| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,463.33 |
9,483.34 |
20.01 |
0.2% |
9,714.69 |
| High |
9,490.54 |
9,586.36 |
95.82 |
1.0% |
9,998.98 |
| Low |
8,912.17 |
9,383.16 |
470.99 |
5.3% |
9,096.88 |
| Close |
9,483.34 |
9,494.95 |
11.61 |
0.1% |
9,463.33 |
| Range |
578.37 |
203.20 |
-375.17 |
-64.9% |
902.10 |
| ATR |
491.60 |
471.00 |
-20.60 |
-4.2% |
0.00 |
| Volume |
85,471 |
31,092 |
-54,379 |
-63.6% |
200,547 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,097.76 |
9,999.55 |
9,606.71 |
|
| R3 |
9,894.56 |
9,796.35 |
9,550.83 |
|
| R2 |
9,691.36 |
9,691.36 |
9,532.20 |
|
| R1 |
9,593.15 |
9,593.15 |
9,513.58 |
9,642.26 |
| PP |
9,488.16 |
9,488.16 |
9,488.16 |
9,512.71 |
| S1 |
9,389.95 |
9,389.95 |
9,476.32 |
9,439.06 |
| S2 |
9,284.96 |
9,284.96 |
9,457.70 |
|
| S3 |
9,081.76 |
9,186.75 |
9,439.07 |
|
| S4 |
8,878.56 |
8,983.55 |
9,383.19 |
|
|
| 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 |
11.4% |
447.21 |
4.7% |
54% |
False |
False |
53,161 |
| 10 |
9,998.98 |
8,912.17 |
1,086.81 |
11.4% |
376.12 |
4.0% |
54% |
False |
False |
41,518 |
| 20 |
10,359.58 |
8,647.02 |
1,712.56 |
18.0% |
444.90 |
4.7% |
50% |
False |
False |
51,392 |
| 40 |
10,359.58 |
6,828.84 |
3,530.74 |
37.2% |
533.94 |
5.6% |
76% |
False |
False |
65,451 |
| 60 |
10,359.58 |
5,866.90 |
4,492.68 |
47.3% |
497.99 |
5.2% |
81% |
False |
False |
62,030 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
67.8% |
579.72 |
6.1% |
87% |
False |
False |
74,319 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
69.2% |
552.94 |
5.8% |
85% |
False |
False |
66,903 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
69.2% |
528.03 |
5.6% |
85% |
False |
False |
62,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,449.96 |
|
2.618 |
10,118.34 |
|
1.618 |
9,915.14 |
|
1.000 |
9,789.56 |
|
0.618 |
9,711.94 |
|
HIGH |
9,586.36 |
|
0.618 |
9,508.74 |
|
0.500 |
9,484.76 |
|
0.382 |
9,460.78 |
|
LOW |
9,383.16 |
|
0.618 |
9,257.58 |
|
1.000 |
9,179.96 |
|
1.618 |
9,054.38 |
|
2.618 |
8,851.18 |
|
4.250 |
8,519.56 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,491.55 |
9,413.06 |
| PP |
9,488.16 |
9,331.16 |
| S1 |
9,484.76 |
9,249.27 |
|