| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,527.00 |
9,799.75 |
272.75 |
2.9% |
9,815.50 |
| High |
9,803.00 |
10,001.75 |
198.75 |
2.0% |
10,140.00 |
| Low |
9,368.25 |
9,786.50 |
418.25 |
4.5% |
9,481.75 |
| Close |
9,788.50 |
9,961.50 |
173.00 |
1.8% |
9,632.25 |
| Range |
434.75 |
215.25 |
-219.50 |
-50.5% |
658.25 |
| ATR |
260.41 |
257.18 |
-3.23 |
-1.2% |
0.00 |
| Volume |
425,514 |
596,508 |
170,994 |
40.2% |
517,969 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,562.25 |
10,477.25 |
10,080.00 |
|
| R3 |
10,347.00 |
10,262.00 |
10,020.75 |
|
| R2 |
10,131.75 |
10,131.75 |
10,001.00 |
|
| R1 |
10,046.75 |
10,046.75 |
9,981.25 |
10,089.25 |
| PP |
9,916.50 |
9,916.50 |
9,916.50 |
9,938.00 |
| S1 |
9,831.50 |
9,831.50 |
9,941.75 |
9,874.00 |
| S2 |
9,701.25 |
9,701.25 |
9,922.00 |
|
| S3 |
9,486.00 |
9,616.25 |
9,902.25 |
|
| S4 |
9,270.75 |
9,401.00 |
9,843.00 |
|
|
| 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 |
9,368.25 |
771.75 |
7.7% |
344.25 |
3.5% |
77% |
False |
False |
305,214 |
| 10 |
10,140.00 |
9,368.25 |
771.75 |
7.7% |
257.00 |
2.6% |
77% |
False |
False |
154,583 |
| 20 |
10,140.00 |
9,158.75 |
981.25 |
9.9% |
229.50 |
2.3% |
82% |
False |
False |
77,675 |
| 40 |
10,140.00 |
8,334.00 |
1,806.00 |
18.1% |
240.00 |
2.4% |
90% |
False |
False |
39,018 |
| 60 |
10,140.00 |
6,626.00 |
3,514.00 |
35.3% |
277.25 |
2.8% |
95% |
False |
False |
26,232 |
| 80 |
10,140.00 |
6,626.00 |
3,514.00 |
35.3% |
336.75 |
3.4% |
95% |
False |
False |
19,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,916.50 |
|
2.618 |
10,565.25 |
|
1.618 |
10,350.00 |
|
1.000 |
10,217.00 |
|
0.618 |
10,134.75 |
|
HIGH |
10,001.75 |
|
0.618 |
9,919.50 |
|
0.500 |
9,894.00 |
|
0.382 |
9,868.75 |
|
LOW |
9,786.50 |
|
0.618 |
9,653.50 |
|
1.000 |
9,571.25 |
|
1.618 |
9,438.25 |
|
2.618 |
9,223.00 |
|
4.250 |
8,871.75 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,939.00 |
9,869.25 |
| PP |
9,916.50 |
9,777.25 |
| S1 |
9,894.00 |
9,685.00 |
|