| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
11,733.5 |
11,888.0 |
154.5 |
1.3% |
11,337.5 |
| High |
11,824.0 |
12,001.5 |
177.5 |
1.5% |
11,800.0 |
| Low |
11,733.5 |
11,838.5 |
105.0 |
0.9% |
11,337.5 |
| Close |
11,824.0 |
11,963.5 |
139.5 |
1.2% |
11,570.0 |
| Range |
90.5 |
163.0 |
72.5 |
80.1% |
462.5 |
| ATR |
217.1 |
214.2 |
-2.8 |
-1.3% |
0.0 |
| Volume |
8 |
26 |
18 |
225.0% |
81 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,423.5 |
12,356.5 |
12,053.2 |
|
| R3 |
12,260.5 |
12,193.5 |
12,008.3 |
|
| R2 |
12,097.5 |
12,097.5 |
11,993.4 |
|
| R1 |
12,030.5 |
12,030.5 |
11,978.4 |
12,064.0 |
| PP |
11,934.5 |
11,934.5 |
11,934.5 |
11,951.3 |
| S1 |
11,867.5 |
11,867.5 |
11,948.6 |
11,901.0 |
| S2 |
11,771.5 |
11,771.5 |
11,933.6 |
|
| S3 |
11,608.5 |
11,704.5 |
11,918.7 |
|
| S4 |
11,445.5 |
11,541.5 |
11,873.9 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,956.7 |
12,725.8 |
11,824.4 |
|
| R3 |
12,494.2 |
12,263.3 |
11,697.2 |
|
| R2 |
12,031.7 |
12,031.7 |
11,654.8 |
|
| R1 |
11,800.8 |
11,800.8 |
11,612.4 |
11,916.3 |
| PP |
11,569.2 |
11,569.2 |
11,569.2 |
11,626.9 |
| S1 |
11,338.3 |
11,338.3 |
11,527.6 |
11,453.8 |
| S2 |
11,106.7 |
11,106.7 |
11,485.2 |
|
| S3 |
10,644.2 |
10,875.8 |
11,442.8 |
|
| S4 |
10,181.7 |
10,413.3 |
11,315.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,001.5 |
11,570.0 |
431.5 |
3.6% |
81.8 |
0.7% |
91% |
True |
False |
21 |
| 10 |
12,001.5 |
10,882.5 |
1,119.0 |
9.4% |
64.6 |
0.5% |
97% |
True |
False |
14 |
| 20 |
12,001.5 |
10,193.0 |
1,808.5 |
15.1% |
60.4 |
0.5% |
98% |
True |
False |
19 |
| 40 |
12,001.5 |
9,476.0 |
2,525.5 |
21.1% |
82.9 |
0.7% |
98% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,694.3 |
|
2.618 |
12,428.2 |
|
1.618 |
12,265.2 |
|
1.000 |
12,164.5 |
|
0.618 |
12,102.2 |
|
HIGH |
12,001.5 |
|
0.618 |
11,939.2 |
|
0.500 |
11,920.0 |
|
0.382 |
11,900.8 |
|
LOW |
11,838.5 |
|
0.618 |
11,737.8 |
|
1.000 |
11,675.5 |
|
1.618 |
11,574.8 |
|
2.618 |
11,411.8 |
|
4.250 |
11,145.8 |
|
|