| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,740.2 |
1,706.1 |
-34.1 |
-2.0% |
1,763.1 |
| High |
1,741.9 |
1,726.0 |
-15.9 |
-0.9% |
1,774.5 |
| Low |
1,690.1 |
1,700.1 |
10.0 |
0.6% |
1,690.1 |
| Close |
1,701.9 |
1,723.8 |
21.9 |
1.3% |
1,701.9 |
| Range |
51.8 |
25.9 |
-25.9 |
-50.0% |
84.4 |
| ATR |
33.0 |
32.5 |
-0.5 |
-1.5% |
0.0 |
| Volume |
9,811 |
4,831 |
-4,980 |
-50.8% |
31,467 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,794.3 |
1,785.0 |
1,738.0 |
|
| R3 |
1,768.4 |
1,759.1 |
1,730.9 |
|
| R2 |
1,742.5 |
1,742.5 |
1,728.5 |
|
| R1 |
1,733.2 |
1,733.2 |
1,726.2 |
1,737.9 |
| PP |
1,716.6 |
1,716.6 |
1,716.6 |
1,719.0 |
| S1 |
1,707.3 |
1,707.3 |
1,721.4 |
1,712.0 |
| S2 |
1,690.7 |
1,690.7 |
1,719.1 |
|
| S3 |
1,664.8 |
1,681.4 |
1,716.7 |
|
| S4 |
1,638.9 |
1,655.5 |
1,709.6 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,975.4 |
1,923.0 |
1,748.3 |
|
| R3 |
1,891.0 |
1,838.6 |
1,725.1 |
|
| R2 |
1,806.6 |
1,806.6 |
1,717.4 |
|
| R1 |
1,754.2 |
1,754.2 |
1,709.6 |
1,738.2 |
| PP |
1,722.2 |
1,722.2 |
1,722.2 |
1,714.2 |
| S1 |
1,669.8 |
1,669.8 |
1,694.2 |
1,653.8 |
| S2 |
1,637.8 |
1,637.8 |
1,686.4 |
|
| S3 |
1,553.4 |
1,585.4 |
1,678.7 |
|
| S4 |
1,469.0 |
1,501.0 |
1,655.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,771.0 |
1,690.1 |
80.9 |
4.7% |
36.1 |
2.1% |
42% |
False |
False |
6,602 |
| 10 |
1,774.5 |
1,690.1 |
84.4 |
4.9% |
31.5 |
1.8% |
40% |
False |
False |
5,899 |
| 20 |
1,800.0 |
1,690.1 |
109.9 |
6.4% |
28.5 |
1.7% |
31% |
False |
False |
5,688 |
| 40 |
1,800.0 |
1,670.3 |
129.7 |
7.5% |
32.2 |
1.9% |
41% |
False |
False |
4,970 |
| 60 |
1,800.0 |
1,458.8 |
341.2 |
19.8% |
42.5 |
2.5% |
78% |
False |
False |
4,799 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.8% |
40.5 |
2.3% |
78% |
False |
False |
4,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,836.1 |
|
2.618 |
1,793.8 |
|
1.618 |
1,767.9 |
|
1.000 |
1,751.9 |
|
0.618 |
1,742.0 |
|
HIGH |
1,726.0 |
|
0.618 |
1,716.1 |
|
0.500 |
1,713.1 |
|
0.382 |
1,710.0 |
|
LOW |
1,700.1 |
|
0.618 |
1,684.1 |
|
1.000 |
1,674.2 |
|
1.618 |
1,658.2 |
|
2.618 |
1,632.3 |
|
4.250 |
1,590.0 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,720.2 |
1,722.1 |
| PP |
1,716.6 |
1,720.4 |
| S1 |
1,713.1 |
1,718.7 |
|