| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,523.19 |
9,582.72 |
59.53 |
0.6% |
9,183.91 |
| High |
9,635.59 |
9,876.75 |
241.16 |
2.5% |
9,616.02 |
| Low |
9,426.31 |
9,471.61 |
45.30 |
0.5% |
8,647.02 |
| Close |
9,582.72 |
9,786.16 |
203.44 |
2.1% |
9,416.40 |
| Range |
209.28 |
405.14 |
195.86 |
93.6% |
969.00 |
| ATR |
539.41 |
529.82 |
-9.59 |
-1.8% |
0.00 |
| Volume |
28,707 |
37,522 |
8,815 |
30.7% |
186,588 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,926.93 |
10,761.68 |
10,008.99 |
|
| R3 |
10,521.79 |
10,356.54 |
9,897.57 |
|
| R2 |
10,116.65 |
10,116.65 |
9,860.44 |
|
| R1 |
9,951.40 |
9,951.40 |
9,823.30 |
10,034.03 |
| PP |
9,711.51 |
9,711.51 |
9,711.51 |
9,752.82 |
| S1 |
9,546.26 |
9,546.26 |
9,749.02 |
9,628.89 |
| S2 |
9,306.37 |
9,306.37 |
9,711.88 |
|
| S3 |
8,901.23 |
9,141.12 |
9,674.75 |
|
| S4 |
8,496.09 |
8,735.98 |
9,563.33 |
|
|
| 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 |
9,332.33 |
1,027.25 |
10.5% |
461.48 |
4.7% |
44% |
False |
False |
65,526 |
| 10 |
10,359.58 |
8,647.02 |
1,712.56 |
17.5% |
447.10 |
4.6% |
67% |
False |
False |
51,582 |
| 20 |
10,359.58 |
8,201.24 |
2,158.34 |
22.1% |
572.07 |
5.8% |
73% |
False |
False |
65,570 |
| 40 |
10,359.58 |
6,485.16 |
3,874.42 |
39.6% |
534.20 |
5.5% |
85% |
False |
False |
66,992 |
| 60 |
10,359.58 |
3,925.27 |
6,434.31 |
65.7% |
586.34 |
6.0% |
91% |
False |
False |
81,261 |
| 80 |
10,391.33 |
3,925.27 |
6,466.06 |
66.1% |
592.95 |
6.1% |
91% |
False |
False |
72,801 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
67.2% |
553.23 |
5.7% |
89% |
False |
False |
65,933 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
67.2% |
518.68 |
5.3% |
89% |
False |
False |
61,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,598.60 |
|
2.618 |
10,937.41 |
|
1.618 |
10,532.27 |
|
1.000 |
10,281.89 |
|
0.618 |
10,127.13 |
|
HIGH |
9,876.75 |
|
0.618 |
9,721.99 |
|
0.500 |
9,674.18 |
|
0.382 |
9,626.37 |
|
LOW |
9,471.61 |
|
0.618 |
9,221.23 |
|
1.000 |
9,066.47 |
|
1.618 |
8,816.09 |
|
2.618 |
8,410.95 |
|
4.250 |
7,749.77 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,748.83 |
9,849.80 |
| PP |
9,711.51 |
9,828.59 |
| S1 |
9,674.18 |
9,807.37 |
|