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 |
1,721.0 |
1,740.2 |
19.2 |
1.1% |
1,763.1 |
High |
1,747.3 |
1,741.9 |
-5.4 |
-0.3% |
1,774.5 |
Low |
1,718.5 |
1,690.1 |
-28.4 |
-1.7% |
1,690.1 |
Close |
1,746.4 |
1,701.9 |
-44.5 |
-2.5% |
1,701.9 |
Range |
28.8 |
51.8 |
23.0 |
79.9% |
84.4 |
ATR |
31.2 |
33.0 |
1.8 |
5.7% |
0.0 |
Volume |
5,810 |
9,811 |
4,001 |
68.9% |
31,467 |
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.7 |
1,836.1 |
1,730.4 |
|
R3 |
1,814.9 |
1,784.3 |
1,716.1 |
|
R2 |
1,763.1 |
1,763.1 |
1,711.4 |
|
R1 |
1,732.5 |
1,732.5 |
1,706.6 |
1,721.9 |
PP |
1,711.3 |
1,711.3 |
1,711.3 |
1,706.0 |
S1 |
1,680.7 |
1,680.7 |
1,697.2 |
1,670.1 |
S2 |
1,659.5 |
1,659.5 |
1,692.4 |
|
S3 |
1,607.7 |
1,628.9 |
1,687.7 |
|
S4 |
1,555.9 |
1,577.1 |
1,673.4 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.4 |
1,923.0 |
1,748.3 |
|
R3 |
1,891.0 |
1,838.6 |
1,725.1 |
|
R2 |
1,806.6 |
1,806.6 |
1,717.4 |
|
R1 |
1,754.2 |
1,754.2 |
1,709.6 |
1,738.2 |
PP |
1,722.2 |
1,722.2 |
1,722.2 |
1,714.2 |
S1 |
1,669.8 |
1,669.8 |
1,694.2 |
1,653.8 |
S2 |
1,637.8 |
1,637.8 |
1,686.4 |
|
S3 |
1,553.4 |
1,585.4 |
1,678.7 |
|
S4 |
1,469.0 |
1,501.0 |
1,655.5 |
|
|
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 |
1,690.1 |
84.4 |
5.0% |
35.5 |
2.1% |
14% |
False |
True |
6,293 |
10 |
1,774.5 |
1,690.1 |
84.4 |
5.0% |
30.8 |
1.8% |
14% |
False |
True |
6,252 |
20 |
1,800.0 |
1,690.1 |
109.9 |
6.5% |
28.6 |
1.7% |
11% |
False |
True |
5,853 |
40 |
1,800.0 |
1,670.3 |
129.7 |
7.6% |
33.4 |
2.0% |
24% |
False |
False |
5,082 |
60 |
1,800.0 |
1,458.8 |
341.2 |
20.0% |
43.5 |
2.6% |
71% |
False |
False |
4,770 |
80 |
1,800.0 |
1,458.8 |
341.2 |
20.0% |
40.3 |
2.4% |
71% |
False |
False |
4,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,962.1 |
2.618 |
1,877.5 |
1.618 |
1,825.7 |
1.000 |
1,793.7 |
0.618 |
1,773.9 |
HIGH |
1,741.9 |
0.618 |
1,722.1 |
0.500 |
1,716.0 |
0.382 |
1,709.9 |
LOW |
1,690.1 |
0.618 |
1,658.1 |
1.000 |
1,638.3 |
1.618 |
1,606.3 |
2.618 |
1,554.5 |
4.250 |
1,470.0 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,716.0 |
1,722.1 |
PP |
1,711.3 |
1,715.4 |
S1 |
1,706.6 |
1,708.6 |
|