| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,724.9 |
1,737.7 |
12.8 |
0.7% |
1,763.1 |
| High |
1,747.5 |
1,767.0 |
19.5 |
1.1% |
1,774.5 |
| Low |
1,715.9 |
1,732.8 |
16.9 |
1.0% |
1,690.1 |
| Close |
1,740.3 |
1,739.0 |
-1.3 |
-0.1% |
1,701.9 |
| Range |
31.6 |
34.2 |
2.6 |
8.2% |
84.4 |
| ATR |
32.5 |
32.6 |
0.1 |
0.4% |
0.0 |
| Volume |
6,818 |
8,144 |
1,326 |
19.4% |
31,467 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,848.9 |
1,828.1 |
1,757.8 |
|
| R3 |
1,814.7 |
1,793.9 |
1,748.4 |
|
| R2 |
1,780.5 |
1,780.5 |
1,745.3 |
|
| R1 |
1,759.7 |
1,759.7 |
1,742.1 |
1,770.1 |
| PP |
1,746.3 |
1,746.3 |
1,746.3 |
1,751.5 |
| S1 |
1,725.5 |
1,725.5 |
1,735.9 |
1,735.9 |
| S2 |
1,712.1 |
1,712.1 |
1,732.7 |
|
| S3 |
1,677.9 |
1,691.3 |
1,729.6 |
|
| S4 |
1,643.7 |
1,657.1 |
1,720.2 |
|
|
| 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 |
1,767.0 |
1,690.1 |
76.9 |
4.4% |
34.5 |
2.0% |
64% |
True |
False |
7,082 |
| 10 |
1,774.5 |
1,690.1 |
84.4 |
4.9% |
31.9 |
1.8% |
58% |
False |
False |
6,184 |
| 20 |
1,800.0 |
1,690.1 |
109.9 |
6.3% |
29.8 |
1.7% |
44% |
False |
False |
5,827 |
| 40 |
1,800.0 |
1,670.3 |
129.7 |
7.5% |
31.6 |
1.8% |
53% |
False |
False |
5,063 |
| 60 |
1,800.0 |
1,468.0 |
332.0 |
19.1% |
40.1 |
2.3% |
82% |
False |
False |
4,961 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
41.1 |
2.4% |
82% |
False |
False |
4,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,912.4 |
|
2.618 |
1,856.5 |
|
1.618 |
1,822.3 |
|
1.000 |
1,801.2 |
|
0.618 |
1,788.1 |
|
HIGH |
1,767.0 |
|
0.618 |
1,753.9 |
|
0.500 |
1,749.9 |
|
0.382 |
1,745.9 |
|
LOW |
1,732.8 |
|
0.618 |
1,711.7 |
|
1.000 |
1,698.6 |
|
1.618 |
1,677.5 |
|
2.618 |
1,643.3 |
|
4.250 |
1,587.5 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,749.9 |
1,737.2 |
| PP |
1,746.3 |
1,735.4 |
| S1 |
1,742.6 |
1,733.6 |
|