Trading Metrics calculated at close of trading on 05-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,582.72 |
9,786.16 |
203.44 |
2.1% |
9,416.40 |
High |
9,876.75 |
9,855.47 |
-21.28 |
-0.2% |
10,359.58 |
Low |
9,471.61 |
9,620.17 |
148.56 |
1.6% |
9,332.33 |
Close |
9,786.16 |
9,714.46 |
-71.70 |
-0.7% |
9,714.46 |
Range |
405.14 |
235.30 |
-169.84 |
-41.9% |
1,027.25 |
ATR |
529.82 |
508.78 |
-21.04 |
-4.0% |
0.00 |
Volume |
37,522 |
31,850 |
-5,672 |
-15.1% |
323,001 |
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,435.93 |
10,310.50 |
9,843.88 |
|
R3 |
10,200.63 |
10,075.20 |
9,779.17 |
|
R2 |
9,965.33 |
9,965.33 |
9,757.60 |
|
R1 |
9,839.90 |
9,839.90 |
9,736.03 |
9,784.97 |
PP |
9,730.03 |
9,730.03 |
9,730.03 |
9,702.57 |
S1 |
9,604.60 |
9,604.60 |
9,692.89 |
9,549.67 |
S2 |
9,494.73 |
9,494.73 |
9,671.32 |
|
S3 |
9,259.43 |
9,369.30 |
9,649.75 |
|
S4 |
9,024.13 |
9,134.00 |
9,585.05 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,883.87 |
12,326.42 |
10,279.45 |
|
R3 |
11,856.62 |
11,299.17 |
9,996.95 |
|
R2 |
10,829.37 |
10,829.37 |
9,902.79 |
|
R1 |
10,271.92 |
10,271.92 |
9,808.62 |
10,550.65 |
PP |
9,802.12 |
9,802.12 |
9,802.12 |
9,941.49 |
S1 |
9,244.67 |
9,244.67 |
9,620.30 |
9,523.40 |
S2 |
8,774.87 |
8,774.87 |
9,526.13 |
|
S3 |
7,747.62 |
8,217.42 |
9,431.97 |
|
S4 |
6,720.37 |
7,190.17 |
9,149.47 |
|
|
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 |
10.6% |
454.32 |
4.7% |
37% |
False |
False |
64,600 |
10 |
10,359.58 |
8,647.02 |
1,712.56 |
17.6% |
438.59 |
4.5% |
62% |
False |
False |
50,958 |
20 |
10,359.58 |
8,201.24 |
2,158.34 |
22.2% |
567.75 |
5.8% |
70% |
False |
False |
61,145 |
40 |
10,359.58 |
6,485.16 |
3,874.42 |
39.9% |
526.05 |
5.4% |
83% |
False |
False |
66,249 |
60 |
10,359.58 |
4,452.60 |
5,906.98 |
60.8% |
556.26 |
5.7% |
89% |
False |
False |
72,989 |
80 |
10,391.33 |
3,925.27 |
6,466.06 |
66.6% |
592.35 |
6.1% |
90% |
False |
False |
72,871 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
67.7% |
552.27 |
5.7% |
88% |
False |
False |
65,782 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
67.7% |
519.52 |
5.3% |
88% |
False |
False |
61,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,855.50 |
2.618 |
10,471.49 |
1.618 |
10,236.19 |
1.000 |
10,090.77 |
0.618 |
10,000.89 |
HIGH |
9,855.47 |
0.618 |
9,765.59 |
0.500 |
9,737.82 |
0.382 |
9,710.05 |
LOW |
9,620.17 |
0.618 |
9,474.75 |
1.000 |
9,384.87 |
1.618 |
9,239.45 |
2.618 |
9,004.15 |
4.250 |
8,620.15 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,737.82 |
9,693.48 |
PP |
9,730.03 |
9,672.51 |
S1 |
9,722.25 |
9,651.53 |
|