| 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 |
9,693.20 |
9,523.19 |
-170.01 |
-1.8% |
9,183.91 |
| High |
10,359.58 |
9,635.59 |
-723.99 |
-7.0% |
9,616.02 |
| Low |
9,340.02 |
9,426.31 |
86.29 |
0.9% |
8,647.02 |
| Close |
9,523.18 |
9,582.72 |
59.54 |
0.6% |
9,416.40 |
| Range |
1,019.56 |
209.28 |
-810.28 |
-79.5% |
969.00 |
| ATR |
564.80 |
539.41 |
-25.39 |
-4.5% |
0.00 |
| Volume |
197,105 |
28,707 |
-168,398 |
-85.4% |
186,588 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,176.05 |
10,088.66 |
9,697.82 |
|
| R3 |
9,966.77 |
9,879.38 |
9,640.27 |
|
| R2 |
9,757.49 |
9,757.49 |
9,621.09 |
|
| R1 |
9,670.10 |
9,670.10 |
9,601.90 |
9,713.80 |
| PP |
9,548.21 |
9,548.21 |
9,548.21 |
9,570.05 |
| S1 |
9,460.82 |
9,460.82 |
9,563.54 |
9,504.52 |
| S2 |
9,338.93 |
9,338.93 |
9,544.35 |
|
| S3 |
9,129.65 |
9,251.54 |
9,525.17 |
|
| S4 |
8,920.37 |
9,042.26 |
9,467.62 |
|
|
| 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 |
9,058.34 |
1,301.24 |
13.6% |
474.47 |
5.0% |
40% |
False |
False |
66,655 |
| 10 |
10,359.58 |
8,647.02 |
1,712.56 |
17.9% |
483.44 |
5.0% |
55% |
False |
False |
58,941 |
| 20 |
10,359.58 |
8,201.24 |
2,158.34 |
22.5% |
596.87 |
6.2% |
64% |
False |
False |
71,576 |
| 40 |
10,359.58 |
6,485.16 |
3,874.42 |
40.4% |
530.83 |
5.5% |
80% |
False |
False |
67,095 |
| 60 |
10,359.58 |
3,925.27 |
6,434.31 |
67.1% |
619.29 |
6.5% |
88% |
False |
False |
86,267 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
68.6% |
593.05 |
6.2% |
86% |
False |
False |
73,091 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
68.6% |
551.88 |
5.8% |
86% |
False |
False |
65,870 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
68.6% |
518.52 |
5.4% |
86% |
False |
False |
61,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,525.03 |
|
2.618 |
10,183.49 |
|
1.618 |
9,974.21 |
|
1.000 |
9,844.87 |
|
0.618 |
9,764.93 |
|
HIGH |
9,635.59 |
|
0.618 |
9,555.65 |
|
0.500 |
9,530.95 |
|
0.382 |
9,506.25 |
|
LOW |
9,426.31 |
|
0.618 |
9,296.97 |
|
1.000 |
9,217.03 |
|
1.618 |
9,087.69 |
|
2.618 |
8,878.41 |
|
4.250 |
8,536.87 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,565.46 |
9,845.96 |
| PP |
9,548.21 |
9,758.21 |
| S1 |
9,530.95 |
9,670.47 |
|