Trading Metrics calculated at close of trading on 09-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,684.32 |
1,697.87 |
13.55 |
0.8% |
1,728.81 |
High |
1,700.06 |
1,719.88 |
19.82 |
1.2% |
1,743.90 |
Low |
1,678.27 |
1,692.92 |
14.65 |
0.9% |
1,672.80 |
Close |
1,697.91 |
1,714.13 |
16.22 |
1.0% |
1,684.37 |
Range |
21.79 |
26.96 |
5.17 |
23.7% |
71.10 |
ATR |
24.49 |
24.67 |
0.18 |
0.7% |
0.00 |
Volume |
5,299 |
5,723 |
424 |
8.0% |
29,555 |
|
Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.86 |
1,778.95 |
1,728.96 |
|
R3 |
1,762.90 |
1,751.99 |
1,721.54 |
|
R2 |
1,735.94 |
1,735.94 |
1,719.07 |
|
R1 |
1,725.03 |
1,725.03 |
1,716.60 |
1,730.49 |
PP |
1,708.98 |
1,708.98 |
1,708.98 |
1,711.70 |
S1 |
1,698.07 |
1,698.07 |
1,711.66 |
1,703.53 |
S2 |
1,682.02 |
1,682.02 |
1,709.19 |
|
S3 |
1,655.06 |
1,671.11 |
1,706.72 |
|
S4 |
1,628.10 |
1,644.15 |
1,699.30 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.66 |
1,870.11 |
1,723.48 |
|
R3 |
1,842.56 |
1,799.01 |
1,703.92 |
|
R2 |
1,771.46 |
1,771.46 |
1,697.41 |
|
R1 |
1,727.91 |
1,727.91 |
1,690.89 |
1,714.14 |
PP |
1,700.36 |
1,700.36 |
1,700.36 |
1,693.47 |
S1 |
1,656.81 |
1,656.81 |
1,677.85 |
1,643.04 |
S2 |
1,629.26 |
1,629.26 |
1,671.34 |
|
S3 |
1,558.16 |
1,585.71 |
1,664.82 |
|
S4 |
1,487.06 |
1,514.61 |
1,645.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,730.86 |
1,672.80 |
58.06 |
3.4% |
31.04 |
1.8% |
71% |
False |
False |
5,598 |
10 |
1,743.90 |
1,672.80 |
71.10 |
4.1% |
25.10 |
1.5% |
58% |
False |
False |
5,694 |
20 |
1,764.12 |
1,672.80 |
91.32 |
5.3% |
22.68 |
1.3% |
45% |
False |
False |
5,690 |
40 |
1,764.12 |
1,663.76 |
100.36 |
5.9% |
23.98 |
1.4% |
50% |
False |
False |
5,899 |
60 |
1,764.12 |
1,463.91 |
300.21 |
17.5% |
28.62 |
1.7% |
83% |
False |
False |
5,717 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
32.82 |
1.9% |
84% |
False |
False |
5,771 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
29.05 |
1.7% |
84% |
False |
False |
6,030 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
26.90 |
1.6% |
84% |
False |
False |
6,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,834.46 |
2.618 |
1,790.46 |
1.618 |
1,763.50 |
1.000 |
1,746.84 |
0.618 |
1,736.54 |
HIGH |
1,719.88 |
0.618 |
1,709.58 |
0.500 |
1,706.40 |
0.382 |
1,703.22 |
LOW |
1,692.92 |
0.618 |
1,676.26 |
1.000 |
1,665.96 |
1.618 |
1,649.30 |
2.618 |
1,622.34 |
4.250 |
1,578.34 |
|
|
Fisher Pivots for day following 09-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,711.55 |
1,708.20 |
PP |
1,708.98 |
1,702.27 |
S1 |
1,706.40 |
1,696.34 |
|