| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,095.00 |
3,097.75 |
2.75 |
0.1% |
3,004.00 |
| High |
3,106.00 |
3,190.25 |
84.25 |
2.7% |
3,190.25 |
| Low |
3,068.75 |
3,088.00 |
19.25 |
0.6% |
2,993.25 |
| Close |
3,091.50 |
3,167.00 |
75.50 |
2.4% |
3,167.00 |
| Range |
37.25 |
102.25 |
65.00 |
174.5% |
197.00 |
| ATR |
66.03 |
68.62 |
2.59 |
3.9% |
0.00 |
| Volume |
335 |
860 |
525 |
156.7% |
2,397 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,455.25 |
3,413.25 |
3,223.25 |
|
| R3 |
3,353.00 |
3,311.00 |
3,195.00 |
|
| R2 |
3,250.75 |
3,250.75 |
3,185.75 |
|
| R1 |
3,208.75 |
3,208.75 |
3,176.25 |
3,229.75 |
| PP |
3,148.50 |
3,148.50 |
3,148.50 |
3,159.00 |
| S1 |
3,106.50 |
3,106.50 |
3,157.75 |
3,127.50 |
| S2 |
3,046.25 |
3,046.25 |
3,148.25 |
|
| S3 |
2,944.00 |
3,004.25 |
3,139.00 |
|
| S4 |
2,841.75 |
2,902.00 |
3,110.75 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,707.75 |
3,634.50 |
3,275.25 |
|
| R3 |
3,510.75 |
3,437.50 |
3,221.25 |
|
| R2 |
3,313.75 |
3,313.75 |
3,203.00 |
|
| R1 |
3,240.50 |
3,240.50 |
3,185.00 |
3,277.00 |
| PP |
3,116.75 |
3,116.75 |
3,116.75 |
3,135.25 |
| S1 |
3,043.50 |
3,043.50 |
3,149.00 |
3,080.00 |
| S2 |
2,919.75 |
2,919.75 |
3,131.00 |
|
| S3 |
2,722.75 |
2,846.50 |
3,112.75 |
|
| S4 |
2,525.75 |
2,649.50 |
3,058.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,190.25 |
2,993.25 |
197.00 |
6.2% |
55.75 |
1.8% |
88% |
True |
False |
479 |
| 10 |
3,190.25 |
2,891.00 |
299.25 |
9.4% |
57.50 |
1.8% |
92% |
True |
False |
402 |
| 20 |
3,190.25 |
2,745.75 |
444.50 |
14.0% |
63.50 |
2.0% |
95% |
True |
False |
1,668 |
| 40 |
3,190.25 |
2,694.25 |
496.00 |
15.7% |
69.25 |
2.2% |
95% |
True |
False |
1,585 |
| 60 |
3,190.25 |
2,168.25 |
1,022.00 |
32.3% |
97.00 |
3.1% |
98% |
True |
False |
1,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,624.75 |
|
2.618 |
3,458.00 |
|
1.618 |
3,355.75 |
|
1.000 |
3,292.50 |
|
0.618 |
3,253.50 |
|
HIGH |
3,190.25 |
|
0.618 |
3,151.25 |
|
0.500 |
3,139.00 |
|
0.382 |
3,127.00 |
|
LOW |
3,088.00 |
|
0.618 |
3,024.75 |
|
1.000 |
2,985.75 |
|
1.618 |
2,922.50 |
|
2.618 |
2,820.25 |
|
4.250 |
2,653.50 |
|
|