| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,750.3 |
1,721.0 |
-29.3 |
-1.7% |
1,765.0 |
| High |
1,754.1 |
1,747.3 |
-6.8 |
-0.4% |
1,768.0 |
| Low |
1,707.5 |
1,718.5 |
11.0 |
0.6% |
1,714.4 |
| Close |
1,723.5 |
1,746.4 |
22.9 |
1.3% |
1,765.7 |
| Range |
46.6 |
28.8 |
-17.8 |
-38.2% |
53.6 |
| ATR |
31.4 |
31.2 |
-0.2 |
-0.6% |
0.0 |
| Volume |
7,567 |
5,810 |
-1,757 |
-23.2% |
22,699 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,823.8 |
1,813.9 |
1,762.2 |
|
| R3 |
1,795.0 |
1,785.1 |
1,754.3 |
|
| R2 |
1,766.2 |
1,766.2 |
1,751.7 |
|
| R1 |
1,756.3 |
1,756.3 |
1,749.0 |
1,761.3 |
| PP |
1,737.4 |
1,737.4 |
1,737.4 |
1,739.9 |
| S1 |
1,727.5 |
1,727.5 |
1,743.8 |
1,732.5 |
| S2 |
1,708.6 |
1,708.6 |
1,741.1 |
|
| S3 |
1,679.8 |
1,698.7 |
1,738.5 |
|
| S4 |
1,651.0 |
1,669.9 |
1,730.6 |
|
|
| 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 |
3.8% |
30.5 |
1.7% |
58% |
False |
False |
5,615 |
| 10 |
1,779.8 |
1,707.5 |
72.3 |
4.1% |
29.2 |
1.7% |
54% |
False |
False |
5,858 |
| 20 |
1,800.0 |
1,704.5 |
95.5 |
5.5% |
28.3 |
1.6% |
44% |
False |
False |
5,776 |
| 40 |
1,800.0 |
1,670.3 |
129.7 |
7.4% |
32.6 |
1.9% |
59% |
False |
False |
4,920 |
| 60 |
1,800.0 |
1,458.8 |
341.2 |
19.5% |
43.2 |
2.5% |
84% |
False |
False |
4,676 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.5% |
39.8 |
2.3% |
84% |
False |
False |
4,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,869.7 |
|
2.618 |
1,822.7 |
|
1.618 |
1,793.9 |
|
1.000 |
1,776.1 |
|
0.618 |
1,765.1 |
|
HIGH |
1,747.3 |
|
0.618 |
1,736.3 |
|
0.500 |
1,732.9 |
|
0.382 |
1,729.5 |
|
LOW |
1,718.5 |
|
0.618 |
1,700.7 |
|
1.000 |
1,689.7 |
|
1.618 |
1,671.9 |
|
2.618 |
1,643.1 |
|
4.250 |
1,596.1 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,741.9 |
1,744.0 |
| PP |
1,737.4 |
1,741.6 |
| S1 |
1,732.9 |
1,739.3 |
|