| 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 |
1,706.1 |
1,724.9 |
18.8 |
1.1% |
1,763.1 |
| High |
1,726.0 |
1,747.5 |
21.5 |
1.2% |
1,774.5 |
| Low |
1,700.1 |
1,715.9 |
15.8 |
0.9% |
1,690.1 |
| Close |
1,723.8 |
1,740.3 |
16.5 |
1.0% |
1,701.9 |
| Range |
25.9 |
31.6 |
5.7 |
22.0% |
84.4 |
| ATR |
32.5 |
32.5 |
-0.1 |
-0.2% |
0.0 |
| Volume |
4,831 |
6,818 |
1,987 |
41.1% |
31,467 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,829.4 |
1,816.4 |
1,757.7 |
|
| R3 |
1,797.8 |
1,784.8 |
1,749.0 |
|
| R2 |
1,766.2 |
1,766.2 |
1,746.1 |
|
| R1 |
1,753.2 |
1,753.2 |
1,743.2 |
1,759.7 |
| PP |
1,734.6 |
1,734.6 |
1,734.6 |
1,737.8 |
| S1 |
1,721.6 |
1,721.6 |
1,737.4 |
1,728.1 |
| S2 |
1,703.0 |
1,703.0 |
1,734.5 |
|
| S3 |
1,671.4 |
1,690.0 |
1,731.6 |
|
| S4 |
1,639.8 |
1,658.4 |
1,722.9 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,975.4 |
1,923.0 |
1,748.3 |
|
| R3 |
1,891.0 |
1,838.6 |
1,725.1 |
|
| R2 |
1,806.6 |
1,806.6 |
1,717.4 |
|
| R1 |
1,754.2 |
1,754.2 |
1,709.6 |
1,738.2 |
| PP |
1,722.2 |
1,722.2 |
1,722.2 |
1,714.2 |
| S1 |
1,669.8 |
1,669.8 |
1,694.2 |
1,653.8 |
| S2 |
1,637.8 |
1,637.8 |
1,686.4 |
|
| S3 |
1,553.4 |
1,585.4 |
1,678.7 |
|
| S4 |
1,469.0 |
1,501.0 |
1,655.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,754.1 |
1,690.1 |
64.0 |
3.7% |
36.9 |
2.1% |
78% |
False |
False |
6,967 |
| 10 |
1,774.5 |
1,690.1 |
84.4 |
4.8% |
31.4 |
1.8% |
59% |
False |
False |
5,978 |
| 20 |
1,800.0 |
1,690.1 |
109.9 |
6.3% |
29.1 |
1.7% |
46% |
False |
False |
5,710 |
| 40 |
1,800.0 |
1,670.3 |
129.7 |
7.5% |
31.7 |
1.8% |
54% |
False |
False |
5,037 |
| 60 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
41.5 |
2.4% |
83% |
False |
False |
4,871 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
40.8 |
2.3% |
83% |
False |
False |
4,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,881.8 |
|
2.618 |
1,830.2 |
|
1.618 |
1,798.6 |
|
1.000 |
1,779.1 |
|
0.618 |
1,767.0 |
|
HIGH |
1,747.5 |
|
0.618 |
1,735.4 |
|
0.500 |
1,731.7 |
|
0.382 |
1,728.0 |
|
LOW |
1,715.9 |
|
0.618 |
1,696.4 |
|
1.000 |
1,684.3 |
|
1.618 |
1,664.8 |
|
2.618 |
1,633.2 |
|
4.250 |
1,581.6 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,737.4 |
1,733.1 |
| PP |
1,734.6 |
1,726.0 |
| S1 |
1,731.7 |
1,718.8 |
|