| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,483.34 |
9,494.75 |
11.41 |
0.1% |
9,714.69 |
| High |
9,586.36 |
9,552.30 |
-34.06 |
-0.4% |
9,998.98 |
| Low |
9,383.16 |
9,246.67 |
-136.49 |
-1.5% |
9,096.88 |
| Close |
9,494.95 |
9,372.21 |
-122.74 |
-1.3% |
9,463.33 |
| Range |
203.20 |
305.63 |
102.43 |
50.4% |
902.10 |
| ATR |
471.00 |
459.19 |
-11.81 |
-2.5% |
0.00 |
| Volume |
31,092 |
25,277 |
-5,815 |
-18.7% |
200,547 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,307.28 |
10,145.38 |
9,540.31 |
|
| R3 |
10,001.65 |
9,839.75 |
9,456.26 |
|
| R2 |
9,696.02 |
9,696.02 |
9,428.24 |
|
| R1 |
9,534.12 |
9,534.12 |
9,400.23 |
9,462.26 |
| PP |
9,390.39 |
9,390.39 |
9,390.39 |
9,354.46 |
| S1 |
9,228.49 |
9,228.49 |
9,344.19 |
9,156.63 |
| S2 |
9,084.76 |
9,084.76 |
9,316.18 |
|
| S3 |
8,779.13 |
8,922.86 |
9,288.16 |
|
| S4 |
8,473.50 |
8,617.23 |
9,204.11 |
|
|
| 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 |
9,961.74 |
8,912.17 |
1,049.57 |
11.2% |
451.51 |
4.8% |
44% |
False |
False |
50,764 |
| 10 |
9,998.98 |
8,912.17 |
1,086.81 |
11.6% |
385.75 |
4.1% |
42% |
False |
False |
41,175 |
| 20 |
10,359.58 |
8,647.02 |
1,712.56 |
18.3% |
434.59 |
4.6% |
42% |
False |
False |
50,058 |
| 40 |
10,359.58 |
7,041.44 |
3,318.14 |
35.4% |
533.18 |
5.7% |
70% |
False |
False |
65,224 |
| 60 |
10,359.58 |
5,866.90 |
4,492.68 |
47.9% |
494.98 |
5.3% |
78% |
False |
False |
61,335 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
68.7% |
573.86 |
6.1% |
85% |
False |
False |
74,016 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
70.1% |
552.13 |
5.9% |
83% |
False |
False |
66,731 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.1% |
529.91 |
5.7% |
83% |
False |
False |
62,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,851.23 |
|
2.618 |
10,352.44 |
|
1.618 |
10,046.81 |
|
1.000 |
9,857.93 |
|
0.618 |
9,741.18 |
|
HIGH |
9,552.30 |
|
0.618 |
9,435.55 |
|
0.500 |
9,399.49 |
|
0.382 |
9,363.42 |
|
LOW |
9,246.67 |
|
0.618 |
9,057.79 |
|
1.000 |
8,941.04 |
|
1.618 |
8,752.16 |
|
2.618 |
8,446.53 |
|
4.250 |
7,947.74 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,399.49 |
9,331.23 |
| PP |
9,390.39 |
9,290.25 |
| S1 |
9,381.30 |
9,249.27 |
|