| 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 |
9,860.25 |
9,950.25 |
90.00 |
0.9% |
9,485.25 |
| High |
9,990.00 |
10,140.00 |
150.00 |
1.5% |
9,828.00 |
| Low |
9,796.00 |
9,944.00 |
148.00 |
1.5% |
9,436.50 |
| Close |
9,935.75 |
10,073.25 |
137.50 |
1.4% |
9,791.25 |
| Range |
194.00 |
196.00 |
2.00 |
1.0% |
391.50 |
| ATR |
218.06 |
217.07 |
-0.99 |
-0.5% |
0.00 |
| Volume |
8,950 |
11,335 |
2,385 |
26.6% |
8,098 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,640.50 |
10,552.75 |
10,181.00 |
|
| R3 |
10,444.50 |
10,356.75 |
10,127.25 |
|
| R2 |
10,248.50 |
10,248.50 |
10,109.25 |
|
| R1 |
10,160.75 |
10,160.75 |
10,091.25 |
10,204.50 |
| PP |
10,052.50 |
10,052.50 |
10,052.50 |
10,074.25 |
| S1 |
9,964.75 |
9,964.75 |
10,055.25 |
10,008.50 |
| S2 |
9,856.50 |
9,856.50 |
10,037.25 |
|
| S3 |
9,660.50 |
9,768.75 |
10,019.25 |
|
| S4 |
9,464.50 |
9,572.75 |
9,965.50 |
|
|
| 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 |
10,140.00 |
9,555.25 |
584.75 |
5.8% |
190.75 |
1.9% |
89% |
True |
False |
5,943 |
| 10 |
10,140.00 |
9,305.00 |
835.00 |
8.3% |
181.75 |
1.8% |
92% |
True |
False |
3,523 |
| 20 |
10,140.00 |
8,834.00 |
1,306.00 |
13.0% |
205.00 |
2.0% |
95% |
True |
False |
2,044 |
| 40 |
10,140.00 |
8,334.00 |
1,806.00 |
17.9% |
226.25 |
2.2% |
96% |
True |
False |
1,199 |
| 60 |
10,140.00 |
6,626.00 |
3,514.00 |
34.9% |
291.50 |
2.9% |
98% |
True |
False |
1,004 |
| 80 |
10,140.00 |
6,626.00 |
3,514.00 |
34.9% |
324.75 |
3.2% |
98% |
True |
False |
779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,973.00 |
|
2.618 |
10,653.25 |
|
1.618 |
10,457.25 |
|
1.000 |
10,336.00 |
|
0.618 |
10,261.25 |
|
HIGH |
10,140.00 |
|
0.618 |
10,065.25 |
|
0.500 |
10,042.00 |
|
0.382 |
10,018.75 |
|
LOW |
9,944.00 |
|
0.618 |
9,822.75 |
|
1.000 |
9,748.00 |
|
1.618 |
9,626.75 |
|
2.618 |
9,430.75 |
|
4.250 |
9,111.00 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,062.75 |
10,027.25 |
| PP |
10,052.50 |
9,981.25 |
| S1 |
10,042.00 |
9,935.50 |
|