| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,004.00 |
3,022.25 |
18.25 |
0.6% |
2,965.75 |
| High |
3,040.00 |
3,058.00 |
18.00 |
0.6% |
3,047.00 |
| Low |
2,993.25 |
3,018.00 |
24.75 |
0.8% |
2,935.50 |
| Close |
3,036.00 |
3,057.50 |
21.50 |
0.7% |
3,025.00 |
| Range |
46.75 |
40.00 |
-6.75 |
-14.4% |
111.50 |
| ATR |
71.70 |
69.44 |
-2.26 |
-3.2% |
0.00 |
| Volume |
106 |
366 |
260 |
245.3% |
1,522 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.50 |
3,151.00 |
3,079.50 |
|
| R3 |
3,124.50 |
3,111.00 |
3,068.50 |
|
| R2 |
3,084.50 |
3,084.50 |
3,064.75 |
|
| R1 |
3,071.00 |
3,071.00 |
3,061.25 |
3,077.75 |
| PP |
3,044.50 |
3,044.50 |
3,044.50 |
3,048.00 |
| S1 |
3,031.00 |
3,031.00 |
3,053.75 |
3,037.75 |
| S2 |
3,004.50 |
3,004.50 |
3,050.25 |
|
| S3 |
2,964.50 |
2,991.00 |
3,046.50 |
|
| S4 |
2,924.50 |
2,951.00 |
3,035.50 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,337.00 |
3,292.50 |
3,086.25 |
|
| R3 |
3,225.50 |
3,181.00 |
3,055.75 |
|
| R2 |
3,114.00 |
3,114.00 |
3,045.50 |
|
| R1 |
3,069.50 |
3,069.50 |
3,035.25 |
3,091.75 |
| PP |
3,002.50 |
3,002.50 |
3,002.50 |
3,013.50 |
| S1 |
2,958.00 |
2,958.00 |
3,014.75 |
2,980.25 |
| S2 |
2,891.00 |
2,891.00 |
3,004.50 |
|
| S3 |
2,779.50 |
2,846.50 |
2,994.25 |
|
| S4 |
2,668.00 |
2,735.00 |
2,963.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,058.00 |
2,952.25 |
105.75 |
3.5% |
52.50 |
1.7% |
100% |
True |
False |
350 |
| 10 |
3,058.00 |
2,891.00 |
167.00 |
5.5% |
54.50 |
1.8% |
100% |
True |
False |
510 |
| 20 |
3,058.00 |
2,745.75 |
312.25 |
10.2% |
62.50 |
2.0% |
100% |
True |
False |
1,606 |
| 40 |
3,058.00 |
2,539.25 |
518.75 |
17.0% |
73.50 |
2.4% |
100% |
True |
False |
1,637 |
| 60 |
3,058.00 |
2,168.25 |
889.75 |
29.1% |
99.00 |
3.2% |
100% |
True |
False |
1,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,228.00 |
|
2.618 |
3,162.75 |
|
1.618 |
3,122.75 |
|
1.000 |
3,098.00 |
|
0.618 |
3,082.75 |
|
HIGH |
3,058.00 |
|
0.618 |
3,042.75 |
|
0.500 |
3,038.00 |
|
0.382 |
3,033.25 |
|
LOW |
3,018.00 |
|
0.618 |
2,993.25 |
|
1.000 |
2,978.00 |
|
1.618 |
2,953.25 |
|
2.618 |
2,913.25 |
|
4.250 |
2,848.00 |
|
|