| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,194.25 |
3,173.00 |
-21.25 |
-0.7% |
3,020.00 |
| High |
3,216.75 |
3,177.75 |
-39.00 |
-1.2% |
3,199.75 |
| Low |
3,168.75 |
2,985.25 |
-183.50 |
-5.8% |
2,998.50 |
| Close |
3,175.50 |
2,999.50 |
-176.00 |
-5.5% |
3,176.50 |
| Range |
48.00 |
192.50 |
144.50 |
301.0% |
201.25 |
| ATR |
66.08 |
75.11 |
9.03 |
13.7% |
0.00 |
| Volume |
160,505 |
805,593 |
645,088 |
401.9% |
144,011 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,631.75 |
3,508.00 |
3,105.50 |
|
| R3 |
3,439.25 |
3,315.50 |
3,052.50 |
|
| R2 |
3,246.75 |
3,246.75 |
3,034.75 |
|
| R1 |
3,123.00 |
3,123.00 |
3,017.25 |
3,088.50 |
| PP |
3,054.25 |
3,054.25 |
3,054.25 |
3,037.00 |
| S1 |
2,930.50 |
2,930.50 |
2,981.75 |
2,896.00 |
| S2 |
2,861.75 |
2,861.75 |
2,964.25 |
|
| S3 |
2,669.25 |
2,738.00 |
2,946.50 |
|
| S4 |
2,476.75 |
2,545.50 |
2,893.50 |
|
|
| 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 |
2,985.25 |
235.25 |
7.8% |
86.50 |
2.9% |
6% |
False |
True |
241,313 |
| 10 |
3,220.50 |
2,982.25 |
238.25 |
7.9% |
68.50 |
2.3% |
7% |
False |
False |
130,568 |
| 20 |
3,220.50 |
2,751.50 |
469.00 |
15.6% |
67.75 |
2.3% |
53% |
False |
False |
67,870 |
| 40 |
3,220.50 |
2,711.00 |
509.50 |
17.0% |
71.00 |
2.4% |
57% |
False |
False |
35,349 |
| 60 |
3,220.50 |
2,165.50 |
1,055.00 |
35.2% |
97.00 |
3.2% |
79% |
False |
False |
26,216 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
41.0% |
113.25 |
3.8% |
68% |
False |
False |
20,064 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
41.0% |
98.00 |
3.3% |
68% |
False |
False |
16,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,996.00 |
|
2.618 |
3,681.75 |
|
1.618 |
3,489.25 |
|
1.000 |
3,370.25 |
|
0.618 |
3,296.75 |
|
HIGH |
3,177.75 |
|
0.618 |
3,104.25 |
|
0.500 |
3,081.50 |
|
0.382 |
3,058.75 |
|
LOW |
2,985.25 |
|
0.618 |
2,866.25 |
|
1.000 |
2,792.75 |
|
1.618 |
2,673.75 |
|
2.618 |
2,481.25 |
|
4.250 |
2,167.00 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,081.50 |
3,102.50 |
| PP |
3,054.25 |
3,068.25 |
| S1 |
3,026.75 |
3,034.00 |
|