Trading Metrics calculated at close of trading on 08-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
3,319.0 |
3,339.0 |
20.0 |
0.6% |
3,069.0 |
High |
3,344.0 |
3,339.0 |
-5.0 |
-0.1% |
3,344.0 |
Low |
3,319.0 |
3,328.0 |
9.0 |
0.3% |
3,065.0 |
Close |
3,344.0 |
3,328.0 |
-16.0 |
-0.5% |
3,344.0 |
Range |
25.0 |
11.0 |
-14.0 |
-56.0% |
279.0 |
ATR |
66.2 |
62.6 |
-3.6 |
-5.4% |
0.0 |
Volume |
5,502 |
5,102 |
-400 |
-7.3% |
32,612 |
|
Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,364.7 |
3,357.3 |
3,334.1 |
|
R3 |
3,353.7 |
3,346.3 |
3,331.0 |
|
R2 |
3,342.7 |
3,342.7 |
3,330.0 |
|
R1 |
3,335.3 |
3,335.3 |
3,329.0 |
3,333.5 |
PP |
3,331.7 |
3,331.7 |
3,331.7 |
3,330.8 |
S1 |
3,324.3 |
3,324.3 |
3,327.0 |
3,322.5 |
S2 |
3,320.7 |
3,320.7 |
3,326.0 |
|
S3 |
3,309.7 |
3,313.3 |
3,325.0 |
|
S4 |
3,298.7 |
3,302.3 |
3,322.0 |
|
|
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 |
3,112.0 |
232.0 |
7.0% |
30.2 |
0.9% |
93% |
False |
False |
7,542 |
10 |
3,344.0 |
2,946.0 |
398.0 |
12.0% |
25.1 |
0.8% |
96% |
False |
False |
9,153 |
20 |
3,344.0 |
2,665.0 |
679.0 |
20.4% |
27.9 |
0.8% |
98% |
False |
False |
8,927 |
40 |
3,344.0 |
2,665.0 |
679.0 |
20.4% |
28.3 |
0.9% |
98% |
False |
False |
11,052 |
60 |
3,344.0 |
2,293.0 |
1,051.0 |
31.6% |
19.9 |
0.6% |
98% |
False |
False |
12,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,385.8 |
2.618 |
3,367.8 |
1.618 |
3,356.8 |
1.000 |
3,350.0 |
0.618 |
3,345.8 |
HIGH |
3,339.0 |
0.618 |
3,334.8 |
0.500 |
3,333.5 |
0.382 |
3,332.2 |
LOW |
3,328.0 |
0.618 |
3,321.2 |
1.000 |
3,317.0 |
1.618 |
3,310.2 |
2.618 |
3,299.2 |
4.250 |
3,281.3 |
|
|
Fisher Pivots for day following 08-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,333.5 |
3,308.7 |
PP |
3,331.7 |
3,289.3 |
S1 |
3,329.8 |
3,270.0 |
|