| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,026.25 |
3,020.00 |
-6.25 |
-0.2% |
2,942.00 |
| High |
3,047.50 |
3,048.25 |
0.75 |
0.0% |
3,055.75 |
| Low |
2,982.25 |
2,998.50 |
16.25 |
0.5% |
2,939.00 |
| Close |
3,031.75 |
3,043.50 |
11.75 |
0.4% |
3,031.75 |
| Range |
65.25 |
49.75 |
-15.50 |
-23.8% |
116.75 |
| ATR |
76.40 |
74.50 |
-1.90 |
-2.5% |
0.00 |
| Volume |
11,752 |
11,734 |
-18 |
-0.2% |
34,824 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,179.25 |
3,161.25 |
3,070.75 |
|
| R3 |
3,129.50 |
3,111.50 |
3,057.25 |
|
| R2 |
3,079.75 |
3,079.75 |
3,052.50 |
|
| R1 |
3,061.75 |
3,061.75 |
3,048.00 |
3,070.75 |
| PP |
3,030.00 |
3,030.00 |
3,030.00 |
3,034.50 |
| S1 |
3,012.00 |
3,012.00 |
3,039.00 |
3,021.00 |
| S2 |
2,980.25 |
2,980.25 |
3,034.50 |
|
| S3 |
2,930.50 |
2,962.25 |
3,029.75 |
|
| S4 |
2,880.75 |
2,912.50 |
3,016.25 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,359.00 |
3,312.25 |
3,096.00 |
|
| R3 |
3,242.25 |
3,195.50 |
3,063.75 |
|
| R2 |
3,125.50 |
3,125.50 |
3,053.25 |
|
| R1 |
3,078.75 |
3,078.75 |
3,042.50 |
3,102.00 |
| PP |
3,008.75 |
3,008.75 |
3,008.75 |
3,020.50 |
| S1 |
2,962.00 |
2,962.00 |
3,021.00 |
2,985.50 |
| S2 |
2,892.00 |
2,892.00 |
3,010.25 |
|
| S3 |
2,775.25 |
2,845.25 |
2,999.75 |
|
| S4 |
2,658.50 |
2,728.50 |
2,967.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,055.75 |
2,939.00 |
116.75 |
3.8% |
61.25 |
2.0% |
90% |
False |
False |
9,311 |
| 10 |
3,055.75 |
2,842.50 |
213.25 |
7.0% |
64.00 |
2.1% |
94% |
False |
False |
6,543 |
| 20 |
3,055.75 |
2,751.50 |
304.25 |
10.0% |
66.75 |
2.2% |
96% |
False |
False |
4,961 |
| 40 |
3,055.75 |
2,446.50 |
609.25 |
20.0% |
79.50 |
2.6% |
98% |
False |
False |
4,395 |
| 60 |
3,055.75 |
2,165.50 |
890.25 |
29.3% |
118.50 |
3.9% |
99% |
False |
False |
5,186 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
40.4% |
109.00 |
3.6% |
71% |
False |
False |
4,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,259.75 |
|
2.618 |
3,178.50 |
|
1.618 |
3,128.75 |
|
1.000 |
3,098.00 |
|
0.618 |
3,079.00 |
|
HIGH |
3,048.25 |
|
0.618 |
3,029.25 |
|
0.500 |
3,023.50 |
|
0.382 |
3,017.50 |
|
LOW |
2,998.50 |
|
0.618 |
2,967.75 |
|
1.000 |
2,948.75 |
|
1.618 |
2,918.00 |
|
2.618 |
2,868.25 |
|
4.250 |
2,787.00 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,036.75 |
3,035.25 |
| PP |
3,030.00 |
3,027.25 |
| S1 |
3,023.50 |
3,019.00 |
|