| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
10,037.98 |
9,907.56 |
-130.42 |
-1.3% |
9,526.43 |
| High |
10,155.20 |
9,978.19 |
-177.01 |
-1.7% |
9,846.63 |
| Low |
10,022.44 |
9,586.25 |
-436.19 |
-4.4% |
9,511.88 |
| Close |
10,094.26 |
9,588.48 |
-505.78 |
-5.0% |
9,824.39 |
| Range |
132.76 |
391.94 |
259.18 |
195.2% |
334.75 |
| ATR |
184.10 |
207.23 |
23.14 |
12.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,893.46 |
10,632.91 |
9,804.05 |
|
| R3 |
10,501.52 |
10,240.97 |
9,696.26 |
|
| R2 |
10,109.58 |
10,109.58 |
9,660.34 |
|
| R1 |
9,849.03 |
9,849.03 |
9,624.41 |
9,783.34 |
| PP |
9,717.64 |
9,717.64 |
9,717.64 |
9,684.79 |
| S1 |
9,457.09 |
9,457.09 |
9,552.55 |
9,391.40 |
| S2 |
9,325.70 |
9,325.70 |
9,516.62 |
|
| S3 |
8,933.76 |
9,065.15 |
9,480.70 |
|
| S4 |
8,541.82 |
8,673.21 |
9,372.91 |
|
|
| 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 |
10,155.20 |
9,586.25 |
568.95 |
5.9% |
202.09 |
2.1% |
0% |
False |
True |
|
| 10 |
10,155.20 |
9,379.93 |
775.27 |
8.1% |
168.79 |
1.8% |
27% |
False |
False |
|
| 20 |
10,155.20 |
8,860.77 |
1,294.43 |
13.5% |
166.76 |
1.7% |
56% |
False |
False |
|
| 40 |
10,155.20 |
8,359.84 |
1,795.36 |
18.7% |
171.13 |
1.8% |
68% |
False |
False |
|
| 60 |
10,155.20 |
6,771.91 |
3,383.29 |
35.3% |
212.05 |
2.2% |
83% |
False |
False |
|
| 80 |
10,155.20 |
6,771.91 |
3,383.29 |
35.3% |
247.79 |
2.6% |
83% |
False |
False |
|
| 100 |
10,155.20 |
6,771.91 |
3,383.29 |
35.3% |
218.96 |
2.3% |
83% |
False |
False |
|
| 120 |
10,155.20 |
6,771.91 |
3,383.29 |
35.3% |
193.74 |
2.0% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,643.94 |
|
2.618 |
11,004.29 |
|
1.618 |
10,612.35 |
|
1.000 |
10,370.13 |
|
0.618 |
10,220.41 |
|
HIGH |
9,978.19 |
|
0.618 |
9,828.47 |
|
0.500 |
9,782.22 |
|
0.382 |
9,735.97 |
|
LOW |
9,586.25 |
|
0.618 |
9,344.03 |
|
1.000 |
9,194.31 |
|
1.618 |
8,952.09 |
|
2.618 |
8,560.15 |
|
4.250 |
7,920.51 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,782.22 |
9,870.73 |
| PP |
9,717.64 |
9,776.64 |
| S1 |
9,653.06 |
9,682.56 |
|