| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
9,663.00 |
9,627.00 |
-36.00 |
-0.4% |
9,485.25 |
| High |
9,723.75 |
9,828.00 |
104.25 |
1.1% |
9,828.00 |
| Low |
9,555.25 |
9,585.75 |
30.50 |
0.3% |
9,436.50 |
| Close |
9,608.25 |
9,791.25 |
183.00 |
1.9% |
9,791.25 |
| Range |
168.50 |
242.25 |
73.75 |
43.8% |
391.50 |
| ATR |
223.71 |
225.03 |
1.32 |
0.6% |
0.00 |
| Volume |
1,451 |
3,011 |
1,560 |
107.5% |
8,098 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,461.75 |
10,368.75 |
9,924.50 |
|
| R3 |
10,219.50 |
10,126.50 |
9,857.75 |
|
| R2 |
9,977.25 |
9,977.25 |
9,835.75 |
|
| R1 |
9,884.25 |
9,884.25 |
9,813.50 |
9,930.75 |
| PP |
9,735.00 |
9,735.00 |
9,735.00 |
9,758.25 |
| S1 |
9,642.00 |
9,642.00 |
9,769.00 |
9,688.50 |
| S2 |
9,492.75 |
9,492.75 |
9,746.75 |
|
| S3 |
9,250.50 |
9,399.75 |
9,724.75 |
|
| S4 |
9,008.25 |
9,157.50 |
9,658.00 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,859.75 |
10,717.00 |
10,006.50 |
|
| R3 |
10,468.25 |
10,325.50 |
9,899.00 |
|
| R2 |
10,076.75 |
10,076.75 |
9,863.00 |
|
| R1 |
9,934.00 |
9,934.00 |
9,827.25 |
10,005.50 |
| PP |
9,685.25 |
9,685.25 |
9,685.25 |
9,721.00 |
| S1 |
9,542.50 |
9,542.50 |
9,755.25 |
9,614.00 |
| S2 |
9,293.75 |
9,293.75 |
9,719.50 |
|
| S3 |
8,902.25 |
9,151.00 |
9,683.50 |
|
| S4 |
8,510.75 |
8,759.50 |
9,576.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,828.00 |
9,436.50 |
391.50 |
4.0% |
163.00 |
1.7% |
91% |
True |
False |
1,619 |
| 10 |
9,828.00 |
9,158.75 |
669.25 |
6.8% |
201.50 |
2.1% |
95% |
True |
False |
1,247 |
| 20 |
9,828.00 |
8,834.00 |
994.00 |
10.2% |
210.25 |
2.1% |
96% |
True |
False |
860 |
| 40 |
9,828.00 |
8,074.25 |
1,753.75 |
17.9% |
234.00 |
2.4% |
98% |
True |
False |
605 |
| 60 |
9,828.00 |
6,626.00 |
3,202.00 |
32.7% |
325.75 |
3.3% |
99% |
True |
False |
600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,857.50 |
|
2.618 |
10,462.25 |
|
1.618 |
10,220.00 |
|
1.000 |
10,070.25 |
|
0.618 |
9,977.75 |
|
HIGH |
9,828.00 |
|
0.618 |
9,735.50 |
|
0.500 |
9,707.00 |
|
0.382 |
9,678.25 |
|
LOW |
9,585.75 |
|
0.618 |
9,436.00 |
|
1.000 |
9,343.50 |
|
1.618 |
9,193.75 |
|
2.618 |
8,951.50 |
|
4.250 |
8,556.25 |
|
|