| 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 |
3,106.75 |
3,102.25 |
-4.50 |
-0.1% |
3,020.00 |
| High |
3,115.75 |
3,199.75 |
84.00 |
2.7% |
3,199.75 |
| Low |
3,077.00 |
3,096.00 |
19.00 |
0.6% |
2,998.50 |
| Close |
3,099.75 |
3,176.50 |
76.75 |
2.5% |
3,176.50 |
| Range |
38.75 |
103.75 |
65.00 |
167.7% |
201.25 |
| ATR |
68.70 |
71.20 |
2.50 |
3.6% |
0.00 |
| Volume |
31,941 |
56,644 |
24,703 |
77.3% |
144,011 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,468.75 |
3,426.25 |
3,233.50 |
|
| R3 |
3,365.00 |
3,322.50 |
3,205.00 |
|
| R2 |
3,261.25 |
3,261.25 |
3,195.50 |
|
| R1 |
3,218.75 |
3,218.75 |
3,186.00 |
3,240.00 |
| PP |
3,157.50 |
3,157.50 |
3,157.50 |
3,168.00 |
| S1 |
3,115.00 |
3,115.00 |
3,167.00 |
3,136.25 |
| S2 |
3,053.75 |
3,053.75 |
3,157.50 |
|
| S3 |
2,950.00 |
3,011.25 |
3,148.00 |
|
| S4 |
2,846.25 |
2,907.50 |
3,119.50 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,728.75 |
3,653.75 |
3,287.25 |
|
| R3 |
3,527.50 |
3,452.50 |
3,231.75 |
|
| R2 |
3,326.25 |
3,326.25 |
3,213.50 |
|
| R1 |
3,251.25 |
3,251.25 |
3,195.00 |
3,288.75 |
| PP |
3,125.00 |
3,125.00 |
3,125.00 |
3,143.50 |
| S1 |
3,050.00 |
3,050.00 |
3,158.00 |
3,087.50 |
| S2 |
2,923.75 |
2,923.75 |
3,139.50 |
|
| S3 |
2,722.50 |
2,848.75 |
3,121.25 |
|
| S4 |
2,521.25 |
2,647.50 |
3,065.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,199.75 |
2,998.50 |
201.25 |
6.3% |
58.00 |
1.8% |
88% |
True |
False |
28,802 |
| 10 |
3,199.75 |
2,895.50 |
304.25 |
9.6% |
60.00 |
1.9% |
92% |
True |
False |
18,163 |
| 20 |
3,199.75 |
2,751.50 |
448.25 |
14.1% |
66.25 |
2.1% |
95% |
True |
False |
11,042 |
| 40 |
3,199.75 |
2,695.75 |
504.00 |
15.9% |
72.75 |
2.3% |
95% |
True |
False |
6,937 |
| 60 |
3,199.75 |
2,165.50 |
1,034.25 |
32.6% |
110.50 |
3.5% |
98% |
True |
False |
7,318 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
38.8% |
110.50 |
3.5% |
82% |
False |
False |
5,694 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
38.8% |
95.25 |
3.0% |
82% |
False |
False |
4,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,640.75 |
|
2.618 |
3,471.25 |
|
1.618 |
3,367.50 |
|
1.000 |
3,303.50 |
|
0.618 |
3,263.75 |
|
HIGH |
3,199.75 |
|
0.618 |
3,160.00 |
|
0.500 |
3,148.00 |
|
0.382 |
3,135.75 |
|
LOW |
3,096.00 |
|
0.618 |
3,032.00 |
|
1.000 |
2,992.25 |
|
1.618 |
2,928.25 |
|
2.618 |
2,824.50 |
|
4.250 |
2,655.00 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,167.00 |
3,161.50 |
| PP |
3,157.50 |
3,146.50 |
| S1 |
3,148.00 |
3,131.50 |
|