| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,763.1 |
1,766.2 |
3.1 |
0.2% |
1,765.0 |
| High |
1,774.5 |
1,771.0 |
-3.5 |
-0.2% |
1,768.0 |
| Low |
1,751.6 |
1,743.4 |
-8.2 |
-0.5% |
1,714.4 |
| Close |
1,763.7 |
1,749.7 |
-14.0 |
-0.8% |
1,765.7 |
| Range |
22.9 |
27.6 |
4.7 |
20.5% |
53.6 |
| ATR |
30.5 |
30.3 |
-0.2 |
-0.7% |
0.0 |
| Volume |
3,288 |
4,991 |
1,703 |
51.8% |
22,699 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,837.5 |
1,821.2 |
1,764.9 |
|
| R3 |
1,809.9 |
1,793.6 |
1,757.3 |
|
| R2 |
1,782.3 |
1,782.3 |
1,754.8 |
|
| R1 |
1,766.0 |
1,766.0 |
1,752.2 |
1,760.4 |
| PP |
1,754.7 |
1,754.7 |
1,754.7 |
1,751.9 |
| S1 |
1,738.4 |
1,738.4 |
1,747.2 |
1,732.8 |
| S2 |
1,727.1 |
1,727.1 |
1,744.6 |
|
| S3 |
1,699.5 |
1,710.8 |
1,742.1 |
|
| S4 |
1,671.9 |
1,683.2 |
1,734.5 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,910.2 |
1,891.5 |
1,795.2 |
|
| R3 |
1,856.6 |
1,837.9 |
1,780.4 |
|
| R2 |
1,803.0 |
1,803.0 |
1,775.5 |
|
| R1 |
1,784.3 |
1,784.3 |
1,770.6 |
1,793.7 |
| PP |
1,749.4 |
1,749.4 |
1,749.4 |
1,754.0 |
| S1 |
1,730.7 |
1,730.7 |
1,760.8 |
1,740.1 |
| S2 |
1,695.8 |
1,695.8 |
1,755.9 |
|
| S3 |
1,642.2 |
1,677.1 |
1,751.0 |
|
| S4 |
1,588.6 |
1,623.5 |
1,736.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,774.5 |
1,714.4 |
60.1 |
3.4% |
25.8 |
1.5% |
59% |
False |
False |
4,989 |
| 10 |
1,785.1 |
1,714.4 |
70.7 |
4.0% |
25.4 |
1.5% |
50% |
False |
False |
5,373 |
| 20 |
1,800.0 |
1,698.8 |
101.2 |
5.8% |
27.4 |
1.6% |
50% |
False |
False |
5,816 |
| 40 |
1,800.0 |
1,639.7 |
160.3 |
9.2% |
34.2 |
2.0% |
69% |
False |
False |
4,863 |
| 60 |
1,800.0 |
1,458.8 |
341.2 |
19.5% |
43.2 |
2.5% |
85% |
False |
False |
4,573 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.5% |
39.0 |
2.2% |
85% |
False |
False |
4,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,888.3 |
|
2.618 |
1,843.3 |
|
1.618 |
1,815.7 |
|
1.000 |
1,798.6 |
|
0.618 |
1,788.1 |
|
HIGH |
1,771.0 |
|
0.618 |
1,760.5 |
|
0.500 |
1,757.2 |
|
0.382 |
1,753.9 |
|
LOW |
1,743.4 |
|
0.618 |
1,726.3 |
|
1.000 |
1,715.8 |
|
1.618 |
1,698.7 |
|
2.618 |
1,671.1 |
|
4.250 |
1,626.1 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,757.2 |
1,757.6 |
| PP |
1,754.7 |
1,755.0 |
| S1 |
1,752.2 |
1,752.3 |
|