| 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 |
27,406 |
27,146 |
-260 |
-0.9% |
25,336 |
| High |
27,491 |
27,352 |
-139 |
-0.5% |
27,192 |
| Low |
27,000 |
26,774 |
-226 |
-0.8% |
24,970 |
| Close |
27,132 |
26,832 |
-300 |
-1.1% |
26,937 |
| Range |
491 |
578 |
87 |
17.7% |
2,222 |
| ATR |
614 |
612 |
-3 |
-0.4% |
0 |
| Volume |
1,209 |
2,479 |
1,270 |
105.0% |
3,052 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,720 |
28,354 |
27,150 |
|
| R3 |
28,142 |
27,776 |
26,991 |
|
| R2 |
27,564 |
27,564 |
26,938 |
|
| R1 |
27,198 |
27,198 |
26,885 |
27,092 |
| PP |
26,986 |
26,986 |
26,986 |
26,933 |
| S1 |
26,620 |
26,620 |
26,779 |
26,514 |
| S2 |
26,408 |
26,408 |
26,726 |
|
| S3 |
25,830 |
26,042 |
26,673 |
|
| S4 |
25,252 |
25,464 |
26,514 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,032 |
32,207 |
28,159 |
|
| R3 |
30,810 |
29,985 |
27,548 |
|
| R2 |
28,588 |
28,588 |
27,344 |
|
| R1 |
27,763 |
27,763 |
27,141 |
28,176 |
| PP |
26,366 |
26,366 |
26,366 |
26,573 |
| S1 |
25,541 |
25,541 |
26,733 |
25,954 |
| S2 |
24,144 |
24,144 |
26,530 |
|
| S3 |
21,922 |
23,319 |
26,326 |
|
| S4 |
19,700 |
21,097 |
25,715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,491 |
25,934 |
1,557 |
5.8% |
600 |
2.2% |
58% |
False |
False |
1,240 |
| 10 |
27,491 |
24,871 |
2,620 |
9.8% |
543 |
2.0% |
75% |
False |
False |
842 |
| 20 |
27,491 |
22,629 |
4,862 |
18.1% |
583 |
2.2% |
86% |
False |
False |
538 |
| 40 |
27,491 |
22,629 |
4,862 |
18.1% |
588 |
2.2% |
86% |
False |
False |
327 |
| 60 |
27,491 |
17,992 |
9,499 |
35.4% |
816 |
3.0% |
93% |
False |
False |
307 |
| 80 |
29,375 |
17,992 |
11,383 |
42.4% |
908 |
3.4% |
78% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,809 |
|
2.618 |
28,865 |
|
1.618 |
28,287 |
|
1.000 |
27,930 |
|
0.618 |
27,709 |
|
HIGH |
27,352 |
|
0.618 |
27,131 |
|
0.500 |
27,063 |
|
0.382 |
26,995 |
|
LOW |
26,774 |
|
0.618 |
26,417 |
|
1.000 |
26,196 |
|
1.618 |
25,839 |
|
2.618 |
25,261 |
|
4.250 |
24,318 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,063 |
27,133 |
| PP |
26,986 |
27,032 |
| S1 |
26,909 |
26,932 |
|