| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,673.92 |
9,807.98 |
134.06 |
1.4% |
9,526.43 |
| High |
9,846.63 |
9,904.52 |
57.89 |
0.6% |
9,846.63 |
| Low |
9,659.45 |
9,753.87 |
94.42 |
1.0% |
9,511.88 |
| Close |
9,824.39 |
9,901.52 |
77.13 |
0.8% |
9,824.39 |
| Range |
187.18 |
150.65 |
-36.53 |
-19.5% |
334.75 |
| ATR |
189.32 |
186.56 |
-2.76 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,305.25 |
10,254.04 |
9,984.38 |
|
| R3 |
10,154.60 |
10,103.39 |
9,942.95 |
|
| R2 |
10,003.95 |
10,003.95 |
9,929.14 |
|
| R1 |
9,952.74 |
9,952.74 |
9,915.33 |
9,978.35 |
| PP |
9,853.30 |
9,853.30 |
9,853.30 |
9,866.11 |
| S1 |
9,802.09 |
9,802.09 |
9,887.71 |
9,827.70 |
| S2 |
9,702.65 |
9,702.65 |
9,873.90 |
|
| S3 |
9,552.00 |
9,651.44 |
9,860.09 |
|
| S4 |
9,401.35 |
9,500.79 |
9,818.66 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,731.88 |
10,612.89 |
10,008.50 |
|
| R3 |
10,397.13 |
10,278.14 |
9,916.45 |
|
| R2 |
10,062.38 |
10,062.38 |
9,885.76 |
|
| R1 |
9,943.39 |
9,943.39 |
9,855.08 |
10,002.89 |
| PP |
9,727.63 |
9,727.63 |
9,727.63 |
9,757.38 |
| S1 |
9,608.64 |
9,608.64 |
9,793.70 |
9,668.14 |
| S2 |
9,392.88 |
9,392.88 |
9,763.02 |
|
| S3 |
9,058.13 |
9,273.89 |
9,732.33 |
|
| S4 |
8,723.38 |
8,939.14 |
9,640.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,904.52 |
9,511.88 |
392.64 |
4.0% |
146.21 |
1.5% |
99% |
True |
False |
|
| 10 |
9,904.52 |
9,182.45 |
722.07 |
7.3% |
164.56 |
1.7% |
100% |
True |
False |
|
| 20 |
9,904.52 |
8,860.77 |
1,043.75 |
10.5% |
170.91 |
1.7% |
100% |
True |
False |
|
| 40 |
9,904.52 |
8,158.58 |
1,745.94 |
17.6% |
168.89 |
1.7% |
100% |
True |
False |
|
| 60 |
9,904.52 |
6,771.91 |
3,132.61 |
31.6% |
231.79 |
2.3% |
100% |
True |
False |
|
| 80 |
9,904.52 |
6,771.91 |
3,132.61 |
31.6% |
242.33 |
2.4% |
100% |
True |
False |
|
| 100 |
9,904.52 |
6,771.91 |
3,132.61 |
31.6% |
214.10 |
2.2% |
100% |
True |
False |
|
| 120 |
9,904.52 |
6,771.91 |
3,132.61 |
31.6% |
188.97 |
1.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,544.78 |
|
2.618 |
10,298.92 |
|
1.618 |
10,148.27 |
|
1.000 |
10,055.17 |
|
0.618 |
9,997.62 |
|
HIGH |
9,904.52 |
|
0.618 |
9,846.97 |
|
0.500 |
9,829.20 |
|
0.382 |
9,811.42 |
|
LOW |
9,753.87 |
|
0.618 |
9,660.77 |
|
1.000 |
9,603.22 |
|
1.618 |
9,510.12 |
|
2.618 |
9,359.47 |
|
4.250 |
9,113.61 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,877.41 |
9,848.05 |
| PP |
9,853.30 |
9,794.58 |
| S1 |
9,829.20 |
9,741.12 |
|