| 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 |
10,074.00 |
9,610.50 |
-463.50 |
-4.6% |
9,815.50 |
| High |
10,091.50 |
9,837.00 |
-254.50 |
-2.5% |
10,140.00 |
| Low |
9,572.00 |
9,481.75 |
-90.25 |
-0.9% |
9,481.75 |
| Close |
9,603.50 |
9,632.25 |
28.75 |
0.3% |
9,632.25 |
| Range |
519.50 |
355.25 |
-164.25 |
-31.6% |
658.25 |
| ATR |
238.67 |
247.00 |
8.33 |
3.5% |
0.00 |
| Volume |
81,807 |
410,907 |
329,100 |
402.3% |
517,969 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,716.00 |
10,529.50 |
9,827.75 |
|
| R3 |
10,360.75 |
10,174.25 |
9,730.00 |
|
| R2 |
10,005.50 |
10,005.50 |
9,697.50 |
|
| R1 |
9,819.00 |
9,819.00 |
9,664.75 |
9,912.25 |
| PP |
9,650.25 |
9,650.25 |
9,650.25 |
9,697.00 |
| S1 |
9,463.75 |
9,463.75 |
9,599.75 |
9,557.00 |
| S2 |
9,295.00 |
9,295.00 |
9,567.00 |
|
| S3 |
8,939.75 |
9,108.50 |
9,534.50 |
|
| S4 |
8,584.50 |
8,753.25 |
9,436.75 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,726.00 |
11,337.50 |
9,994.25 |
|
| R3 |
11,067.75 |
10,679.25 |
9,813.25 |
|
| R2 |
10,409.50 |
10,409.50 |
9,753.00 |
|
| R1 |
10,021.00 |
10,021.00 |
9,692.50 |
9,886.00 |
| PP |
9,751.25 |
9,751.25 |
9,751.25 |
9,684.00 |
| S1 |
9,362.75 |
9,362.75 |
9,572.00 |
9,228.00 |
| S2 |
9,093.00 |
9,093.00 |
9,511.50 |
|
| S3 |
8,434.75 |
8,704.50 |
9,451.25 |
|
| S4 |
7,776.50 |
8,046.25 |
9,270.25 |
|
|
| 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 |
9,481.75 |
658.25 |
6.8% |
283.50 |
2.9% |
23% |
False |
True |
103,593 |
| 10 |
10,140.00 |
9,436.50 |
703.50 |
7.3% |
223.25 |
2.3% |
28% |
False |
False |
52,606 |
| 20 |
10,140.00 |
8,913.00 |
1,227.00 |
12.7% |
220.25 |
2.3% |
59% |
False |
False |
26,627 |
| 40 |
10,140.00 |
8,334.00 |
1,806.00 |
18.7% |
234.25 |
2.4% |
72% |
False |
False |
13,489 |
| 60 |
10,140.00 |
6,626.00 |
3,514.00 |
36.5% |
288.50 |
3.0% |
86% |
False |
False |
9,213 |
| 80 |
10,140.00 |
6,626.00 |
3,514.00 |
36.5% |
333.75 |
3.5% |
86% |
False |
False |
6,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,346.75 |
|
2.618 |
10,767.00 |
|
1.618 |
10,411.75 |
|
1.000 |
10,192.25 |
|
0.618 |
10,056.50 |
|
HIGH |
9,837.00 |
|
0.618 |
9,701.25 |
|
0.500 |
9,659.50 |
|
0.382 |
9,617.50 |
|
LOW |
9,481.75 |
|
0.618 |
9,262.25 |
|
1.000 |
9,126.50 |
|
1.618 |
8,907.00 |
|
2.618 |
8,551.75 |
|
4.250 |
7,972.00 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,659.50 |
9,811.00 |
| PP |
9,650.25 |
9,751.25 |
| S1 |
9,641.25 |
9,691.75 |
|