| 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 |
1,737.7 |
1,764.9 |
27.2 |
1.6% |
1,763.1 |
| High |
1,767.0 |
1,772.6 |
5.6 |
0.3% |
1,774.5 |
| Low |
1,732.8 |
1,746.0 |
13.2 |
0.8% |
1,690.1 |
| Close |
1,739.0 |
1,757.6 |
18.6 |
1.1% |
1,701.9 |
| Range |
34.2 |
26.6 |
-7.6 |
-22.2% |
84.4 |
| ATR |
32.6 |
32.7 |
0.1 |
0.2% |
0.0 |
| Volume |
8,144 |
6,567 |
-1,577 |
-19.4% |
31,467 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,838.5 |
1,824.7 |
1,772.2 |
|
| R3 |
1,811.9 |
1,798.1 |
1,764.9 |
|
| R2 |
1,785.3 |
1,785.3 |
1,762.5 |
|
| R1 |
1,771.5 |
1,771.5 |
1,760.0 |
1,765.1 |
| PP |
1,758.7 |
1,758.7 |
1,758.7 |
1,755.6 |
| S1 |
1,744.9 |
1,744.9 |
1,755.2 |
1,738.5 |
| S2 |
1,732.1 |
1,732.1 |
1,752.7 |
|
| S3 |
1,705.5 |
1,718.3 |
1,750.3 |
|
| S4 |
1,678.9 |
1,691.7 |
1,743.0 |
|
|
| 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 |
1,772.6 |
1,690.1 |
82.5 |
4.7% |
34.0 |
1.9% |
82% |
True |
False |
7,234 |
| 10 |
1,774.5 |
1,690.1 |
84.4 |
4.8% |
32.2 |
1.8% |
80% |
False |
False |
6,424 |
| 20 |
1,800.0 |
1,690.1 |
109.9 |
6.3% |
29.9 |
1.7% |
61% |
False |
False |
5,847 |
| 40 |
1,800.0 |
1,670.3 |
129.7 |
7.4% |
31.6 |
1.8% |
67% |
False |
False |
5,131 |
| 60 |
1,800.0 |
1,468.0 |
332.0 |
18.9% |
39.1 |
2.2% |
87% |
False |
False |
5,014 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.4% |
41.1 |
2.3% |
88% |
False |
False |
4,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,885.7 |
|
2.618 |
1,842.2 |
|
1.618 |
1,815.6 |
|
1.000 |
1,799.2 |
|
0.618 |
1,789.0 |
|
HIGH |
1,772.6 |
|
0.618 |
1,762.4 |
|
0.500 |
1,759.3 |
|
0.382 |
1,756.2 |
|
LOW |
1,746.0 |
|
0.618 |
1,729.6 |
|
1.000 |
1,719.4 |
|
1.618 |
1,703.0 |
|
2.618 |
1,676.4 |
|
4.250 |
1,633.0 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,759.3 |
1,753.2 |
| PP |
1,758.7 |
1,748.7 |
| S1 |
1,758.2 |
1,744.3 |
|