| 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 |
9,627.00 |
9,815.50 |
188.50 |
2.0% |
9,485.25 |
| High |
9,828.00 |
9,884.00 |
56.00 |
0.6% |
9,828.00 |
| Low |
9,585.75 |
9,730.75 |
145.00 |
1.5% |
9,436.50 |
| Close |
9,791.25 |
9,868.25 |
77.00 |
0.8% |
9,791.25 |
| Range |
242.25 |
153.25 |
-89.00 |
-36.7% |
391.50 |
| ATR |
225.03 |
219.91 |
-5.13 |
-2.3% |
0.00 |
| Volume |
3,011 |
4,970 |
1,959 |
65.1% |
8,098 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,287.50 |
10,231.00 |
9,952.50 |
|
| R3 |
10,134.25 |
10,077.75 |
9,910.50 |
|
| R2 |
9,981.00 |
9,981.00 |
9,896.25 |
|
| R1 |
9,924.50 |
9,924.50 |
9,882.25 |
9,952.75 |
| PP |
9,827.75 |
9,827.75 |
9,827.75 |
9,841.75 |
| S1 |
9,771.25 |
9,771.25 |
9,854.25 |
9,799.50 |
| S2 |
9,674.50 |
9,674.50 |
9,840.25 |
|
| S3 |
9,521.25 |
9,618.00 |
9,826.00 |
|
| S4 |
9,368.00 |
9,464.75 |
9,784.00 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,859.75 |
10,717.00 |
10,006.50 |
|
| R3 |
10,468.25 |
10,325.50 |
9,899.00 |
|
| R2 |
10,076.75 |
10,076.75 |
9,863.00 |
|
| R1 |
9,934.00 |
9,934.00 |
9,827.25 |
10,005.50 |
| PP |
9,685.25 |
9,685.25 |
9,685.25 |
9,721.00 |
| S1 |
9,542.50 |
9,542.50 |
9,755.25 |
9,614.00 |
| S2 |
9,293.75 |
9,293.75 |
9,719.50 |
|
| S3 |
8,902.25 |
9,151.00 |
9,683.50 |
|
| S4 |
8,510.75 |
8,759.50 |
9,576.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,884.00 |
9,487.25 |
396.75 |
4.0% |
163.75 |
1.7% |
96% |
True |
False |
2,474 |
| 10 |
9,884.00 |
9,158.75 |
725.25 |
7.3% |
199.00 |
2.0% |
98% |
True |
False |
1,707 |
| 20 |
9,884.00 |
8,834.00 |
1,050.00 |
10.6% |
211.50 |
2.1% |
99% |
True |
False |
1,084 |
| 40 |
9,884.00 |
8,074.25 |
1,809.75 |
18.3% |
232.25 |
2.4% |
99% |
True |
False |
721 |
| 60 |
9,884.00 |
6,626.00 |
3,258.00 |
33.0% |
312.50 |
3.2% |
100% |
True |
False |
680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,535.25 |
|
2.618 |
10,285.25 |
|
1.618 |
10,132.00 |
|
1.000 |
10,037.25 |
|
0.618 |
9,978.75 |
|
HIGH |
9,884.00 |
|
0.618 |
9,825.50 |
|
0.500 |
9,807.50 |
|
0.382 |
9,789.25 |
|
LOW |
9,730.75 |
|
0.618 |
9,636.00 |
|
1.000 |
9,577.50 |
|
1.618 |
9,482.75 |
|
2.618 |
9,329.50 |
|
4.250 |
9,079.50 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,848.00 |
9,818.75 |
| PP |
9,827.75 |
9,769.25 |
| S1 |
9,807.50 |
9,719.50 |
|