| 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 |
3,258.0 |
3,312.0 |
54.0 |
1.7% |
3,069.0 |
| High |
3,285.0 |
3,312.0 |
27.0 |
0.8% |
3,344.0 |
| Low |
3,258.0 |
3,249.0 |
-9.0 |
-0.3% |
3,065.0 |
| Close |
3,283.0 |
3,262.0 |
-21.0 |
-0.6% |
3,344.0 |
| Range |
27.0 |
63.0 |
36.0 |
133.3% |
279.0 |
| ATR |
63.1 |
63.1 |
0.0 |
0.0% |
0.0 |
| Volume |
6,537 |
7,078 |
541 |
8.3% |
32,612 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,463.3 |
3,425.7 |
3,296.7 |
|
| R3 |
3,400.3 |
3,362.7 |
3,279.3 |
|
| R2 |
3,337.3 |
3,337.3 |
3,273.6 |
|
| R1 |
3,299.7 |
3,299.7 |
3,267.8 |
3,287.0 |
| PP |
3,274.3 |
3,274.3 |
3,274.3 |
3,268.0 |
| S1 |
3,236.7 |
3,236.7 |
3,256.2 |
3,224.0 |
| S2 |
3,211.3 |
3,211.3 |
3,250.5 |
|
| S3 |
3,148.3 |
3,173.7 |
3,244.7 |
|
| S4 |
3,085.3 |
3,110.7 |
3,227.4 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,088.0 |
3,995.0 |
3,497.5 |
|
| R3 |
3,809.0 |
3,716.0 |
3,420.7 |
|
| R2 |
3,530.0 |
3,530.0 |
3,395.2 |
|
| R1 |
3,437.0 |
3,437.0 |
3,369.6 |
3,483.5 |
| PP |
3,251.0 |
3,251.0 |
3,251.0 |
3,274.3 |
| S1 |
3,158.0 |
3,158.0 |
3,318.4 |
3,204.5 |
| S2 |
2,972.0 |
2,972.0 |
3,292.9 |
|
| S3 |
2,693.0 |
2,879.0 |
3,267.3 |
|
| S4 |
2,414.0 |
2,600.0 |
3,190.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,344.0 |
3,196.0 |
148.0 |
4.5% |
29.4 |
0.9% |
45% |
False |
False |
7,336 |
| 10 |
3,344.0 |
3,003.0 |
341.0 |
10.5% |
26.6 |
0.8% |
76% |
False |
False |
6,567 |
| 20 |
3,344.0 |
2,665.0 |
679.0 |
20.8% |
31.7 |
1.0% |
88% |
False |
False |
9,378 |
| 40 |
3,344.0 |
2,665.0 |
679.0 |
20.8% |
29.4 |
0.9% |
88% |
False |
False |
9,974 |
| 60 |
3,344.0 |
2,293.0 |
1,051.0 |
32.2% |
21.4 |
0.7% |
92% |
False |
False |
12,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,579.8 |
|
2.618 |
3,476.9 |
|
1.618 |
3,413.9 |
|
1.000 |
3,375.0 |
|
0.618 |
3,350.9 |
|
HIGH |
3,312.0 |
|
0.618 |
3,287.9 |
|
0.500 |
3,280.5 |
|
0.382 |
3,273.1 |
|
LOW |
3,249.0 |
|
0.618 |
3,210.1 |
|
1.000 |
3,186.0 |
|
1.618 |
3,147.1 |
|
2.618 |
3,084.1 |
|
4.250 |
2,981.3 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,280.5 |
3,294.0 |
| PP |
3,274.3 |
3,283.3 |
| S1 |
3,268.2 |
3,272.7 |
|