| 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 |
9,950.25 |
10,074.00 |
123.75 |
1.2% |
9,485.25 |
| High |
10,140.00 |
10,091.50 |
-48.50 |
-0.5% |
9,828.00 |
| Low |
9,944.00 |
9,572.00 |
-372.00 |
-3.7% |
9,436.50 |
| Close |
10,073.25 |
9,603.50 |
-469.75 |
-4.7% |
9,791.25 |
| Range |
196.00 |
519.50 |
323.50 |
165.1% |
391.50 |
| ATR |
217.07 |
238.67 |
21.60 |
10.0% |
0.00 |
| Volume |
11,335 |
81,807 |
70,472 |
621.7% |
8,098 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,314.25 |
10,978.25 |
9,889.25 |
|
| R3 |
10,794.75 |
10,458.75 |
9,746.25 |
|
| R2 |
10,275.25 |
10,275.25 |
9,698.75 |
|
| R1 |
9,939.25 |
9,939.25 |
9,651.00 |
9,847.50 |
| PP |
9,755.75 |
9,755.75 |
9,755.75 |
9,709.75 |
| S1 |
9,419.75 |
9,419.75 |
9,556.00 |
9,328.00 |
| S2 |
9,236.25 |
9,236.25 |
9,508.25 |
|
| S3 |
8,716.75 |
8,900.25 |
9,460.75 |
|
| S4 |
8,197.25 |
8,380.75 |
9,317.75 |
|
|
| 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 |
9,572.00 |
568.00 |
5.9% |
261.00 |
2.7% |
6% |
False |
True |
22,014 |
| 10 |
10,140.00 |
9,355.00 |
785.00 |
8.2% |
209.50 |
2.2% |
32% |
False |
False |
11,619 |
| 20 |
10,140.00 |
8,834.00 |
1,306.00 |
13.6% |
215.00 |
2.2% |
59% |
False |
False |
6,107 |
| 40 |
10,140.00 |
8,334.00 |
1,806.00 |
18.8% |
233.75 |
2.4% |
70% |
False |
False |
3,235 |
| 60 |
10,140.00 |
6,626.00 |
3,514.00 |
36.6% |
291.00 |
3.0% |
85% |
False |
False |
2,366 |
| 80 |
10,140.00 |
6,626.00 |
3,514.00 |
36.6% |
329.50 |
3.4% |
85% |
False |
False |
1,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,299.50 |
|
2.618 |
11,451.50 |
|
1.618 |
10,932.00 |
|
1.000 |
10,611.00 |
|
0.618 |
10,412.50 |
|
HIGH |
10,091.50 |
|
0.618 |
9,893.00 |
|
0.500 |
9,831.75 |
|
0.382 |
9,770.50 |
|
LOW |
9,572.00 |
|
0.618 |
9,251.00 |
|
1.000 |
9,052.50 |
|
1.618 |
8,731.50 |
|
2.618 |
8,212.00 |
|
4.250 |
7,364.00 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,831.75 |
9,856.00 |
| PP |
9,755.75 |
9,771.75 |
| S1 |
9,679.50 |
9,687.75 |
|