Trading Metrics calculated at close of trading on 02-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,728.81 |
1,739.33 |
10.52 |
0.6% |
1,734.39 |
High |
1,743.90 |
1,743.83 |
-0.07 |
0.0% |
1,735.65 |
Low |
1,728.81 |
1,723.42 |
-5.39 |
-0.3% |
1,694.60 |
Close |
1,739.25 |
1,727.34 |
-11.91 |
-0.7% |
1,728.83 |
Range |
15.09 |
20.41 |
5.32 |
35.3% |
41.05 |
ATR |
22.13 |
22.01 |
-0.12 |
-0.6% |
0.00 |
Volume |
6,755 |
5,832 |
-923 |
-13.7% |
26,713 |
|
Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.76 |
1,780.46 |
1,738.57 |
|
R3 |
1,772.35 |
1,760.05 |
1,732.95 |
|
R2 |
1,751.94 |
1,751.94 |
1,731.08 |
|
R1 |
1,739.64 |
1,739.64 |
1,729.21 |
1,735.59 |
PP |
1,731.53 |
1,731.53 |
1,731.53 |
1,729.50 |
S1 |
1,719.23 |
1,719.23 |
1,725.47 |
1,715.18 |
S2 |
1,711.12 |
1,711.12 |
1,723.60 |
|
S3 |
1,690.71 |
1,698.82 |
1,721.73 |
|
S4 |
1,670.30 |
1,678.41 |
1,716.11 |
|
|
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 |
2.9% |
19.17 |
1.1% |
66% |
False |
False |
5,791 |
10 |
1,751.71 |
1,694.60 |
57.11 |
3.3% |
18.27 |
1.1% |
57% |
False |
False |
5,551 |
20 |
1,764.12 |
1,683.39 |
80.73 |
4.7% |
20.67 |
1.2% |
54% |
False |
False |
5,818 |
40 |
1,764.12 |
1,643.69 |
120.43 |
7.0% |
23.54 |
1.4% |
69% |
False |
False |
5,787 |
60 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
32.62 |
1.9% |
88% |
False |
False |
5,815 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
31.61 |
1.8% |
88% |
False |
False |
5,861 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
28.12 |
1.6% |
88% |
False |
False |
6,118 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
25.87 |
1.5% |
88% |
False |
False |
6,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.57 |
2.618 |
1,797.26 |
1.618 |
1,776.85 |
1.000 |
1,764.24 |
0.618 |
1,756.44 |
HIGH |
1,743.83 |
0.618 |
1,736.03 |
0.500 |
1,733.63 |
0.382 |
1,731.22 |
LOW |
1,723.42 |
0.618 |
1,710.81 |
1.000 |
1,703.01 |
1.618 |
1,690.40 |
2.618 |
1,669.99 |
4.250 |
1,636.68 |
|
|
Fisher Pivots for day following 02-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,733.63 |
1,729.06 |
PP |
1,731.53 |
1,728.48 |
S1 |
1,729.44 |
1,727.91 |
|