| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,739.33 |
1,727.34 |
-11.99 |
-0.7% |
1,734.39 |
| High |
1,743.83 |
1,730.86 |
-12.97 |
-0.7% |
1,735.65 |
| Low |
1,723.42 |
1,690.00 |
-33.42 |
-1.9% |
1,694.60 |
| Close |
1,727.34 |
1,697.66 |
-29.68 |
-1.7% |
1,728.83 |
| Range |
20.41 |
40.86 |
20.45 |
100.2% |
41.05 |
| ATR |
22.01 |
23.35 |
1.35 |
6.1% |
0.00 |
| Volume |
5,832 |
5,618 |
-214 |
-3.7% |
26,713 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,828.75 |
1,804.07 |
1,720.13 |
|
| R3 |
1,787.89 |
1,763.21 |
1,708.90 |
|
| R2 |
1,747.03 |
1,747.03 |
1,705.15 |
|
| R1 |
1,722.35 |
1,722.35 |
1,701.41 |
1,714.26 |
| PP |
1,706.17 |
1,706.17 |
1,706.17 |
1,702.13 |
| S1 |
1,681.49 |
1,681.49 |
1,693.91 |
1,673.40 |
| S2 |
1,665.31 |
1,665.31 |
1,690.17 |
|
| S3 |
1,624.45 |
1,640.63 |
1,686.42 |
|
| S4 |
1,583.59 |
1,599.77 |
1,675.19 |
|
|
| 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 |
1,690.00 |
53.90 |
3.2% |
23.27 |
1.4% |
14% |
False |
True |
5,826 |
| 10 |
1,747.44 |
1,690.00 |
57.44 |
3.4% |
21.48 |
1.3% |
13% |
False |
True |
5,574 |
| 20 |
1,764.12 |
1,683.69 |
80.43 |
4.7% |
21.52 |
1.3% |
17% |
False |
False |
5,795 |
| 40 |
1,764.12 |
1,643.69 |
120.43 |
7.1% |
24.30 |
1.4% |
45% |
False |
False |
5,783 |
| 60 |
1,764.12 |
1,453.26 |
310.86 |
18.3% |
32.71 |
1.9% |
79% |
False |
False |
5,801 |
| 80 |
1,764.12 |
1,453.26 |
310.86 |
18.3% |
32.03 |
1.9% |
79% |
False |
False |
5,836 |
| 100 |
1,764.12 |
1,453.26 |
310.86 |
18.3% |
28.38 |
1.7% |
79% |
False |
False |
6,098 |
| 120 |
1,764.12 |
1,453.26 |
310.86 |
18.3% |
26.16 |
1.5% |
79% |
False |
False |
6,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,904.52 |
|
2.618 |
1,837.83 |
|
1.618 |
1,796.97 |
|
1.000 |
1,771.72 |
|
0.618 |
1,756.11 |
|
HIGH |
1,730.86 |
|
0.618 |
1,715.25 |
|
0.500 |
1,710.43 |
|
0.382 |
1,705.61 |
|
LOW |
1,690.00 |
|
0.618 |
1,664.75 |
|
1.000 |
1,649.14 |
|
1.618 |
1,623.89 |
|
2.618 |
1,583.03 |
|
4.250 |
1,516.35 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,710.43 |
1,716.95 |
| PP |
1,706.17 |
1,710.52 |
| S1 |
1,701.92 |
1,704.09 |
|