| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,064.78 |
3,098.90 |
34.12 |
1.1% |
3,004.08 |
| High |
3,081.07 |
3,130.94 |
49.87 |
1.6% |
3,068.67 |
| Low |
3,051.64 |
3,098.90 |
47.26 |
1.5% |
2,969.75 |
| Close |
3,080.82 |
3,122.87 |
42.05 |
1.4% |
3,044.31 |
| Range |
29.43 |
32.04 |
2.61 |
8.9% |
98.92 |
| ATR |
59.09 |
58.45 |
-0.64 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,213.69 |
3,200.32 |
3,140.49 |
|
| R3 |
3,181.65 |
3,168.28 |
3,131.68 |
|
| R2 |
3,149.61 |
3,149.61 |
3,128.74 |
|
| R1 |
3,136.24 |
3,136.24 |
3,125.81 |
3,142.93 |
| PP |
3,117.57 |
3,117.57 |
3,117.57 |
3,120.91 |
| S1 |
3,104.20 |
3,104.20 |
3,119.93 |
3,110.89 |
| S2 |
3,085.53 |
3,085.53 |
3,117.00 |
|
| S3 |
3,053.49 |
3,072.16 |
3,114.06 |
|
| S4 |
3,021.45 |
3,040.12 |
3,105.25 |
|
|
| 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 |
3,130.94 |
2,998.61 |
132.33 |
4.2% |
37.56 |
1.2% |
94% |
True |
False |
|
| 10 |
3,130.94 |
2,933.59 |
197.35 |
6.3% |
37.76 |
1.2% |
96% |
True |
False |
|
| 20 |
3,130.94 |
2,766.64 |
364.30 |
11.7% |
45.21 |
1.4% |
98% |
True |
False |
|
| 40 |
3,130.94 |
2,657.67 |
473.27 |
15.2% |
48.72 |
1.6% |
98% |
True |
False |
|
| 60 |
3,130.94 |
2,191.86 |
939.08 |
30.1% |
76.01 |
2.4% |
99% |
True |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
38.5% |
74.37 |
2.4% |
77% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
38.5% |
64.64 |
2.1% |
77% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
38.5% |
56.71 |
1.8% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,267.11 |
|
2.618 |
3,214.82 |
|
1.618 |
3,182.78 |
|
1.000 |
3,162.98 |
|
0.618 |
3,150.74 |
|
HIGH |
3,130.94 |
|
0.618 |
3,118.70 |
|
0.500 |
3,114.92 |
|
0.382 |
3,111.14 |
|
LOW |
3,098.90 |
|
0.618 |
3,079.10 |
|
1.000 |
3,066.86 |
|
1.618 |
3,047.06 |
|
2.618 |
3,015.02 |
|
4.250 |
2,962.73 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,120.22 |
3,108.99 |
| PP |
3,117.57 |
3,095.12 |
| S1 |
3,114.92 |
3,081.24 |
|