| 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 |
9,815.50 |
9,860.25 |
44.75 |
0.5% |
9,485.25 |
| High |
9,884.00 |
9,990.00 |
106.00 |
1.1% |
9,828.00 |
| Low |
9,730.75 |
9,796.00 |
65.25 |
0.7% |
9,436.50 |
| Close |
9,868.25 |
9,935.75 |
67.50 |
0.7% |
9,791.25 |
| Range |
153.25 |
194.00 |
40.75 |
26.6% |
391.50 |
| ATR |
219.91 |
218.06 |
-1.85 |
-0.8% |
0.00 |
| Volume |
4,970 |
8,950 |
3,980 |
80.1% |
8,098 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,489.25 |
10,406.50 |
10,042.50 |
|
| R3 |
10,295.25 |
10,212.50 |
9,989.00 |
|
| R2 |
10,101.25 |
10,101.25 |
9,971.25 |
|
| R1 |
10,018.50 |
10,018.50 |
9,953.50 |
10,060.00 |
| PP |
9,907.25 |
9,907.25 |
9,907.25 |
9,928.00 |
| S1 |
9,824.50 |
9,824.50 |
9,918.00 |
9,866.00 |
| S2 |
9,713.25 |
9,713.25 |
9,900.25 |
|
| S3 |
9,519.25 |
9,630.50 |
9,882.50 |
|
| S4 |
9,325.25 |
9,436.50 |
9,829.00 |
|
|
| 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 |
9,990.00 |
9,555.25 |
434.75 |
4.4% |
170.00 |
1.7% |
88% |
True |
False |
3,952 |
| 10 |
9,990.00 |
9,158.75 |
831.25 |
8.4% |
195.50 |
2.0% |
93% |
True |
False |
2,530 |
| 20 |
9,990.00 |
8,834.00 |
1,156.00 |
11.6% |
210.25 |
2.1% |
95% |
True |
False |
1,501 |
| 40 |
9,990.00 |
8,313.25 |
1,676.75 |
16.9% |
230.75 |
2.3% |
97% |
True |
False |
935 |
| 60 |
9,990.00 |
6,626.00 |
3,364.00 |
33.9% |
299.25 |
3.0% |
98% |
True |
False |
828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,814.50 |
|
2.618 |
10,498.00 |
|
1.618 |
10,304.00 |
|
1.000 |
10,184.00 |
|
0.618 |
10,110.00 |
|
HIGH |
9,990.00 |
|
0.618 |
9,916.00 |
|
0.500 |
9,893.00 |
|
0.382 |
9,870.00 |
|
LOW |
9,796.00 |
|
0.618 |
9,676.00 |
|
1.000 |
9,602.00 |
|
1.618 |
9,482.00 |
|
2.618 |
9,288.00 |
|
4.250 |
8,971.50 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,921.50 |
9,886.50 |
| PP |
9,907.25 |
9,837.25 |
| S1 |
9,893.00 |
9,788.00 |
|