| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,751.39 |
9,869.42 |
118.03 |
1.2% |
9,416.40 |
| High |
9,998.98 |
9,961.74 |
-37.24 |
-0.4% |
10,359.58 |
| Low |
9,714.86 |
9,096.88 |
-617.98 |
-6.4% |
9,332.33 |
| Close |
9,869.42 |
9,344.21 |
-525.21 |
-5.3% |
9,714.46 |
| Range |
284.12 |
864.86 |
580.74 |
204.4% |
1,027.25 |
| ATR |
470.57 |
498.73 |
28.16 |
6.0% |
0.00 |
| Volume |
37,264 |
78,045 |
40,781 |
109.4% |
323,001 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,062.19 |
11,568.06 |
9,819.88 |
|
| R3 |
11,197.33 |
10,703.20 |
9,582.05 |
|
| R2 |
10,332.47 |
10,332.47 |
9,502.77 |
|
| R1 |
9,838.34 |
9,838.34 |
9,423.49 |
9,652.98 |
| PP |
9,467.61 |
9,467.61 |
9,467.61 |
9,374.93 |
| S1 |
8,973.48 |
8,973.48 |
9,264.93 |
8,788.12 |
| S2 |
8,602.75 |
8,602.75 |
9,185.65 |
|
| S3 |
7,737.89 |
8,108.62 |
9,106.37 |
|
| S4 |
6,873.03 |
7,243.76 |
8,868.54 |
|
|
| 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 |
9,096.88 |
902.10 |
9.7% |
411.93 |
4.4% |
27% |
False |
True |
39,692 |
| 10 |
10,359.58 |
9,096.88 |
1,262.70 |
13.5% |
436.71 |
4.7% |
20% |
False |
True |
52,609 |
| 20 |
10,359.58 |
8,647.02 |
1,712.56 |
18.3% |
481.84 |
5.2% |
41% |
False |
False |
53,574 |
| 40 |
10,359.58 |
6,765.37 |
3,594.21 |
38.5% |
529.23 |
5.7% |
72% |
False |
False |
65,040 |
| 60 |
10,359.58 |
5,690.21 |
4,669.37 |
50.0% |
523.64 |
5.6% |
78% |
False |
False |
64,809 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
68.9% |
580.45 |
6.2% |
84% |
False |
False |
73,277 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
70.4% |
555.22 |
5.9% |
82% |
False |
False |
66,436 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.4% |
524.60 |
5.6% |
82% |
False |
False |
61,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,637.40 |
|
2.618 |
12,225.94 |
|
1.618 |
11,361.08 |
|
1.000 |
10,826.60 |
|
0.618 |
10,496.22 |
|
HIGH |
9,961.74 |
|
0.618 |
9,631.36 |
|
0.500 |
9,529.31 |
|
0.382 |
9,427.26 |
|
LOW |
9,096.88 |
|
0.618 |
8,562.40 |
|
1.000 |
8,232.02 |
|
1.618 |
7,697.54 |
|
2.618 |
6,832.68 |
|
4.250 |
5,421.23 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,529.31 |
9,547.93 |
| PP |
9,467.61 |
9,480.02 |
| S1 |
9,405.91 |
9,412.12 |
|