| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,764.9 |
1,751.7 |
-13.2 |
-0.7% |
1,706.1 |
| High |
1,772.6 |
1,770.5 |
-2.1 |
-0.1% |
1,772.6 |
| Low |
1,746.0 |
1,746.9 |
0.9 |
0.1% |
1,700.1 |
| Close |
1,757.6 |
1,755.2 |
-2.4 |
-0.1% |
1,755.2 |
| Range |
26.6 |
23.6 |
-3.0 |
-11.3% |
72.5 |
| ATR |
32.7 |
32.0 |
-0.6 |
-2.0% |
0.0 |
| Volume |
6,567 |
3,612 |
-2,955 |
-45.0% |
29,972 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,828.3 |
1,815.4 |
1,768.2 |
|
| R3 |
1,804.7 |
1,791.8 |
1,761.7 |
|
| R2 |
1,781.1 |
1,781.1 |
1,759.5 |
|
| R1 |
1,768.2 |
1,768.2 |
1,757.4 |
1,774.7 |
| PP |
1,757.5 |
1,757.5 |
1,757.5 |
1,760.8 |
| S1 |
1,744.6 |
1,744.6 |
1,753.0 |
1,751.1 |
| S2 |
1,733.9 |
1,733.9 |
1,750.9 |
|
| S3 |
1,710.3 |
1,721.0 |
1,748.7 |
|
| S4 |
1,686.7 |
1,697.4 |
1,742.2 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.1 |
1,930.2 |
1,795.1 |
|
| R3 |
1,887.6 |
1,857.7 |
1,775.1 |
|
| R2 |
1,815.1 |
1,815.1 |
1,768.5 |
|
| R1 |
1,785.2 |
1,785.2 |
1,761.8 |
1,800.2 |
| PP |
1,742.6 |
1,742.6 |
1,742.6 |
1,750.1 |
| S1 |
1,712.7 |
1,712.7 |
1,748.6 |
1,727.7 |
| S2 |
1,670.1 |
1,670.1 |
1,741.9 |
|
| S3 |
1,597.6 |
1,640.2 |
1,735.3 |
|
| S4 |
1,525.1 |
1,567.7 |
1,715.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,772.6 |
1,700.1 |
72.5 |
4.1% |
28.4 |
1.6% |
76% |
False |
False |
5,994 |
| 10 |
1,774.5 |
1,690.1 |
84.4 |
4.8% |
32.0 |
1.8% |
77% |
False |
False |
6,143 |
| 20 |
1,800.0 |
1,690.1 |
109.9 |
6.3% |
29.6 |
1.7% |
59% |
False |
False |
5,825 |
| 40 |
1,800.0 |
1,670.3 |
129.7 |
7.4% |
31.1 |
1.8% |
65% |
False |
False |
5,125 |
| 60 |
1,800.0 |
1,468.0 |
332.0 |
18.9% |
38.4 |
2.2% |
87% |
False |
False |
5,033 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.4% |
41.3 |
2.4% |
87% |
False |
False |
4,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,870.8 |
|
2.618 |
1,832.3 |
|
1.618 |
1,808.7 |
|
1.000 |
1,794.1 |
|
0.618 |
1,785.1 |
|
HIGH |
1,770.5 |
|
0.618 |
1,761.5 |
|
0.500 |
1,758.7 |
|
0.382 |
1,755.9 |
|
LOW |
1,746.9 |
|
0.618 |
1,732.3 |
|
1.000 |
1,723.3 |
|
1.618 |
1,708.7 |
|
2.618 |
1,685.1 |
|
4.250 |
1,646.6 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,758.7 |
1,754.4 |
| PP |
1,757.5 |
1,753.5 |
| S1 |
1,756.4 |
1,752.7 |
|