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 |
27,447.37 |
27,251.89 |
-195.48 |
-0.7% |
25,342.99 |
High |
27,447.37 |
27,355.22 |
-92.15 |
-0.3% |
27,338.30 |
Low |
27,151.06 |
26,938.05 |
-213.01 |
-0.8% |
25,220.66 |
Close |
27,272.30 |
26,989.99 |
-282.31 |
-1.0% |
27,110.98 |
Range |
296.31 |
417.17 |
120.86 |
40.8% |
2,117.64 |
ATR |
534.47 |
526.09 |
-8.38 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,345.93 |
28,085.13 |
27,219.43 |
|
R3 |
27,928.76 |
27,667.96 |
27,104.71 |
|
R2 |
27,511.59 |
27,511.59 |
27,066.47 |
|
R1 |
27,250.79 |
27,250.79 |
27,028.23 |
27,172.61 |
PP |
27,094.42 |
27,094.42 |
27,094.42 |
27,055.33 |
S1 |
26,833.62 |
26,833.62 |
26,951.75 |
26,755.44 |
S2 |
26,677.25 |
26,677.25 |
26,913.51 |
|
S3 |
26,260.08 |
26,416.45 |
26,875.27 |
|
S4 |
25,842.91 |
25,999.28 |
26,760.55 |
|
|
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 |
26,082.31 |
1,497.90 |
5.5% |
372.90 |
1.4% |
61% |
False |
False |
|
10 |
27,580.21 |
25,031.67 |
2,548.54 |
9.4% |
365.41 |
1.4% |
77% |
False |
False |
|
20 |
27,580.21 |
22,789.62 |
4,790.59 |
17.7% |
411.08 |
1.5% |
88% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
17.7% |
400.28 |
1.5% |
88% |
False |
False |
|
60 |
27,580.21 |
18,213.65 |
9,366.56 |
34.7% |
585.75 |
2.2% |
94% |
False |
False |
|
80 |
29,409.09 |
18,213.65 |
11,195.44 |
41.5% |
679.38 |
2.5% |
78% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
42.1% |
593.99 |
2.2% |
77% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.1% |
522.92 |
1.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,128.19 |
2.618 |
28,447.37 |
1.618 |
28,030.20 |
1.000 |
27,772.39 |
0.618 |
27,613.03 |
HIGH |
27,355.22 |
0.618 |
27,195.86 |
0.500 |
27,146.64 |
0.382 |
27,097.41 |
LOW |
26,938.05 |
0.618 |
26,680.24 |
1.000 |
26,520.88 |
1.618 |
26,263.07 |
2.618 |
25,845.90 |
4.250 |
25,165.08 |
|
|
Fisher Pivots for day following 10-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
27,146.64 |
27,259.13 |
PP |
27,094.42 |
27,169.42 |
S1 |
27,042.21 |
27,079.70 |
|