| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,983.65 |
9,998.86 |
15.21 |
0.2% |
9,807.98 |
| High |
10,010.89 |
10,058.65 |
47.76 |
0.5% |
10,155.20 |
| Low |
9,806.78 |
9,953.31 |
146.53 |
1.5% |
9,499.10 |
| Close |
9,949.37 |
9,982.48 |
33.11 |
0.3% |
9,663.77 |
| Range |
204.11 |
105.34 |
-98.77 |
-48.4% |
656.10 |
| ATR |
225.40 |
217.11 |
-8.29 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,314.17 |
10,253.66 |
10,040.42 |
|
| R3 |
10,208.83 |
10,148.32 |
10,011.45 |
|
| R2 |
10,103.49 |
10,103.49 |
10,001.79 |
|
| R1 |
10,042.98 |
10,042.98 |
9,992.14 |
10,020.57 |
| PP |
9,998.15 |
9,998.15 |
9,998.15 |
9,986.94 |
| S1 |
9,937.64 |
9,937.64 |
9,972.82 |
9,915.23 |
| S2 |
9,892.81 |
9,892.81 |
9,963.17 |
|
| S3 |
9,787.47 |
9,832.30 |
9,953.51 |
|
| S4 |
9,682.13 |
9,726.96 |
9,924.54 |
|
|
| 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 |
10,058.65 |
9,489.58 |
569.07 |
5.7% |
274.23 |
2.7% |
87% |
True |
False |
|
| 10 |
10,155.20 |
9,489.58 |
665.62 |
6.7% |
215.39 |
2.2% |
74% |
False |
False |
|
| 20 |
10,155.20 |
9,182.45 |
972.75 |
9.7% |
181.65 |
1.8% |
82% |
False |
False |
|
| 40 |
10,155.20 |
8,550.61 |
1,604.59 |
16.1% |
175.71 |
1.8% |
89% |
False |
False |
|
| 60 |
10,155.20 |
7,304.39 |
2,850.81 |
28.6% |
197.29 |
2.0% |
94% |
False |
False |
|
| 80 |
10,155.20 |
6,771.91 |
3,383.29 |
33.9% |
252.41 |
2.5% |
95% |
False |
False |
|
| 100 |
10,155.20 |
6,771.91 |
3,383.29 |
33.9% |
225.19 |
2.3% |
95% |
False |
False |
|
| 120 |
10,155.20 |
6,771.91 |
3,383.29 |
33.9% |
200.85 |
2.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,506.35 |
|
2.618 |
10,334.43 |
|
1.618 |
10,229.09 |
|
1.000 |
10,163.99 |
|
0.618 |
10,123.75 |
|
HIGH |
10,058.65 |
|
0.618 |
10,018.41 |
|
0.500 |
10,005.98 |
|
0.382 |
9,993.55 |
|
LOW |
9,953.31 |
|
0.618 |
9,888.21 |
|
1.000 |
9,847.97 |
|
1.618 |
9,782.87 |
|
2.618 |
9,677.53 |
|
4.250 |
9,505.62 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,005.98 |
9,913.03 |
| PP |
9,998.15 |
9,843.57 |
| S1 |
9,990.31 |
9,774.12 |
|