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 |
9,859.67 |
10,037.98 |
178.31 |
1.8% |
9,526.43 |
High |
10,006.90 |
10,155.20 |
148.30 |
1.5% |
9,846.63 |
Low |
9,859.00 |
10,022.44 |
163.44 |
1.7% |
9,511.88 |
Close |
9,967.17 |
10,094.26 |
127.09 |
1.3% |
9,824.39 |
Range |
147.90 |
132.76 |
-15.14 |
-10.2% |
334.75 |
ATR |
183.80 |
184.10 |
0.30 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,488.91 |
10,424.35 |
10,167.28 |
|
R3 |
10,356.15 |
10,291.59 |
10,130.77 |
|
R2 |
10,223.39 |
10,223.39 |
10,118.60 |
|
R1 |
10,158.83 |
10,158.83 |
10,106.43 |
10,191.11 |
PP |
10,090.63 |
10,090.63 |
10,090.63 |
10,106.78 |
S1 |
10,026.07 |
10,026.07 |
10,082.09 |
10,058.35 |
S2 |
9,957.87 |
9,957.87 |
10,069.92 |
|
S3 |
9,825.11 |
9,893.31 |
10,057.75 |
|
S4 |
9,692.35 |
9,760.55 |
10,021.24 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,731.88 |
10,612.89 |
10,008.50 |
|
R3 |
10,397.13 |
10,278.14 |
9,916.45 |
|
R2 |
10,062.38 |
10,062.38 |
9,885.76 |
|
R1 |
9,943.39 |
9,943.39 |
9,855.08 |
10,002.89 |
PP |
9,727.63 |
9,727.63 |
9,727.63 |
9,757.38 |
S1 |
9,608.64 |
9,608.64 |
9,793.70 |
9,668.14 |
S2 |
9,392.88 |
9,392.88 |
9,763.02 |
|
S3 |
9,058.13 |
9,273.89 |
9,732.33 |
|
S4 |
8,723.38 |
8,939.14 |
9,640.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,155.20 |
9,577.71 |
577.49 |
5.7% |
156.55 |
1.6% |
89% |
True |
False |
|
10 |
10,155.20 |
9,379.93 |
775.27 |
7.7% |
147.30 |
1.5% |
92% |
True |
False |
|
20 |
10,155.20 |
8,860.77 |
1,294.43 |
12.8% |
163.13 |
1.6% |
95% |
True |
False |
|
40 |
10,155.20 |
8,359.84 |
1,795.36 |
17.8% |
165.47 |
1.6% |
97% |
True |
False |
|
60 |
10,155.20 |
6,771.91 |
3,383.29 |
33.5% |
215.36 |
2.1% |
98% |
True |
False |
|
80 |
10,155.20 |
6,771.91 |
3,383.29 |
33.5% |
243.90 |
2.4% |
98% |
True |
False |
|
100 |
10,155.20 |
6,771.91 |
3,383.29 |
33.5% |
215.61 |
2.1% |
98% |
True |
False |
|
120 |
10,155.20 |
6,771.91 |
3,383.29 |
33.5% |
190.72 |
1.9% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,719.43 |
2.618 |
10,502.77 |
1.618 |
10,370.01 |
1.000 |
10,287.96 |
0.618 |
10,237.25 |
HIGH |
10,155.20 |
0.618 |
10,104.49 |
0.500 |
10,088.82 |
0.382 |
10,073.15 |
LOW |
10,022.44 |
0.618 |
9,940.39 |
1.000 |
9,889.68 |
1.618 |
9,807.63 |
2.618 |
9,674.87 |
4.250 |
9,458.21 |
|
|
Fisher Pivots for day following 10-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10,092.45 |
10,047.69 |
PP |
10,090.63 |
10,001.11 |
S1 |
10,088.82 |
9,954.54 |
|