| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,197.75 |
3,165.50 |
-32.25 |
-1.0% |
3,004.00 |
| High |
3,207.00 |
3,167.75 |
-39.25 |
-1.2% |
3,190.25 |
| Low |
3,160.00 |
2,977.00 |
-183.00 |
-5.8% |
2,993.25 |
| Close |
3,166.00 |
2,990.50 |
-175.50 |
-5.5% |
3,167.00 |
| Range |
47.00 |
190.75 |
143.75 |
305.9% |
197.00 |
| ATR |
63.75 |
72.83 |
9.07 |
14.2% |
0.00 |
| Volume |
2,057 |
1,106 |
-951 |
-46.2% |
2,397 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,617.25 |
3,494.75 |
3,095.50 |
|
| R3 |
3,426.50 |
3,304.00 |
3,043.00 |
|
| R2 |
3,235.75 |
3,235.75 |
3,025.50 |
|
| R1 |
3,113.25 |
3,113.25 |
3,008.00 |
3,079.00 |
| PP |
3,045.00 |
3,045.00 |
3,045.00 |
3,028.00 |
| S1 |
2,922.50 |
2,922.50 |
2,973.00 |
2,888.50 |
| S2 |
2,854.25 |
2,854.25 |
2,955.50 |
|
| S3 |
2,663.50 |
2,731.75 |
2,938.00 |
|
| S4 |
2,472.75 |
2,541.00 |
2,885.50 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,707.75 |
3,634.50 |
3,275.25 |
|
| R3 |
3,510.75 |
3,437.50 |
3,221.25 |
|
| R2 |
3,313.75 |
3,313.75 |
3,203.00 |
|
| R1 |
3,240.50 |
3,240.50 |
3,185.00 |
3,277.00 |
| PP |
3,116.75 |
3,116.75 |
3,116.75 |
3,135.25 |
| S1 |
3,043.50 |
3,043.50 |
3,149.00 |
3,080.00 |
| S2 |
2,919.75 |
2,919.75 |
3,131.00 |
|
| S3 |
2,722.75 |
2,846.50 |
3,112.75 |
|
| S4 |
2,525.75 |
2,649.50 |
3,058.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,210.75 |
2,977.00 |
233.75 |
7.8% |
85.00 |
2.8% |
6% |
False |
True |
1,312 |
| 10 |
3,210.75 |
2,977.00 |
233.75 |
7.8% |
66.50 |
2.2% |
6% |
False |
True |
868 |
| 20 |
3,210.75 |
2,745.75 |
465.00 |
15.5% |
65.75 |
2.2% |
53% |
False |
False |
1,859 |
| 40 |
3,210.75 |
2,707.25 |
503.50 |
16.8% |
68.25 |
2.3% |
56% |
False |
False |
1,631 |
| 60 |
3,210.75 |
2,168.25 |
1,042.50 |
34.9% |
89.00 |
3.0% |
79% |
False |
False |
1,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,978.50 |
|
2.618 |
3,667.25 |
|
1.618 |
3,476.50 |
|
1.000 |
3,358.50 |
|
0.618 |
3,285.75 |
|
HIGH |
3,167.75 |
|
0.618 |
3,095.00 |
|
0.500 |
3,072.50 |
|
0.382 |
3,049.75 |
|
LOW |
2,977.00 |
|
0.618 |
2,859.00 |
|
1.000 |
2,786.25 |
|
1.618 |
2,668.25 |
|
2.618 |
2,477.50 |
|
4.250 |
2,166.25 |
|
|