| 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 |
9,907.56 |
9,785.58 |
-121.98 |
-1.2% |
9,807.98 |
| High |
9,978.19 |
9,849.01 |
-129.18 |
-1.3% |
10,155.20 |
| Low |
9,586.25 |
9,499.10 |
-87.15 |
-0.9% |
9,499.10 |
| Close |
9,588.48 |
9,663.77 |
75.29 |
0.8% |
9,663.77 |
| Range |
391.94 |
349.91 |
-42.03 |
-10.7% |
656.10 |
| ATR |
207.23 |
217.43 |
10.19 |
4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,720.36 |
10,541.97 |
9,856.22 |
|
| R3 |
10,370.45 |
10,192.06 |
9,760.00 |
|
| R2 |
10,020.54 |
10,020.54 |
9,727.92 |
|
| R1 |
9,842.15 |
9,842.15 |
9,695.85 |
9,756.39 |
| PP |
9,670.63 |
9,670.63 |
9,670.63 |
9,627.75 |
| S1 |
9,492.24 |
9,492.24 |
9,631.69 |
9,406.48 |
| S2 |
9,320.72 |
9,320.72 |
9,599.62 |
|
| S3 |
8,970.81 |
9,142.33 |
9,567.54 |
|
| S4 |
8,620.90 |
8,792.42 |
9,471.32 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,740.99 |
11,358.48 |
10,024.63 |
|
| R3 |
11,084.89 |
10,702.38 |
9,844.20 |
|
| R2 |
10,428.79 |
10,428.79 |
9,784.06 |
|
| R1 |
10,046.28 |
10,046.28 |
9,723.91 |
9,909.49 |
| PP |
9,772.69 |
9,772.69 |
9,772.69 |
9,704.29 |
| S1 |
9,390.18 |
9,390.18 |
9,603.63 |
9,253.39 |
| S2 |
9,116.59 |
9,116.59 |
9,543.49 |
|
| S3 |
8,460.49 |
8,734.08 |
9,483.34 |
|
| S4 |
7,804.39 |
8,077.98 |
9,302.92 |
|
|
| 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 |
9,499.10 |
656.10 |
6.8% |
234.63 |
2.4% |
25% |
False |
True |
|
| 10 |
10,155.20 |
9,499.10 |
656.10 |
6.8% |
184.76 |
1.9% |
25% |
False |
True |
|
| 20 |
10,155.20 |
8,958.08 |
1,197.12 |
12.4% |
172.40 |
1.8% |
59% |
False |
False |
|
| 40 |
10,155.20 |
8,359.84 |
1,795.36 |
18.6% |
175.18 |
1.8% |
73% |
False |
False |
|
| 60 |
10,155.20 |
6,771.91 |
3,383.29 |
35.0% |
209.56 |
2.2% |
85% |
False |
False |
|
| 80 |
10,155.20 |
6,771.91 |
3,383.29 |
35.0% |
251.41 |
2.6% |
85% |
False |
False |
|
| 100 |
10,155.20 |
6,771.91 |
3,383.29 |
35.0% |
222.00 |
2.3% |
85% |
False |
False |
|
| 120 |
10,155.20 |
6,771.91 |
3,383.29 |
35.0% |
196.24 |
2.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,336.13 |
|
2.618 |
10,765.07 |
|
1.618 |
10,415.16 |
|
1.000 |
10,198.92 |
|
0.618 |
10,065.25 |
|
HIGH |
9,849.01 |
|
0.618 |
9,715.34 |
|
0.500 |
9,674.06 |
|
0.382 |
9,632.77 |
|
LOW |
9,499.10 |
|
0.618 |
9,282.86 |
|
1.000 |
9,149.19 |
|
1.618 |
8,932.95 |
|
2.618 |
8,583.04 |
|
4.250 |
8,011.98 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,674.06 |
9,827.15 |
| PP |
9,670.63 |
9,772.69 |
| S1 |
9,667.20 |
9,718.23 |
|