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 |
241.6910 |
241.6920 |
0.0010 |
0.0% |
220.1360 |
High |
246.4070 |
247.7380 |
1.3310 |
0.5% |
253.1320 |
Low |
236.4190 |
239.4510 |
3.0320 |
1.3% |
218.7250 |
Close |
241.6920 |
241.4460 |
-0.2460 |
-0.1% |
241.4460 |
Range |
9.9880 |
8.2870 |
-1.7010 |
-17.0% |
34.4070 |
ATR |
14.1627 |
13.7430 |
-0.4197 |
-3.0% |
0.0000 |
Volume |
830,941 |
572,806 |
-258,135 |
-31.1% |
4,104,251 |
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
267.7393 |
262.8797 |
246.0039 |
|
R3 |
259.4523 |
254.5927 |
243.7249 |
|
R2 |
251.1653 |
251.1653 |
242.9653 |
|
R1 |
246.3057 |
246.3057 |
242.2056 |
244.5920 |
PP |
242.8783 |
242.8783 |
242.8783 |
242.0215 |
S1 |
238.0187 |
238.0187 |
240.6864 |
236.3050 |
S2 |
234.5913 |
234.5913 |
239.9267 |
|
S3 |
226.3043 |
229.7317 |
239.1671 |
|
S4 |
218.0173 |
221.4447 |
236.8882 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
340.9887 |
325.6243 |
260.3699 |
|
R3 |
306.5817 |
291.2173 |
250.9079 |
|
R2 |
272.1747 |
272.1747 |
247.7540 |
|
R1 |
256.8103 |
256.8103 |
244.6000 |
264.4925 |
PP |
237.7677 |
237.7677 |
237.7677 |
241.6088 |
S1 |
222.4033 |
222.4033 |
238.2920 |
230.0855 |
S2 |
203.3607 |
203.3607 |
235.1381 |
|
S3 |
168.9537 |
187.9963 |
231.9841 |
|
S4 |
134.5467 |
153.5893 |
222.5222 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
253.1320 |
218.7250 |
34.4070 |
14.3% |
16.0506 |
6.6% |
66% |
False |
False |
820,850 |
10 |
253.1320 |
197.1450 |
55.9870 |
23.2% |
12.9389 |
5.4% |
79% |
False |
False |
701,237 |
20 |
253.1320 |
176.6020 |
76.5300 |
31.7% |
14.0573 |
5.8% |
85% |
False |
False |
783,672 |
40 |
253.1320 |
148.6190 |
104.5130 |
43.3% |
13.7475 |
5.7% |
89% |
False |
False |
920,566 |
60 |
253.1320 |
101.4010 |
151.7310 |
62.8% |
14.1826 |
5.9% |
92% |
False |
False |
1,054,317 |
80 |
288.2310 |
89.5050 |
198.7260 |
82.3% |
17.5364 |
7.3% |
76% |
False |
False |
1,258,761 |
100 |
288.2310 |
89.5050 |
198.7260 |
82.3% |
16.8944 |
7.0% |
76% |
False |
False |
1,253,168 |
120 |
288.2310 |
89.5050 |
198.7260 |
82.3% |
15.4739 |
6.4% |
76% |
False |
False |
1,196,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
282.9578 |
2.618 |
269.4334 |
1.618 |
261.1464 |
1.000 |
256.0250 |
0.618 |
252.8594 |
HIGH |
247.7380 |
0.618 |
244.5724 |
0.500 |
243.5945 |
0.382 |
242.6166 |
LOW |
239.4510 |
0.618 |
234.3296 |
1.000 |
231.1640 |
1.618 |
226.0426 |
2.618 |
217.7556 |
4.250 |
204.2313 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
243.5945 |
241.2543 |
PP |
242.8783 |
241.0627 |
S1 |
242.1622 |
240.8710 |
|