| 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 |
3,043.50 |
3,067.00 |
23.50 |
0.8% |
2,942.00 |
| High |
3,067.25 |
3,118.00 |
50.75 |
1.7% |
3,055.75 |
| Low |
3,024.50 |
3,063.00 |
38.50 |
1.3% |
2,939.00 |
| Close |
3,065.50 |
3,106.50 |
41.00 |
1.3% |
3,031.75 |
| Range |
42.75 |
55.00 |
12.25 |
28.7% |
116.75 |
| ATR |
72.23 |
71.00 |
-1.23 |
-1.7% |
0.00 |
| Volume |
20,121 |
23,571 |
3,450 |
17.1% |
34,824 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.75 |
3,238.75 |
3,136.75 |
|
| R3 |
3,205.75 |
3,183.75 |
3,121.50 |
|
| R2 |
3,150.75 |
3,150.75 |
3,116.50 |
|
| R1 |
3,128.75 |
3,128.75 |
3,111.50 |
3,139.75 |
| PP |
3,095.75 |
3,095.75 |
3,095.75 |
3,101.50 |
| S1 |
3,073.75 |
3,073.75 |
3,101.50 |
3,084.75 |
| S2 |
3,040.75 |
3,040.75 |
3,096.50 |
|
| S3 |
2,985.75 |
3,018.75 |
3,091.50 |
|
| S4 |
2,930.75 |
2,963.75 |
3,076.25 |
|
|
| 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 |
3,118.00 |
2,982.25 |
135.75 |
4.4% |
51.75 |
1.7% |
92% |
True |
False |
15,368 |
| 10 |
3,118.00 |
2,895.50 |
222.50 |
7.2% |
56.50 |
1.8% |
95% |
True |
False |
10,002 |
| 20 |
3,118.00 |
2,751.50 |
366.50 |
11.8% |
65.25 |
2.1% |
97% |
True |
False |
6,849 |
| 40 |
3,118.00 |
2,616.25 |
501.75 |
16.2% |
75.50 |
2.4% |
98% |
True |
False |
5,044 |
| 60 |
3,118.00 |
2,165.50 |
952.50 |
30.7% |
114.00 |
3.7% |
99% |
True |
False |
5,866 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
39.6% |
109.50 |
3.5% |
76% |
False |
False |
4,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,351.75 |
|
2.618 |
3,262.00 |
|
1.618 |
3,207.00 |
|
1.000 |
3,173.00 |
|
0.618 |
3,152.00 |
|
HIGH |
3,118.00 |
|
0.618 |
3,097.00 |
|
0.500 |
3,090.50 |
|
0.382 |
3,084.00 |
|
LOW |
3,063.00 |
|
0.618 |
3,029.00 |
|
1.000 |
3,008.00 |
|
1.618 |
2,974.00 |
|
2.618 |
2,919.00 |
|
4.250 |
2,829.25 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,101.25 |
3,090.50 |
| PP |
3,095.75 |
3,074.25 |
| S1 |
3,090.50 |
3,058.25 |
|