| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,181.50 |
3,216.00 |
34.50 |
1.1% |
3,020.00 |
| High |
3,220.50 |
3,220.00 |
-0.50 |
0.0% |
3,199.75 |
| Low |
3,173.00 |
3,179.00 |
6.00 |
0.2% |
2,998.50 |
| Close |
3,216.75 |
3,194.50 |
-22.25 |
-0.7% |
3,176.50 |
| Range |
47.50 |
41.00 |
-6.50 |
-13.7% |
201.25 |
| ATR |
69.51 |
67.47 |
-2.04 |
-2.9% |
0.00 |
| Volume |
90,503 |
93,321 |
2,818 |
3.1% |
144,011 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,320.75 |
3,298.75 |
3,217.00 |
|
| R3 |
3,279.75 |
3,257.75 |
3,205.75 |
|
| R2 |
3,238.75 |
3,238.75 |
3,202.00 |
|
| R1 |
3,216.75 |
3,216.75 |
3,198.25 |
3,207.25 |
| PP |
3,197.75 |
3,197.75 |
3,197.75 |
3,193.00 |
| S1 |
3,175.75 |
3,175.75 |
3,190.75 |
3,166.25 |
| S2 |
3,156.75 |
3,156.75 |
3,187.00 |
|
| S3 |
3,115.75 |
3,134.75 |
3,183.25 |
|
| S4 |
3,074.75 |
3,093.75 |
3,172.00 |
|
|
| 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 |
3,063.00 |
157.50 |
4.9% |
57.25 |
1.8% |
83% |
False |
False |
59,196 |
| 10 |
3,220.50 |
2,956.00 |
264.50 |
8.3% |
56.25 |
1.8% |
90% |
False |
False |
35,693 |
| 20 |
3,220.50 |
2,751.50 |
469.00 |
14.7% |
65.25 |
2.0% |
94% |
False |
False |
19,973 |
| 40 |
3,220.50 |
2,711.00 |
509.50 |
15.9% |
69.50 |
2.2% |
95% |
False |
False |
11,357 |
| 60 |
3,220.50 |
2,165.50 |
1,055.00 |
33.0% |
101.25 |
3.2% |
98% |
False |
False |
10,280 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
38.5% |
110.75 |
3.5% |
84% |
False |
False |
7,991 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
38.5% |
96.00 |
3.0% |
84% |
False |
False |
6,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,394.25 |
|
2.618 |
3,327.25 |
|
1.618 |
3,286.25 |
|
1.000 |
3,261.00 |
|
0.618 |
3,245.25 |
|
HIGH |
3,220.00 |
|
0.618 |
3,204.25 |
|
0.500 |
3,199.50 |
|
0.382 |
3,194.75 |
|
LOW |
3,179.00 |
|
0.618 |
3,153.75 |
|
1.000 |
3,138.00 |
|
1.618 |
3,112.75 |
|
2.618 |
3,071.75 |
|
4.250 |
3,004.75 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,199.50 |
3,182.50 |
| PP |
3,197.75 |
3,170.25 |
| S1 |
3,196.25 |
3,158.25 |
|