| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,173.00 |
3,000.75 |
-172.25 |
-5.4% |
3,181.50 |
| High |
3,177.75 |
3,076.75 |
-101.00 |
-3.2% |
3,220.50 |
| Low |
2,985.25 |
2,971.00 |
-14.25 |
-0.5% |
2,971.00 |
| Close |
2,999.50 |
3,023.75 |
24.25 |
0.8% |
3,023.75 |
| Range |
192.50 |
105.75 |
-86.75 |
-45.1% |
249.50 |
| ATR |
75.11 |
77.30 |
2.19 |
2.9% |
0.00 |
| Volume |
805,593 |
2,721,119 |
1,915,526 |
237.8% |
3,871,041 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,341.00 |
3,288.25 |
3,082.00 |
|
| R3 |
3,235.25 |
3,182.50 |
3,052.75 |
|
| R2 |
3,129.50 |
3,129.50 |
3,043.25 |
|
| R1 |
3,076.75 |
3,076.75 |
3,033.50 |
3,103.00 |
| PP |
3,023.75 |
3,023.75 |
3,023.75 |
3,037.00 |
| S1 |
2,971.00 |
2,971.00 |
3,014.00 |
2,997.50 |
| S2 |
2,918.00 |
2,918.00 |
3,004.25 |
|
| S3 |
2,812.25 |
2,865.25 |
2,994.75 |
|
| S4 |
2,706.50 |
2,759.50 |
2,965.50 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,820.25 |
3,671.50 |
3,161.00 |
|
| R3 |
3,570.75 |
3,422.00 |
3,092.25 |
|
| R2 |
3,321.25 |
3,321.25 |
3,069.50 |
|
| R1 |
3,172.50 |
3,172.50 |
3,046.50 |
3,122.00 |
| PP |
3,071.75 |
3,071.75 |
3,071.75 |
3,046.50 |
| S1 |
2,923.00 |
2,923.00 |
3,001.00 |
2,872.50 |
| S2 |
2,822.25 |
2,822.25 |
2,978.00 |
|
| S3 |
2,572.75 |
2,673.50 |
2,955.25 |
|
| S4 |
2,323.25 |
2,424.00 |
2,886.50 |
|
|
| 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 |
2,971.00 |
249.50 |
8.3% |
87.00 |
2.9% |
21% |
False |
True |
774,208 |
| 10 |
3,220.50 |
2,971.00 |
249.50 |
8.3% |
72.50 |
2.4% |
21% |
False |
True |
401,505 |
| 20 |
3,220.50 |
2,801.00 |
419.50 |
13.9% |
68.25 |
2.3% |
53% |
False |
False |
203,654 |
| 40 |
3,220.50 |
2,711.00 |
509.50 |
16.8% |
71.50 |
2.4% |
61% |
False |
False |
103,293 |
| 60 |
3,220.50 |
2,165.50 |
1,055.00 |
34.9% |
95.00 |
3.1% |
81% |
False |
False |
71,517 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
40.7% |
114.25 |
3.8% |
70% |
False |
False |
54,078 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
40.7% |
99.00 |
3.3% |
70% |
False |
False |
43,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,526.25 |
|
2.618 |
3,353.50 |
|
1.618 |
3,247.75 |
|
1.000 |
3,182.50 |
|
0.618 |
3,142.00 |
|
HIGH |
3,076.75 |
|
0.618 |
3,036.25 |
|
0.500 |
3,024.00 |
|
0.382 |
3,011.50 |
|
LOW |
2,971.00 |
|
0.618 |
2,905.75 |
|
1.000 |
2,865.25 |
|
1.618 |
2,800.00 |
|
2.618 |
2,694.25 |
|
4.250 |
2,521.50 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.00 |
3,094.00 |
| PP |
3,023.75 |
3,070.50 |
| S1 |
3,023.75 |
3,047.00 |
|