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 |
27,232.93 |
27,447.37 |
214.44 |
0.8% |
25,342.99 |
High |
27,580.21 |
27,447.37 |
-132.84 |
-0.5% |
27,338.30 |
Low |
27,232.48 |
27,151.06 |
-81.42 |
-0.3% |
25,220.66 |
Close |
27,572.44 |
27,272.30 |
-300.14 |
-1.1% |
27,110.98 |
Range |
347.73 |
296.31 |
-51.42 |
-14.8% |
2,117.64 |
ATR |
543.17 |
534.47 |
-8.70 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,179.17 |
28,022.05 |
27,435.27 |
|
R3 |
27,882.86 |
27,725.74 |
27,353.79 |
|
R2 |
27,586.55 |
27,586.55 |
27,326.62 |
|
R1 |
27,429.43 |
27,429.43 |
27,299.46 |
27,359.84 |
PP |
27,290.24 |
27,290.24 |
27,290.24 |
27,255.45 |
S1 |
27,133.12 |
27,133.12 |
27,245.14 |
27,063.53 |
S2 |
26,993.93 |
26,993.93 |
27,217.98 |
|
S3 |
26,697.62 |
26,836.81 |
27,190.81 |
|
S4 |
26,401.31 |
26,540.50 |
27,109.33 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,909.57 |
32,127.91 |
28,275.68 |
|
R3 |
30,791.93 |
30,010.27 |
27,693.33 |
|
R2 |
28,674.29 |
28,674.29 |
27,499.21 |
|
R1 |
27,892.63 |
27,892.63 |
27,305.10 |
28,283.46 |
PP |
26,556.65 |
26,556.65 |
26,556.65 |
26,752.06 |
S1 |
25,774.99 |
25,774.99 |
26,916.86 |
26,165.82 |
S2 |
24,439.01 |
24,439.01 |
26,722.75 |
|
S3 |
22,321.37 |
23,657.35 |
26,528.63 |
|
S4 |
20,203.73 |
21,539.71 |
25,946.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,580.21 |
25,906.88 |
1,673.33 |
6.1% |
375.64 |
1.4% |
82% |
False |
False |
|
10 |
27,580.21 |
25,009.87 |
2,570.34 |
9.4% |
377.86 |
1.4% |
88% |
False |
False |
|
20 |
27,580.21 |
22,789.62 |
4,790.59 |
17.6% |
421.25 |
1.5% |
94% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
17.6% |
398.78 |
1.5% |
94% |
False |
False |
|
60 |
27,580.21 |
18,213.65 |
9,366.56 |
34.3% |
606.30 |
2.2% |
97% |
False |
False |
|
80 |
29,463.04 |
18,213.65 |
11,249.39 |
41.2% |
676.41 |
2.5% |
81% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
41.6% |
591.50 |
2.2% |
80% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
41.6% |
520.35 |
1.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,706.69 |
2.618 |
28,223.11 |
1.618 |
27,926.80 |
1.000 |
27,743.68 |
0.618 |
27,630.49 |
HIGH |
27,447.37 |
0.618 |
27,334.18 |
0.500 |
27,299.22 |
0.382 |
27,264.25 |
LOW |
27,151.06 |
0.618 |
26,967.94 |
1.000 |
26,854.75 |
1.618 |
26,671.63 |
2.618 |
26,375.32 |
4.250 |
25,891.74 |
|
|
Fisher Pivots for day following 09-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
27,299.22 |
27,251.04 |
PP |
27,290.24 |
27,229.77 |
S1 |
27,281.27 |
27,208.51 |
|