| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,799.75 |
9,951.50 |
151.75 |
1.5% |
9,815.50 |
| High |
10,001.75 |
10,047.50 |
45.75 |
0.5% |
10,140.00 |
| Low |
9,786.50 |
9,915.25 |
128.75 |
1.3% |
9,481.75 |
| Close |
9,961.50 |
9,983.00 |
21.50 |
0.2% |
9,632.25 |
| Range |
215.25 |
132.25 |
-83.00 |
-38.6% |
658.25 |
| ATR |
257.18 |
248.26 |
-8.92 |
-3.5% |
0.00 |
| Volume |
596,508 |
404,568 |
-191,940 |
-32.2% |
517,969 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,378.75 |
10,313.00 |
10,055.75 |
|
| R3 |
10,246.50 |
10,180.75 |
10,019.25 |
|
| R2 |
10,114.25 |
10,114.25 |
10,007.25 |
|
| R1 |
10,048.50 |
10,048.50 |
9,995.00 |
10,081.50 |
| PP |
9,982.00 |
9,982.00 |
9,982.00 |
9,998.25 |
| S1 |
9,916.25 |
9,916.25 |
9,971.00 |
9,949.00 |
| S2 |
9,849.75 |
9,849.75 |
9,958.75 |
|
| S3 |
9,717.50 |
9,784.00 |
9,946.75 |
|
| S4 |
9,585.25 |
9,651.75 |
9,910.25 |
|
|
| 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 |
10,091.50 |
9,368.25 |
723.25 |
7.2% |
331.50 |
3.3% |
85% |
False |
False |
383,860 |
| 10 |
10,140.00 |
9,368.25 |
771.75 |
7.7% |
261.00 |
2.6% |
80% |
False |
False |
194,902 |
| 20 |
10,140.00 |
9,158.75 |
981.25 |
9.8% |
229.50 |
2.3% |
84% |
False |
False |
97,884 |
| 40 |
10,140.00 |
8,392.75 |
1,747.25 |
17.5% |
232.75 |
2.3% |
91% |
False |
False |
49,118 |
| 60 |
10,140.00 |
7,028.75 |
3,111.25 |
31.2% |
268.00 |
2.7% |
95% |
False |
False |
32,947 |
| 80 |
10,140.00 |
6,626.00 |
3,514.00 |
35.2% |
334.50 |
3.4% |
96% |
False |
False |
24,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,609.50 |
|
2.618 |
10,393.75 |
|
1.618 |
10,261.50 |
|
1.000 |
10,179.75 |
|
0.618 |
10,129.25 |
|
HIGH |
10,047.50 |
|
0.618 |
9,997.00 |
|
0.500 |
9,981.50 |
|
0.382 |
9,965.75 |
|
LOW |
9,915.25 |
|
0.618 |
9,833.50 |
|
1.000 |
9,783.00 |
|
1.618 |
9,701.25 |
|
2.618 |
9,569.00 |
|
4.250 |
9,353.25 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,982.50 |
9,891.25 |
| PP |
9,982.00 |
9,799.50 |
| S1 |
9,981.50 |
9,708.00 |
|