| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,022.25 |
3,056.75 |
34.50 |
1.1% |
2,965.75 |
| High |
3,058.00 |
3,108.75 |
50.75 |
1.7% |
3,047.00 |
| Low |
3,018.00 |
3,056.00 |
38.00 |
1.3% |
2,935.50 |
| Close |
3,057.50 |
3,098.25 |
40.75 |
1.3% |
3,025.00 |
| Range |
40.00 |
52.75 |
12.75 |
31.9% |
111.50 |
| ATR |
69.44 |
68.25 |
-1.19 |
-1.7% |
0.00 |
| Volume |
366 |
730 |
364 |
99.5% |
1,522 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,246.00 |
3,224.75 |
3,127.25 |
|
| R3 |
3,193.25 |
3,172.00 |
3,112.75 |
|
| R2 |
3,140.50 |
3,140.50 |
3,108.00 |
|
| R1 |
3,119.25 |
3,119.25 |
3,103.00 |
3,130.00 |
| PP |
3,087.75 |
3,087.75 |
3,087.75 |
3,093.00 |
| S1 |
3,066.50 |
3,066.50 |
3,093.50 |
3,077.00 |
| S2 |
3,035.00 |
3,035.00 |
3,088.50 |
|
| S3 |
2,982.25 |
3,013.75 |
3,083.75 |
|
| S4 |
2,929.50 |
2,961.00 |
3,069.25 |
|
|
| 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 |
3,108.75 |
2,977.00 |
131.75 |
4.3% |
49.00 |
1.6% |
92% |
True |
False |
427 |
| 10 |
3,108.75 |
2,891.00 |
217.75 |
7.0% |
53.75 |
1.7% |
95% |
True |
False |
402 |
| 20 |
3,108.75 |
2,745.75 |
363.00 |
11.7% |
62.50 |
2.0% |
97% |
True |
False |
1,628 |
| 40 |
3,108.75 |
2,615.25 |
493.50 |
15.9% |
71.75 |
2.3% |
98% |
True |
False |
1,638 |
| 60 |
3,108.75 |
2,168.25 |
940.50 |
30.4% |
98.75 |
3.2% |
99% |
True |
False |
1,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,333.00 |
|
2.618 |
3,246.75 |
|
1.618 |
3,194.00 |
|
1.000 |
3,161.50 |
|
0.618 |
3,141.25 |
|
HIGH |
3,108.75 |
|
0.618 |
3,088.50 |
|
0.500 |
3,082.50 |
|
0.382 |
3,076.25 |
|
LOW |
3,056.00 |
|
0.618 |
3,023.50 |
|
1.000 |
3,003.25 |
|
1.618 |
2,970.75 |
|
2.618 |
2,918.00 |
|
4.250 |
2,831.75 |
|
|