| 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 |
3,067.00 |
3,106.75 |
39.75 |
1.3% |
2,942.00 |
| High |
3,118.00 |
3,115.75 |
-2.25 |
-0.1% |
3,055.75 |
| Low |
3,063.00 |
3,077.00 |
14.00 |
0.5% |
2,939.00 |
| Close |
3,106.50 |
3,099.75 |
-6.75 |
-0.2% |
3,031.75 |
| Range |
55.00 |
38.75 |
-16.25 |
-29.5% |
116.75 |
| ATR |
71.00 |
68.70 |
-2.30 |
-3.2% |
0.00 |
| Volume |
23,571 |
31,941 |
8,370 |
35.5% |
34,824 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,213.75 |
3,195.50 |
3,121.00 |
|
| R3 |
3,175.00 |
3,156.75 |
3,110.50 |
|
| R2 |
3,136.25 |
3,136.25 |
3,106.75 |
|
| R1 |
3,118.00 |
3,118.00 |
3,103.25 |
3,107.75 |
| PP |
3,097.50 |
3,097.50 |
3,097.50 |
3,092.50 |
| S1 |
3,079.25 |
3,079.25 |
3,096.25 |
3,069.00 |
| S2 |
3,058.75 |
3,058.75 |
3,092.75 |
|
| S3 |
3,020.00 |
3,040.50 |
3,089.00 |
|
| S4 |
2,981.25 |
3,001.75 |
3,078.50 |
|
|
| 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% |
50.25 |
1.6% |
87% |
False |
False |
19,823 |
| 10 |
3,118.00 |
2,895.50 |
222.50 |
7.2% |
53.50 |
1.7% |
92% |
False |
False |
12,815 |
| 20 |
3,118.00 |
2,751.50 |
366.50 |
11.8% |
64.50 |
2.1% |
95% |
False |
False |
8,366 |
| 40 |
3,118.00 |
2,616.25 |
501.75 |
16.2% |
73.50 |
2.4% |
96% |
False |
False |
5,651 |
| 60 |
3,118.00 |
2,165.50 |
952.50 |
30.7% |
111.50 |
3.6% |
98% |
False |
False |
6,382 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
39.7% |
109.50 |
3.5% |
76% |
False |
False |
4,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,280.50 |
|
2.618 |
3,217.25 |
|
1.618 |
3,178.50 |
|
1.000 |
3,154.50 |
|
0.618 |
3,139.75 |
|
HIGH |
3,115.75 |
|
0.618 |
3,101.00 |
|
0.500 |
3,096.50 |
|
0.382 |
3,091.75 |
|
LOW |
3,077.00 |
|
0.618 |
3,053.00 |
|
1.000 |
3,038.25 |
|
1.618 |
3,014.25 |
|
2.618 |
2,975.50 |
|
4.250 |
2,912.25 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,098.50 |
3,090.25 |
| PP |
3,097.50 |
3,080.75 |
| S1 |
3,096.50 |
3,071.25 |
|