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 |
3,312.0 |
3,214.0 |
-98.0 |
-3.0% |
3,069.0 |
High |
3,312.0 |
3,214.0 |
-98.0 |
-3.0% |
3,344.0 |
Low |
3,249.0 |
3,063.0 |
-186.0 |
-5.7% |
3,065.0 |
Close |
3,262.0 |
3,115.0 |
-147.0 |
-4.5% |
3,344.0 |
Range |
63.0 |
151.0 |
88.0 |
139.7% |
279.0 |
ATR |
63.1 |
72.8 |
9.7 |
15.4% |
0.0 |
Volume |
7,078 |
26,771 |
19,693 |
278.2% |
32,612 |
|
Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,583.7 |
3,500.3 |
3,198.1 |
|
R3 |
3,432.7 |
3,349.3 |
3,156.5 |
|
R2 |
3,281.7 |
3,281.7 |
3,142.7 |
|
R1 |
3,198.3 |
3,198.3 |
3,128.8 |
3,164.5 |
PP |
3,130.7 |
3,130.7 |
3,130.7 |
3,113.8 |
S1 |
3,047.3 |
3,047.3 |
3,101.2 |
3,013.5 |
S2 |
2,979.7 |
2,979.7 |
3,087.3 |
|
S3 |
2,828.7 |
2,896.3 |
3,073.5 |
|
S4 |
2,677.7 |
2,745.3 |
3,032.0 |
|
|
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 |
3,063.0 |
281.0 |
9.0% |
55.4 |
1.8% |
19% |
False |
True |
10,198 |
10 |
3,344.0 |
3,003.0 |
341.0 |
10.9% |
40.6 |
1.3% |
33% |
False |
False |
7,885 |
20 |
3,344.0 |
2,723.0 |
621.0 |
19.9% |
37.2 |
1.2% |
63% |
False |
False |
10,306 |
40 |
3,344.0 |
2,665.0 |
679.0 |
21.8% |
31.6 |
1.0% |
66% |
False |
False |
10,532 |
60 |
3,344.0 |
2,293.0 |
1,051.0 |
33.7% |
23.9 |
0.8% |
78% |
False |
False |
12,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,855.8 |
2.618 |
3,609.3 |
1.618 |
3,458.3 |
1.000 |
3,365.0 |
0.618 |
3,307.3 |
HIGH |
3,214.0 |
0.618 |
3,156.3 |
0.500 |
3,138.5 |
0.382 |
3,120.7 |
LOW |
3,063.0 |
0.618 |
2,969.7 |
1.000 |
2,912.0 |
1.618 |
2,818.7 |
2.618 |
2,667.7 |
4.250 |
2,421.3 |
|
|
Fisher Pivots for day following 11-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,138.5 |
3,187.5 |
PP |
3,130.7 |
3,163.3 |
S1 |
3,122.8 |
3,139.2 |
|