| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,869.42 |
9,345.47 |
-523.95 |
-5.3% |
9,714.69 |
| High |
9,961.74 |
9,544.28 |
-417.46 |
-4.2% |
9,998.98 |
| Low |
9,096.88 |
9,238.79 |
141.91 |
1.6% |
9,096.88 |
| Close |
9,344.21 |
9,463.33 |
119.12 |
1.3% |
9,463.33 |
| Range |
864.86 |
305.49 |
-559.37 |
-64.7% |
902.10 |
| ATR |
498.73 |
484.93 |
-13.80 |
-2.8% |
0.00 |
| Volume |
78,045 |
33,935 |
-44,110 |
-56.5% |
200,547 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,331.94 |
10,203.12 |
9,631.35 |
|
| R3 |
10,026.45 |
9,897.63 |
9,547.34 |
|
| R2 |
9,720.96 |
9,720.96 |
9,519.34 |
|
| R1 |
9,592.14 |
9,592.14 |
9,491.33 |
9,656.55 |
| PP |
9,415.47 |
9,415.47 |
9,415.47 |
9,447.67 |
| S1 |
9,286.65 |
9,286.65 |
9,435.33 |
9,351.06 |
| S2 |
9,109.98 |
9,109.98 |
9,407.32 |
|
| S3 |
8,804.49 |
8,981.16 |
9,379.32 |
|
| S4 |
8,499.00 |
8,675.67 |
9,295.31 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,226.03 |
11,746.78 |
9,959.49 |
|
| R3 |
11,323.93 |
10,844.68 |
9,711.41 |
|
| R2 |
10,421.83 |
10,421.83 |
9,628.72 |
|
| R1 |
9,942.58 |
9,942.58 |
9,546.02 |
9,731.16 |
| PP |
9,519.73 |
9,519.73 |
9,519.73 |
9,414.02 |
| S1 |
9,040.48 |
9,040.48 |
9,380.64 |
8,829.06 |
| S2 |
8,617.63 |
8,617.63 |
9,297.95 |
|
| S3 |
7,715.53 |
8,138.38 |
9,215.25 |
|
| S4 |
6,813.43 |
7,236.28 |
8,967.18 |
|
|
| 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 |
9.5% |
425.97 |
4.5% |
41% |
False |
False |
40,109 |
| 10 |
10,359.58 |
9,096.88 |
1,262.70 |
13.3% |
440.15 |
4.7% |
29% |
False |
False |
52,354 |
| 20 |
10,359.58 |
8,647.02 |
1,712.56 |
18.1% |
462.93 |
4.9% |
48% |
False |
False |
51,650 |
| 40 |
10,359.58 |
6,765.37 |
3,594.21 |
38.0% |
531.79 |
5.6% |
75% |
False |
False |
64,770 |
| 60 |
10,359.58 |
5,720.83 |
4,638.75 |
49.0% |
508.13 |
5.4% |
81% |
False |
False |
63,400 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
68.0% |
581.94 |
6.1% |
86% |
False |
False |
73,498 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
69.5% |
555.42 |
5.9% |
84% |
False |
False |
66,500 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
69.5% |
525.67 |
5.6% |
84% |
False |
False |
61,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,842.61 |
|
2.618 |
10,344.05 |
|
1.618 |
10,038.56 |
|
1.000 |
9,849.77 |
|
0.618 |
9,733.07 |
|
HIGH |
9,544.28 |
|
0.618 |
9,427.58 |
|
0.500 |
9,391.54 |
|
0.382 |
9,355.49 |
|
LOW |
9,238.79 |
|
0.618 |
9,050.00 |
|
1.000 |
8,933.30 |
|
1.618 |
8,744.51 |
|
2.618 |
8,439.02 |
|
4.250 |
7,940.46 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,439.40 |
9,547.93 |
| PP |
9,415.47 |
9,519.73 |
| S1 |
9,391.54 |
9,491.53 |
|