Trading Metrics calculated at close of trading on 01-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,718.25 |
1,728.81 |
10.56 |
0.6% |
1,734.39 |
High |
1,735.65 |
1,743.90 |
8.25 |
0.5% |
1,735.65 |
Low |
1,714.21 |
1,728.81 |
14.60 |
0.9% |
1,694.60 |
Close |
1,728.83 |
1,739.25 |
10.42 |
0.6% |
1,728.83 |
Range |
21.44 |
15.09 |
-6.35 |
-29.6% |
41.05 |
ATR |
22.67 |
22.13 |
-0.54 |
-2.4% |
0.00 |
Volume |
5,472 |
6,755 |
1,283 |
23.4% |
26,713 |
|
Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.59 |
1,776.01 |
1,747.55 |
|
R3 |
1,767.50 |
1,760.92 |
1,743.40 |
|
R2 |
1,752.41 |
1,752.41 |
1,742.02 |
|
R1 |
1,745.83 |
1,745.83 |
1,740.63 |
1,749.12 |
PP |
1,737.32 |
1,737.32 |
1,737.32 |
1,738.97 |
S1 |
1,730.74 |
1,730.74 |
1,737.87 |
1,734.03 |
S2 |
1,722.23 |
1,722.23 |
1,736.48 |
|
S3 |
1,707.14 |
1,715.65 |
1,735.10 |
|
S4 |
1,692.05 |
1,700.56 |
1,730.95 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.84 |
1,826.89 |
1,751.41 |
|
R3 |
1,801.79 |
1,785.84 |
1,740.12 |
|
R2 |
1,760.74 |
1,760.74 |
1,736.36 |
|
R1 |
1,744.79 |
1,744.79 |
1,732.59 |
1,732.24 |
PP |
1,719.69 |
1,719.69 |
1,719.69 |
1,713.42 |
S1 |
1,703.74 |
1,703.74 |
1,725.07 |
1,691.19 |
S2 |
1,678.64 |
1,678.64 |
1,721.30 |
|
S3 |
1,637.59 |
1,662.69 |
1,717.54 |
|
S4 |
1,596.54 |
1,621.64 |
1,706.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,743.90 |
1,694.60 |
49.30 |
2.8% |
20.14 |
1.2% |
91% |
True |
False |
5,684 |
10 |
1,751.71 |
1,694.60 |
57.11 |
3.3% |
18.19 |
1.0% |
78% |
False |
False |
5,557 |
20 |
1,764.12 |
1,683.39 |
80.73 |
4.6% |
20.50 |
1.2% |
69% |
False |
False |
5,843 |
40 |
1,764.12 |
1,643.69 |
120.43 |
6.9% |
23.57 |
1.4% |
79% |
False |
False |
5,767 |
60 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
32.85 |
1.9% |
92% |
False |
False |
5,811 |
80 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
31.49 |
1.8% |
92% |
False |
False |
5,877 |
100 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
28.03 |
1.6% |
92% |
False |
False |
6,132 |
120 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
25.82 |
1.5% |
92% |
False |
False |
6,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.03 |
2.618 |
1,783.41 |
1.618 |
1,768.32 |
1.000 |
1,758.99 |
0.618 |
1,753.23 |
HIGH |
1,743.90 |
0.618 |
1,738.14 |
0.500 |
1,736.36 |
0.382 |
1,734.57 |
LOW |
1,728.81 |
0.618 |
1,719.48 |
1.000 |
1,713.72 |
1.618 |
1,704.39 |
2.618 |
1,689.30 |
4.250 |
1,664.68 |
|
|
Fisher Pivots for day following 01-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,738.29 |
1,734.69 |
PP |
1,737.32 |
1,730.14 |
S1 |
1,736.36 |
1,725.58 |
|