| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,345.47 |
9,463.33 |
117.86 |
1.3% |
9,714.69 |
| High |
9,544.28 |
9,490.54 |
-53.74 |
-0.6% |
9,998.98 |
| Low |
9,238.79 |
8,912.17 |
-326.62 |
-3.5% |
9,096.88 |
| Close |
9,463.33 |
9,483.34 |
20.01 |
0.2% |
9,463.33 |
| Range |
305.49 |
578.37 |
272.88 |
89.3% |
902.10 |
| ATR |
484.93 |
491.60 |
6.67 |
1.4% |
0.00 |
| Volume |
33,935 |
85,471 |
51,536 |
151.9% |
200,547 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,030.46 |
10,835.27 |
9,801.44 |
|
| R3 |
10,452.09 |
10,256.90 |
9,642.39 |
|
| R2 |
9,873.72 |
9,873.72 |
9,589.37 |
|
| R1 |
9,678.53 |
9,678.53 |
9,536.36 |
9,776.13 |
| PP |
9,295.35 |
9,295.35 |
9,295.35 |
9,344.15 |
| S1 |
9,100.16 |
9,100.16 |
9,430.32 |
9,197.76 |
| S2 |
8,716.98 |
8,716.98 |
9,377.31 |
|
| S3 |
8,138.61 |
8,521.79 |
9,324.29 |
|
| S4 |
7,560.24 |
7,943.42 |
9,165.24 |
|
|
| 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 |
8,912.17 |
1,086.81 |
11.5% |
462.22 |
4.9% |
53% |
False |
True |
52,727 |
| 10 |
10,359.58 |
8,912.17 |
1,447.41 |
15.3% |
457.75 |
4.8% |
39% |
False |
True |
58,120 |
| 20 |
10,359.58 |
8,647.02 |
1,712.56 |
18.1% |
455.30 |
4.8% |
49% |
False |
False |
53,164 |
| 40 |
10,359.58 |
6,778.33 |
3,581.25 |
37.8% |
532.84 |
5.6% |
76% |
False |
False |
65,576 |
| 60 |
10,359.58 |
5,866.90 |
4,492.68 |
47.4% |
502.69 |
5.3% |
80% |
False |
False |
63,297 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
67.8% |
582.52 |
6.1% |
86% |
False |
False |
74,240 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
69.3% |
553.95 |
5.8% |
85% |
False |
False |
67,007 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
69.3% |
527.82 |
5.6% |
85% |
False |
False |
62,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,948.61 |
|
2.618 |
11,004.71 |
|
1.618 |
10,426.34 |
|
1.000 |
10,068.91 |
|
0.618 |
9,847.97 |
|
HIGH |
9,490.54 |
|
0.618 |
9,269.60 |
|
0.500 |
9,201.36 |
|
0.382 |
9,133.11 |
|
LOW |
8,912.17 |
|
0.618 |
8,554.74 |
|
1.000 |
8,333.80 |
|
1.618 |
7,976.37 |
|
2.618 |
7,398.00 |
|
4.250 |
6,454.10 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,389.35 |
9,467.88 |
| PP |
9,295.35 |
9,452.42 |
| S1 |
9,201.36 |
9,436.96 |
|