| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,102.25 |
3,181.50 |
79.25 |
2.6% |
3,020.00 |
| High |
3,199.75 |
3,220.50 |
20.75 |
0.6% |
3,199.75 |
| Low |
3,096.00 |
3,173.00 |
77.00 |
2.5% |
2,998.50 |
| Close |
3,176.50 |
3,216.75 |
40.25 |
1.3% |
3,176.50 |
| Range |
103.75 |
47.50 |
-56.25 |
-54.2% |
201.25 |
| ATR |
71.20 |
69.51 |
-1.69 |
-2.4% |
0.00 |
| Volume |
56,644 |
90,503 |
33,859 |
59.8% |
144,011 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,346.00 |
3,328.75 |
3,243.00 |
|
| R3 |
3,298.50 |
3,281.25 |
3,229.75 |
|
| R2 |
3,251.00 |
3,251.00 |
3,225.50 |
|
| R1 |
3,233.75 |
3,233.75 |
3,221.00 |
3,242.50 |
| PP |
3,203.50 |
3,203.50 |
3,203.50 |
3,207.75 |
| S1 |
3,186.25 |
3,186.25 |
3,212.50 |
3,195.00 |
| S2 |
3,156.00 |
3,156.00 |
3,208.00 |
|
| S3 |
3,108.50 |
3,138.75 |
3,203.75 |
|
| S4 |
3,061.00 |
3,091.25 |
3,190.50 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,728.75 |
3,653.75 |
3,287.25 |
|
| R3 |
3,527.50 |
3,452.50 |
3,231.75 |
|
| R2 |
3,326.25 |
3,326.25 |
3,213.50 |
|
| R1 |
3,251.25 |
3,251.25 |
3,195.00 |
3,288.75 |
| PP |
3,125.00 |
3,125.00 |
3,125.00 |
3,143.50 |
| S1 |
3,050.00 |
3,050.00 |
3,158.00 |
3,087.50 |
| S2 |
2,923.75 |
2,923.75 |
3,139.50 |
|
| S3 |
2,722.50 |
2,848.75 |
3,121.25 |
|
| S4 |
2,521.25 |
2,647.50 |
3,065.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,220.50 |
3,024.50 |
196.00 |
6.1% |
57.50 |
1.8% |
98% |
True |
False |
44,556 |
| 10 |
3,220.50 |
2,939.00 |
281.50 |
8.8% |
59.25 |
1.8% |
99% |
True |
False |
26,933 |
| 20 |
3,220.50 |
2,751.50 |
469.00 |
14.6% |
66.00 |
2.1% |
99% |
True |
False |
15,458 |
| 40 |
3,220.50 |
2,704.00 |
516.50 |
16.1% |
71.25 |
2.2% |
99% |
True |
False |
9,095 |
| 60 |
3,220.50 |
2,165.50 |
1,055.00 |
32.8% |
105.75 |
3.3% |
100% |
True |
False |
8,772 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
38.3% |
110.75 |
3.4% |
85% |
False |
False |
6,825 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
38.3% |
95.75 |
3.0% |
85% |
False |
False |
5,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,422.50 |
|
2.618 |
3,344.75 |
|
1.618 |
3,297.25 |
|
1.000 |
3,268.00 |
|
0.618 |
3,249.75 |
|
HIGH |
3,220.50 |
|
0.618 |
3,202.25 |
|
0.500 |
3,196.75 |
|
0.382 |
3,191.25 |
|
LOW |
3,173.00 |
|
0.618 |
3,143.75 |
|
1.000 |
3,125.50 |
|
1.618 |
3,096.25 |
|
2.618 |
3,048.75 |
|
4.250 |
2,971.00 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,210.00 |
3,194.00 |
| PP |
3,203.50 |
3,171.50 |
| S1 |
3,196.75 |
3,148.75 |
|