| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
12,146.5 |
12,445.0 |
298.5 |
2.5% |
11,337.5 |
| High |
12,442.5 |
12,460.0 |
17.5 |
0.1% |
11,800.0 |
| Low |
12,146.5 |
12,360.0 |
213.5 |
1.8% |
11,337.5 |
| Close |
12,442.5 |
12,392.5 |
-50.0 |
-0.4% |
11,570.0 |
| Range |
296.0 |
100.0 |
-196.0 |
-66.2% |
462.5 |
| ATR |
233.2 |
223.6 |
-9.5 |
-4.1% |
0.0 |
| Volume |
20 |
36 |
16 |
80.0% |
81 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,704.2 |
12,648.3 |
12,447.5 |
|
| R3 |
12,604.2 |
12,548.3 |
12,420.0 |
|
| R2 |
12,504.2 |
12,504.2 |
12,410.8 |
|
| R1 |
12,448.3 |
12,448.3 |
12,401.7 |
12,426.3 |
| PP |
12,404.2 |
12,404.2 |
12,404.2 |
12,393.1 |
| S1 |
12,348.3 |
12,348.3 |
12,383.3 |
12,326.3 |
| S2 |
12,304.2 |
12,304.2 |
12,374.2 |
|
| S3 |
12,204.2 |
12,248.3 |
12,365.0 |
|
| S4 |
12,104.2 |
12,148.3 |
12,337.5 |
|
|
| 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 |
12,460.0 |
11,570.0 |
890.0 |
7.2% |
141.0 |
1.1% |
92% |
True |
False |
23 |
| 10 |
12,460.0 |
10,882.5 |
1,577.5 |
12.7% |
97.6 |
0.8% |
96% |
True |
False |
17 |
| 20 |
12,460.0 |
10,193.0 |
2,267.0 |
18.3% |
80.2 |
0.6% |
97% |
True |
False |
21 |
| 40 |
12,460.0 |
10,089.0 |
2,371.0 |
19.1% |
87.1 |
0.7% |
97% |
True |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,885.0 |
|
2.618 |
12,721.8 |
|
1.618 |
12,621.8 |
|
1.000 |
12,560.0 |
|
0.618 |
12,521.8 |
|
HIGH |
12,460.0 |
|
0.618 |
12,421.8 |
|
0.500 |
12,410.0 |
|
0.382 |
12,398.2 |
|
LOW |
12,360.0 |
|
0.618 |
12,298.2 |
|
1.000 |
12,260.0 |
|
1.618 |
12,198.2 |
|
2.618 |
12,098.2 |
|
4.250 |
11,935.0 |
|
|