Trading Metrics calculated at close of trading on 01-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,448.09 |
9,416.40 |
-31.69 |
-0.3% |
9,183.91 |
High |
9,616.02 |
9,734.65 |
118.63 |
1.2% |
9,616.02 |
Low |
9,344.93 |
9,332.33 |
-12.60 |
-0.1% |
8,647.02 |
Close |
9,416.40 |
9,693.20 |
276.80 |
2.9% |
9,416.40 |
Range |
271.09 |
402.32 |
131.23 |
48.4% |
969.00 |
ATR |
539.63 |
529.82 |
-9.81 |
-1.8% |
0.00 |
Volume |
36,482 |
27,817 |
-8,665 |
-23.8% |
186,588 |
|
Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,793.69 |
10,645.76 |
9,914.48 |
|
R3 |
10,391.37 |
10,243.44 |
9,803.84 |
|
R2 |
9,989.05 |
9,989.05 |
9,766.96 |
|
R1 |
9,841.12 |
9,841.12 |
9,730.08 |
9,915.09 |
PP |
9,586.73 |
9,586.73 |
9,586.73 |
9,623.71 |
S1 |
9,438.80 |
9,438.80 |
9,656.32 |
9,512.77 |
S2 |
9,184.41 |
9,184.41 |
9,619.44 |
|
S3 |
8,782.09 |
9,036.48 |
9,582.56 |
|
S4 |
8,379.77 |
8,634.16 |
9,471.92 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,133.48 |
11,743.94 |
9,949.35 |
|
R3 |
11,164.48 |
10,774.94 |
9,682.88 |
|
R2 |
10,195.48 |
10,195.48 |
9,594.05 |
|
R1 |
9,805.94 |
9,805.94 |
9,505.23 |
10,000.71 |
PP |
9,226.48 |
9,226.48 |
9,226.48 |
9,323.87 |
S1 |
8,836.94 |
8,836.94 |
9,327.58 |
9,031.71 |
S2 |
8,257.48 |
8,257.48 |
9,238.75 |
|
S3 |
7,288.48 |
7,867.94 |
9,149.93 |
|
S4 |
6,319.48 |
6,898.94 |
8,883.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,734.65 |
8,705.92 |
1,028.73 |
10.6% |
370.82 |
3.8% |
96% |
True |
False |
33,892 |
10 |
9,889.29 |
8,647.02 |
1,242.27 |
12.8% |
452.85 |
4.7% |
84% |
False |
False |
48,209 |
20 |
10,058.62 |
8,201.24 |
1,857.38 |
19.2% |
575.28 |
5.9% |
80% |
False |
False |
67,213 |
40 |
10,058.62 |
6,485.16 |
3,573.46 |
36.9% |
517.84 |
5.3% |
90% |
False |
False |
64,211 |
60 |
10,058.62 |
3,925.27 |
6,133.35 |
63.3% |
612.91 |
6.3% |
94% |
False |
False |
83,891 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
67.8% |
588.83 |
6.1% |
88% |
False |
False |
71,608 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
67.8% |
550.06 |
5.7% |
88% |
False |
False |
65,322 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
67.8% |
517.56 |
5.3% |
88% |
False |
False |
60,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,444.51 |
2.618 |
10,787.92 |
1.618 |
10,385.60 |
1.000 |
10,136.97 |
0.618 |
9,983.28 |
HIGH |
9,734.65 |
0.618 |
9,580.96 |
0.500 |
9,533.49 |
0.382 |
9,486.02 |
LOW |
9,332.33 |
0.618 |
9,083.70 |
1.000 |
8,930.01 |
1.618 |
8,681.38 |
2.618 |
8,279.06 |
4.250 |
7,622.47 |
|
|
Fisher Pivots for day following 01-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,639.96 |
9,594.30 |
PP |
9,586.73 |
9,495.40 |
S1 |
9,533.49 |
9,396.50 |
|