| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,038.78 |
3,064.78 |
26.00 |
0.9% |
3,004.08 |
| High |
3,062.18 |
3,081.07 |
18.89 |
0.6% |
3,068.67 |
| Low |
3,031.54 |
3,051.64 |
20.10 |
0.7% |
2,969.75 |
| Close |
3,055.73 |
3,080.82 |
25.09 |
0.8% |
3,044.31 |
| Range |
30.64 |
29.43 |
-1.21 |
-3.9% |
98.92 |
| ATR |
61.37 |
59.09 |
-2.28 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,159.47 |
3,149.57 |
3,097.01 |
|
| R3 |
3,130.04 |
3,120.14 |
3,088.91 |
|
| R2 |
3,100.61 |
3,100.61 |
3,086.22 |
|
| R1 |
3,090.71 |
3,090.71 |
3,083.52 |
3,095.66 |
| PP |
3,071.18 |
3,071.18 |
3,071.18 |
3,073.65 |
| S1 |
3,061.28 |
3,061.28 |
3,078.12 |
3,066.23 |
| S2 |
3,041.75 |
3,041.75 |
3,075.42 |
|
| S3 |
3,012.32 |
3,031.85 |
3,072.73 |
|
| S4 |
2,982.89 |
3,002.42 |
3,064.63 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,324.34 |
3,283.24 |
3,098.72 |
|
| R3 |
3,225.42 |
3,184.32 |
3,071.51 |
|
| R2 |
3,126.50 |
3,126.50 |
3,062.45 |
|
| R1 |
3,085.40 |
3,085.40 |
3,053.38 |
3,105.95 |
| PP |
3,027.58 |
3,027.58 |
3,027.58 |
3,037.85 |
| S1 |
2,986.48 |
2,986.48 |
3,035.24 |
3,007.03 |
| S2 |
2,928.66 |
2,928.66 |
3,026.17 |
|
| S3 |
2,829.74 |
2,887.56 |
3,017.11 |
|
| S4 |
2,730.82 |
2,788.64 |
2,989.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,081.07 |
2,969.75 |
111.32 |
3.6% |
44.45 |
1.4% |
100% |
True |
False |
|
| 10 |
3,081.07 |
2,922.41 |
158.66 |
5.1% |
38.74 |
1.3% |
100% |
True |
False |
|
| 20 |
3,081.07 |
2,766.64 |
314.43 |
10.2% |
45.34 |
1.5% |
100% |
True |
False |
|
| 40 |
3,081.07 |
2,574.57 |
506.50 |
16.4% |
50.47 |
1.6% |
100% |
True |
False |
|
| 60 |
3,081.07 |
2,191.86 |
889.21 |
28.9% |
77.63 |
2.5% |
100% |
True |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
39.0% |
74.21 |
2.4% |
74% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
39.0% |
64.44 |
2.1% |
74% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
39.0% |
56.58 |
1.8% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,206.15 |
|
2.618 |
3,158.12 |
|
1.618 |
3,128.69 |
|
1.000 |
3,110.50 |
|
0.618 |
3,099.26 |
|
HIGH |
3,081.07 |
|
0.618 |
3,069.83 |
|
0.500 |
3,066.36 |
|
0.382 |
3,062.88 |
|
LOW |
3,051.64 |
|
0.618 |
3,033.45 |
|
1.000 |
3,022.21 |
|
1.618 |
3,004.02 |
|
2.618 |
2,974.59 |
|
4.250 |
2,926.56 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,076.00 |
3,067.16 |
| PP |
3,071.18 |
3,053.50 |
| S1 |
3,066.36 |
3,039.84 |
|