Trading Metrics calculated at close of trading on 08-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
3,163.84 |
3,199.92 |
36.08 |
1.1% |
3,038.78 |
High |
3,211.72 |
3,233.13 |
21.41 |
0.7% |
3,211.72 |
Low |
3,163.84 |
3,196.00 |
32.16 |
1.0% |
3,031.54 |
Close |
3,193.93 |
3,232.39 |
38.46 |
1.2% |
3,193.93 |
Range |
47.88 |
37.13 |
-10.75 |
-22.5% |
180.18 |
ATR |
60.05 |
58.56 |
-1.49 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,331.90 |
3,319.27 |
3,252.81 |
|
R3 |
3,294.77 |
3,282.14 |
3,242.60 |
|
R2 |
3,257.64 |
3,257.64 |
3,239.20 |
|
R1 |
3,245.01 |
3,245.01 |
3,235.79 |
3,251.33 |
PP |
3,220.51 |
3,220.51 |
3,220.51 |
3,223.66 |
S1 |
3,207.88 |
3,207.88 |
3,228.99 |
3,214.20 |
S2 |
3,183.38 |
3,183.38 |
3,225.58 |
|
S3 |
3,146.25 |
3,170.75 |
3,222.18 |
|
S4 |
3,109.12 |
3,133.62 |
3,211.97 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,686.27 |
3,620.28 |
3,293.03 |
|
R3 |
3,506.09 |
3,440.10 |
3,243.48 |
|
R2 |
3,325.91 |
3,325.91 |
3,226.96 |
|
R1 |
3,259.92 |
3,259.92 |
3,210.45 |
3,292.92 |
PP |
3,145.73 |
3,145.73 |
3,145.73 |
3,162.23 |
S1 |
3,079.74 |
3,079.74 |
3,177.41 |
3,112.74 |
S2 |
2,965.55 |
2,965.55 |
3,160.90 |
|
S3 |
2,785.37 |
2,899.56 |
3,144.38 |
|
S4 |
2,605.19 |
2,719.38 |
3,094.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,233.13 |
3,051.64 |
181.49 |
5.6% |
37.00 |
1.1% |
100% |
True |
False |
|
10 |
3,233.13 |
2,969.75 |
263.38 |
8.1% |
41.14 |
1.3% |
100% |
True |
False |
|
20 |
3,233.13 |
2,766.64 |
466.49 |
14.4% |
46.48 |
1.4% |
100% |
True |
False |
|
40 |
3,233.13 |
2,721.17 |
511.96 |
15.8% |
45.48 |
1.4% |
100% |
True |
False |
|
60 |
3,233.13 |
2,191.86 |
1,041.27 |
32.2% |
70.62 |
2.2% |
100% |
True |
False |
|
80 |
3,393.52 |
2,191.86 |
1,201.66 |
37.2% |
75.05 |
2.3% |
87% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
37.2% |
65.29 |
2.0% |
87% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
37.2% |
57.12 |
1.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,390.93 |
2.618 |
3,330.34 |
1.618 |
3,293.21 |
1.000 |
3,270.26 |
0.618 |
3,256.08 |
HIGH |
3,233.13 |
0.618 |
3,218.95 |
0.500 |
3,214.57 |
0.382 |
3,210.18 |
LOW |
3,196.00 |
0.618 |
3,173.05 |
1.000 |
3,158.87 |
1.618 |
3,135.92 |
2.618 |
3,098.79 |
4.250 |
3,038.20 |
|
|
Fisher Pivots for day following 08-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,226.45 |
3,208.85 |
PP |
3,220.51 |
3,185.31 |
S1 |
3,214.57 |
3,161.77 |
|