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 |
3,208.0 |
3,319.0 |
111.0 |
3.5% |
3,069.0 |
High |
3,217.0 |
3,344.0 |
127.0 |
3.9% |
3,344.0 |
Low |
3,196.0 |
3,319.0 |
123.0 |
3.8% |
3,065.0 |
Close |
3,216.0 |
3,344.0 |
128.0 |
4.0% |
3,344.0 |
Range |
21.0 |
25.0 |
4.0 |
19.0% |
279.0 |
ATR |
61.4 |
66.2 |
4.8 |
7.7% |
0.0 |
Volume |
12,462 |
5,502 |
-6,960 |
-55.8% |
32,612 |
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,410.7 |
3,402.3 |
3,357.8 |
|
R3 |
3,385.7 |
3,377.3 |
3,350.9 |
|
R2 |
3,360.7 |
3,360.7 |
3,348.6 |
|
R1 |
3,352.3 |
3,352.3 |
3,346.3 |
3,356.5 |
PP |
3,335.7 |
3,335.7 |
3,335.7 |
3,337.8 |
S1 |
3,327.3 |
3,327.3 |
3,341.7 |
3,331.5 |
S2 |
3,310.7 |
3,310.7 |
3,339.4 |
|
S3 |
3,285.7 |
3,302.3 |
3,337.1 |
|
S4 |
3,260.7 |
3,277.3 |
3,330.3 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,088.0 |
3,995.0 |
3,497.5 |
|
R3 |
3,809.0 |
3,716.0 |
3,420.7 |
|
R2 |
3,530.0 |
3,530.0 |
3,395.2 |
|
R1 |
3,437.0 |
3,437.0 |
3,369.6 |
3,483.5 |
PP |
3,251.0 |
3,251.0 |
3,251.0 |
3,274.3 |
S1 |
3,158.0 |
3,158.0 |
3,318.4 |
3,204.5 |
S2 |
2,972.0 |
2,972.0 |
3,292.9 |
|
S3 |
2,693.0 |
2,879.0 |
3,267.3 |
|
S4 |
2,414.0 |
2,600.0 |
3,190.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,344.0 |
3,065.0 |
279.0 |
8.3% |
28.8 |
0.9% |
100% |
True |
False |
6,522 |
10 |
3,344.0 |
2,884.0 |
460.0 |
13.8% |
29.1 |
0.9% |
100% |
True |
False |
9,153 |
20 |
3,344.0 |
2,665.0 |
679.0 |
20.3% |
29.7 |
0.9% |
100% |
True |
False |
8,722 |
40 |
3,344.0 |
2,665.0 |
679.0 |
20.3% |
28.1 |
0.8% |
100% |
True |
False |
11,505 |
60 |
3,344.0 |
2,293.0 |
1,051.0 |
31.4% |
19.7 |
0.6% |
100% |
True |
False |
12,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,450.3 |
2.618 |
3,409.5 |
1.618 |
3,384.5 |
1.000 |
3,369.0 |
0.618 |
3,359.5 |
HIGH |
3,344.0 |
0.618 |
3,334.5 |
0.500 |
3,331.5 |
0.382 |
3,328.6 |
LOW |
3,319.0 |
0.618 |
3,303.6 |
1.000 |
3,294.0 |
1.618 |
3,278.6 |
2.618 |
3,253.6 |
4.250 |
3,212.8 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,339.8 |
3,312.7 |
PP |
3,335.7 |
3,281.3 |
S1 |
3,331.5 |
3,250.0 |
|