| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
27,146 |
26,832 |
-314 |
-1.2% |
25,336 |
| High |
27,352 |
26,865 |
-487 |
-1.8% |
27,192 |
| Low |
26,774 |
24,933 |
-1,841 |
-6.9% |
24,970 |
| Close |
26,832 |
25,031 |
-1,801 |
-6.7% |
26,937 |
| Range |
578 |
1,932 |
1,354 |
234.3% |
2,222 |
| ATR |
612 |
706 |
94 |
15.4% |
0 |
| Volume |
2,479 |
15,536 |
13,057 |
526.7% |
3,052 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,406 |
30,150 |
26,094 |
|
| R3 |
29,474 |
28,218 |
25,562 |
|
| R2 |
27,542 |
27,542 |
25,385 |
|
| R1 |
26,286 |
26,286 |
25,208 |
25,948 |
| PP |
25,610 |
25,610 |
25,610 |
25,441 |
| S1 |
24,354 |
24,354 |
24,854 |
24,016 |
| S2 |
23,678 |
23,678 |
24,677 |
|
| S3 |
21,746 |
22,422 |
24,500 |
|
| S4 |
19,814 |
20,490 |
23,969 |
|
|
| 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 |
24,933 |
2,558 |
10.2% |
926 |
3.7% |
4% |
False |
True |
4,258 |
| 10 |
27,491 |
24,871 |
2,620 |
10.5% |
689 |
2.8% |
6% |
False |
False |
2,358 |
| 20 |
27,491 |
22,629 |
4,862 |
19.4% |
640 |
2.6% |
49% |
False |
False |
1,302 |
| 40 |
27,491 |
22,629 |
4,862 |
19.4% |
616 |
2.5% |
49% |
False |
False |
712 |
| 60 |
27,491 |
17,992 |
9,499 |
37.9% |
826 |
3.3% |
74% |
False |
False |
565 |
| 80 |
29,334 |
17,992 |
11,342 |
45.3% |
928 |
3.7% |
62% |
False |
False |
430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,076 |
|
2.618 |
31,923 |
|
1.618 |
29,991 |
|
1.000 |
28,797 |
|
0.618 |
28,059 |
|
HIGH |
26,865 |
|
0.618 |
26,127 |
|
0.500 |
25,899 |
|
0.382 |
25,671 |
|
LOW |
24,933 |
|
0.618 |
23,739 |
|
1.000 |
23,001 |
|
1.618 |
21,807 |
|
2.618 |
19,875 |
|
4.250 |
16,722 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
25,899 |
26,212 |
| PP |
25,610 |
25,818 |
| S1 |
25,320 |
25,425 |
|