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 |
1,697.87 |
1,714.00 |
16.13 |
1.0% |
1,728.81 |
High |
1,719.88 |
1,738.54 |
18.66 |
1.1% |
1,743.90 |
Low |
1,692.92 |
1,711.98 |
19.06 |
1.1% |
1,672.80 |
Close |
1,714.13 |
1,737.54 |
23.41 |
1.4% |
1,684.37 |
Range |
26.96 |
26.56 |
-0.40 |
-1.5% |
71.10 |
ATR |
24.67 |
24.81 |
0.13 |
0.5% |
0.00 |
Volume |
5,723 |
5,438 |
-285 |
-5.0% |
29,555 |
|
Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.03 |
1,799.85 |
1,752.15 |
|
R3 |
1,782.47 |
1,773.29 |
1,744.84 |
|
R2 |
1,755.91 |
1,755.91 |
1,742.41 |
|
R1 |
1,746.73 |
1,746.73 |
1,739.97 |
1,751.32 |
PP |
1,729.35 |
1,729.35 |
1,729.35 |
1,731.65 |
S1 |
1,720.17 |
1,720.17 |
1,735.11 |
1,724.76 |
S2 |
1,702.79 |
1,702.79 |
1,732.67 |
|
S3 |
1,676.23 |
1,693.61 |
1,730.24 |
|
S4 |
1,649.67 |
1,667.05 |
1,722.93 |
|
|
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 |
1,738.54 |
1,672.80 |
65.74 |
3.8% |
28.18 |
1.6% |
98% |
True |
False |
5,562 |
10 |
1,743.90 |
1,672.80 |
71.10 |
4.1% |
25.73 |
1.5% |
91% |
False |
False |
5,694 |
20 |
1,764.12 |
1,672.80 |
91.32 |
5.3% |
23.19 |
1.3% |
71% |
False |
False |
5,672 |
40 |
1,764.12 |
1,663.76 |
100.36 |
5.8% |
24.15 |
1.4% |
74% |
False |
False |
5,881 |
60 |
1,764.12 |
1,463.91 |
300.21 |
17.3% |
27.94 |
1.6% |
91% |
False |
False |
5,686 |
80 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
33.00 |
1.9% |
91% |
False |
False |
5,747 |
100 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
29.23 |
1.7% |
91% |
False |
False |
6,010 |
120 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
27.05 |
1.6% |
91% |
False |
False |
6,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.42 |
2.618 |
1,808.07 |
1.618 |
1,781.51 |
1.000 |
1,765.10 |
0.618 |
1,754.95 |
HIGH |
1,738.54 |
0.618 |
1,728.39 |
0.500 |
1,725.26 |
0.382 |
1,722.13 |
LOW |
1,711.98 |
0.618 |
1,695.57 |
1.000 |
1,685.42 |
1.618 |
1,669.01 |
2.618 |
1,642.45 |
4.250 |
1,599.10 |
|
|
Fisher Pivots for day following 10-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,733.45 |
1,727.83 |
PP |
1,729.35 |
1,718.12 |
S1 |
1,725.26 |
1,708.41 |
|