Trading Metrics calculated at close of trading on 03-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,766.2 |
1,750.3 |
-15.9 |
-0.9% |
1,765.0 |
High |
1,771.0 |
1,754.1 |
-16.9 |
-1.0% |
1,768.0 |
Low |
1,743.4 |
1,707.5 |
-35.9 |
-2.1% |
1,714.4 |
Close |
1,749.7 |
1,723.5 |
-26.2 |
-1.5% |
1,765.7 |
Range |
27.6 |
46.6 |
19.0 |
68.8% |
53.6 |
ATR |
30.3 |
31.4 |
1.2 |
3.9% |
0.0 |
Volume |
4,991 |
7,567 |
2,576 |
51.6% |
22,699 |
|
Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.2 |
1,842.4 |
1,749.1 |
|
R3 |
1,821.6 |
1,795.8 |
1,736.3 |
|
R2 |
1,775.0 |
1,775.0 |
1,732.0 |
|
R1 |
1,749.2 |
1,749.2 |
1,727.8 |
1,738.8 |
PP |
1,728.4 |
1,728.4 |
1,728.4 |
1,723.2 |
S1 |
1,702.6 |
1,702.6 |
1,719.2 |
1,692.2 |
S2 |
1,681.8 |
1,681.8 |
1,715.0 |
|
S3 |
1,635.2 |
1,656.0 |
1,710.7 |
|
S4 |
1,588.6 |
1,609.4 |
1,697.9 |
|
|
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 |
1,707.5 |
67.0 |
3.9% |
29.3 |
1.7% |
24% |
False |
True |
5,286 |
10 |
1,785.1 |
1,707.5 |
77.6 |
4.5% |
27.5 |
1.6% |
21% |
False |
True |
5,697 |
20 |
1,800.0 |
1,698.8 |
101.2 |
5.9% |
28.6 |
1.7% |
24% |
False |
False |
5,776 |
40 |
1,800.0 |
1,670.3 |
129.7 |
7.5% |
33.6 |
1.9% |
41% |
False |
False |
4,951 |
60 |
1,800.0 |
1,458.8 |
341.2 |
19.8% |
43.2 |
2.5% |
78% |
False |
False |
4,640 |
80 |
1,800.0 |
1,458.8 |
341.2 |
19.8% |
39.5 |
2.3% |
78% |
False |
False |
4,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.2 |
2.618 |
1,876.1 |
1.618 |
1,829.5 |
1.000 |
1,800.7 |
0.618 |
1,782.9 |
HIGH |
1,754.1 |
0.618 |
1,736.3 |
0.500 |
1,730.8 |
0.382 |
1,725.3 |
LOW |
1,707.5 |
0.618 |
1,678.7 |
1.000 |
1,660.9 |
1.618 |
1,632.1 |
2.618 |
1,585.5 |
4.250 |
1,509.5 |
|
|
Fisher Pivots for day following 03-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,730.8 |
1,741.0 |
PP |
1,728.4 |
1,735.2 |
S1 |
1,725.9 |
1,729.3 |
|