| 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 |
9,807.98 |
9,859.67 |
51.69 |
0.5% |
9,526.43 |
| High |
9,904.52 |
10,006.90 |
102.38 |
1.0% |
9,846.63 |
| Low |
9,753.87 |
9,859.00 |
105.13 |
1.1% |
9,511.88 |
| Close |
9,901.52 |
9,967.17 |
65.65 |
0.7% |
9,824.39 |
| Range |
150.65 |
147.90 |
-2.75 |
-1.8% |
334.75 |
| ATR |
186.56 |
183.80 |
-2.76 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,388.06 |
10,325.51 |
10,048.52 |
|
| R3 |
10,240.16 |
10,177.61 |
10,007.84 |
|
| R2 |
10,092.26 |
10,092.26 |
9,994.29 |
|
| R1 |
10,029.71 |
10,029.71 |
9,980.73 |
10,060.99 |
| PP |
9,944.36 |
9,944.36 |
9,944.36 |
9,959.99 |
| S1 |
9,881.81 |
9,881.81 |
9,953.61 |
9,913.09 |
| S2 |
9,796.46 |
9,796.46 |
9,940.06 |
|
| S3 |
9,648.56 |
9,733.91 |
9,926.50 |
|
| S4 |
9,500.66 |
9,586.01 |
9,885.83 |
|
|
| 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 |
10,006.90 |
9,577.71 |
429.19 |
4.3% |
146.15 |
1.5% |
91% |
True |
False |
|
| 10 |
10,006.90 |
9,182.45 |
824.45 |
8.3% |
160.29 |
1.6% |
95% |
True |
False |
|
| 20 |
10,006.90 |
8,860.77 |
1,146.13 |
11.5% |
168.76 |
1.7% |
97% |
True |
False |
|
| 40 |
10,006.90 |
8,359.84 |
1,647.06 |
16.5% |
168.10 |
1.7% |
98% |
True |
False |
|
| 60 |
10,006.90 |
6,771.91 |
3,234.99 |
32.5% |
222.65 |
2.2% |
99% |
True |
False |
|
| 80 |
10,006.90 |
6,771.91 |
3,234.99 |
32.5% |
242.88 |
2.4% |
99% |
True |
False |
|
| 100 |
10,006.90 |
6,771.91 |
3,234.99 |
32.5% |
214.88 |
2.2% |
99% |
True |
False |
|
| 120 |
10,006.90 |
6,771.91 |
3,234.99 |
32.5% |
189.85 |
1.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,635.48 |
|
2.618 |
10,394.10 |
|
1.618 |
10,246.20 |
|
1.000 |
10,154.80 |
|
0.618 |
10,098.30 |
|
HIGH |
10,006.90 |
|
0.618 |
9,950.40 |
|
0.500 |
9,932.95 |
|
0.382 |
9,915.50 |
|
LOW |
9,859.00 |
|
0.618 |
9,767.60 |
|
1.000 |
9,711.10 |
|
1.618 |
9,619.70 |
|
2.618 |
9,471.80 |
|
4.250 |
9,230.43 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,955.76 |
9,922.51 |
| PP |
9,944.36 |
9,877.84 |
| S1 |
9,932.95 |
9,833.18 |
|