| 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 |
9,416.40 |
9,693.20 |
276.80 |
2.9% |
9,183.91 |
| High |
9,734.65 |
10,359.58 |
624.93 |
6.4% |
9,616.02 |
| Low |
9,332.33 |
9,340.02 |
7.69 |
0.1% |
8,647.02 |
| Close |
9,693.20 |
9,523.18 |
-170.02 |
-1.8% |
9,416.40 |
| Range |
402.32 |
1,019.56 |
617.24 |
153.4% |
969.00 |
| ATR |
529.82 |
564.80 |
34.98 |
6.6% |
0.00 |
| Volume |
27,817 |
197,105 |
169,288 |
608.6% |
186,588 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,799.61 |
12,180.95 |
10,083.94 |
|
| R3 |
11,780.05 |
11,161.39 |
9,803.56 |
|
| R2 |
10,760.49 |
10,760.49 |
9,710.10 |
|
| R1 |
10,141.83 |
10,141.83 |
9,616.64 |
9,941.38 |
| PP |
9,740.93 |
9,740.93 |
9,740.93 |
9,640.70 |
| S1 |
9,122.27 |
9,122.27 |
9,429.72 |
8,921.82 |
| S2 |
8,721.37 |
8,721.37 |
9,336.26 |
|
| S3 |
7,701.81 |
8,102.71 |
9,242.80 |
|
| S4 |
6,682.25 |
7,083.15 |
8,962.42 |
|
|
| 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 |
10,359.58 |
8,807.22 |
1,552.36 |
16.3% |
514.58 |
5.4% |
46% |
True |
False |
67,276 |
| 10 |
10,359.58 |
8,647.02 |
1,712.56 |
18.0% |
513.69 |
5.4% |
51% |
True |
False |
61,266 |
| 20 |
10,359.58 |
8,201.24 |
2,158.34 |
22.7% |
609.90 |
6.4% |
61% |
True |
False |
74,671 |
| 40 |
10,359.58 |
6,485.16 |
3,874.42 |
40.7% |
533.90 |
5.6% |
78% |
True |
False |
67,538 |
| 60 |
10,359.58 |
3,925.27 |
6,434.31 |
67.6% |
623.14 |
6.5% |
87% |
True |
False |
86,361 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
69.0% |
593.69 |
6.2% |
85% |
False |
False |
73,486 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
69.0% |
553.01 |
5.8% |
85% |
False |
False |
66,072 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
69.0% |
523.20 |
5.5% |
85% |
False |
False |
61,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,692.71 |
|
2.618 |
13,028.79 |
|
1.618 |
12,009.23 |
|
1.000 |
11,379.14 |
|
0.618 |
10,989.67 |
|
HIGH |
10,359.58 |
|
0.618 |
9,970.11 |
|
0.500 |
9,849.80 |
|
0.382 |
9,729.49 |
|
LOW |
9,340.02 |
|
0.618 |
8,709.93 |
|
1.000 |
8,320.46 |
|
1.618 |
7,690.37 |
|
2.618 |
6,670.81 |
|
4.250 |
5,006.89 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,849.80 |
9,845.96 |
| PP |
9,740.93 |
9,738.36 |
| S1 |
9,632.05 |
9,630.77 |
|