Trading Metrics calculated at close of trading on 09-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
3,339.0 |
3,258.0 |
-81.0 |
-2.4% |
3,069.0 |
High |
3,339.0 |
3,285.0 |
-54.0 |
-1.6% |
3,344.0 |
Low |
3,328.0 |
3,258.0 |
-70.0 |
-2.1% |
3,065.0 |
Close |
3,328.0 |
3,283.0 |
-45.0 |
-1.4% |
3,344.0 |
Range |
11.0 |
27.0 |
16.0 |
145.5% |
279.0 |
ATR |
62.6 |
63.1 |
0.5 |
0.8% |
0.0 |
Volume |
5,102 |
6,537 |
1,435 |
28.1% |
32,612 |
|
Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,356.3 |
3,346.7 |
3,297.9 |
|
R3 |
3,329.3 |
3,319.7 |
3,290.4 |
|
R2 |
3,302.3 |
3,302.3 |
3,288.0 |
|
R1 |
3,292.7 |
3,292.7 |
3,285.5 |
3,297.5 |
PP |
3,275.3 |
3,275.3 |
3,275.3 |
3,277.8 |
S1 |
3,265.7 |
3,265.7 |
3,280.5 |
3,270.5 |
S2 |
3,248.3 |
3,248.3 |
3,278.1 |
|
S3 |
3,221.3 |
3,238.7 |
3,275.6 |
|
S4 |
3,194.3 |
3,211.7 |
3,268.2 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,088.0 |
3,995.0 |
3,497.5 |
|
R3 |
3,809.0 |
3,716.0 |
3,420.7 |
|
R2 |
3,530.0 |
3,530.0 |
3,395.2 |
|
R1 |
3,437.0 |
3,437.0 |
3,369.6 |
3,483.5 |
PP |
3,251.0 |
3,251.0 |
3,251.0 |
3,274.3 |
S1 |
3,158.0 |
3,158.0 |
3,318.4 |
3,204.5 |
S2 |
2,972.0 |
2,972.0 |
3,292.9 |
|
S3 |
2,693.0 |
2,879.0 |
3,267.3 |
|
S4 |
2,414.0 |
2,600.0 |
3,190.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,344.0 |
3,156.0 |
188.0 |
5.7% |
31.6 |
1.0% |
68% |
False |
False |
8,438 |
10 |
3,344.0 |
2,960.0 |
384.0 |
11.7% |
26.3 |
0.8% |
84% |
False |
False |
9,084 |
20 |
3,344.0 |
2,665.0 |
679.0 |
20.7% |
28.5 |
0.9% |
91% |
False |
False |
9,149 |
40 |
3,344.0 |
2,665.0 |
679.0 |
20.7% |
27.9 |
0.9% |
91% |
False |
False |
10,094 |
60 |
3,344.0 |
2,293.0 |
1,051.0 |
32.0% |
20.3 |
0.6% |
94% |
False |
False |
12,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,399.8 |
2.618 |
3,355.7 |
1.618 |
3,328.7 |
1.000 |
3,312.0 |
0.618 |
3,301.7 |
HIGH |
3,285.0 |
0.618 |
3,274.7 |
0.500 |
3,271.5 |
0.382 |
3,268.3 |
LOW |
3,258.0 |
0.618 |
3,241.3 |
1.000 |
3,231.0 |
1.618 |
3,214.3 |
2.618 |
3,187.3 |
4.250 |
3,143.3 |
|
|
Fisher Pivots for day following 09-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,279.2 |
3,301.0 |
PP |
3,275.3 |
3,295.0 |
S1 |
3,271.5 |
3,289.0 |
|