890.45 |
|
0.500 |
9,856.92 |
|
0.382 |
9,823.39 |
|
LOW |
9,714.86 |
|
0.618 |
9,539.27 |
|
1.000 |
9,430.74 |
|
1.618 |
9,255.15 |
|
2.618 |
8,971.03 |
|
4.250 |
8,507.35 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,865.25 |
9,814.40 |
| PP |
9,861.09 |
9,759.39 |
| S1 |
9,856.92 |
9,704.37 |
|