| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,216.00 |
3,194.25 |
-21.75 |
-0.7% |
3,020.00 |
| High |
3,220.00 |
3,216.75 |
-3.25 |
-0.1% |
3,199.75 |
| Low |
3,179.00 |
3,168.75 |
-10.25 |
-0.3% |
2,998.50 |
| Close |
3,194.50 |
3,175.50 |
-19.00 |
-0.6% |
3,176.50 |
| Range |
41.00 |
48.00 |
7.00 |
17.1% |
201.25 |
| ATR |
67.47 |
66.08 |
-1.39 |
-2.1% |
0.00 |
| Volume |
93,321 |
160,505 |
67,184 |
72.0% |
144,011 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,331.00 |
3,301.25 |
3,202.00 |
|
| R3 |
3,283.00 |
3,253.25 |
3,188.75 |
|
| R2 |
3,235.00 |
3,235.00 |
3,184.25 |
|
| R1 |
3,205.25 |
3,205.25 |
3,180.00 |
3,196.00 |
| PP |
3,187.00 |
3,187.00 |
3,187.00 |
3,182.50 |
| S1 |
3,157.25 |
3,157.25 |
3,171.00 |
3,148.00 |
| S2 |
3,139.00 |
3,139.00 |
3,166.75 |
|
| S3 |
3,091.00 |
3,109.25 |
3,162.25 |
|
| S4 |
3,043.00 |
3,061.25 |
3,149.00 |
|
|
| 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 |
3,077.00 |
143.50 |
4.5% |
55.75 |
1.8% |
69% |
False |
False |
86,582 |
| 10 |
3,220.50 |
2,982.25 |
238.25 |
7.5% |
53.75 |
1.7% |
81% |
False |
False |
50,975 |
| 20 |
3,220.50 |
2,751.50 |
469.00 |
14.8% |
62.50 |
2.0% |
90% |
False |
False |
27,866 |
| 40 |
3,220.50 |
2,711.00 |
509.50 |
16.0% |
68.50 |
2.2% |
91% |
False |
False |
15,328 |
| 60 |
3,220.50 |
2,165.50 |
1,055.00 |
33.2% |
97.00 |
3.1% |
96% |
False |
False |
12,879 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
38.8% |
111.25 |
3.5% |
82% |
False |
False |
9,997 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
38.8% |
96.25 |
3.0% |
82% |
False |
False |
8,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,420.75 |
|
2.618 |
3,342.50 |
|
1.618 |
3,294.50 |
|
1.000 |
3,264.75 |
|
0.618 |
3,246.50 |
|
HIGH |
3,216.75 |
|
0.618 |
3,198.50 |
|
0.500 |
3,192.75 |
|
0.382 |
3,187.00 |
|
LOW |
3,168.75 |
|
0.618 |
3,139.00 |
|
1.000 |
3,120.75 |
|
1.618 |
3,091.00 |
|
2.618 |
3,043.00 |
|
4.250 |
2,964.75 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,192.75 |
3,194.50 |
| PP |
3,187.00 |
3,188.25 |
| S1 |
3,181.25 |
3,182.00 |
|