Trading Metrics calculated at close of trading on 04-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,727.34 |
1,697.55 |
-29.79 |
-1.7% |
1,734.39 |
High |
1,730.86 |
1,720.31 |
-10.55 |
-0.6% |
1,735.65 |
Low |
1,690.00 |
1,697.12 |
7.12 |
0.4% |
1,694.60 |
Close |
1,697.66 |
1,713.15 |
15.49 |
0.9% |
1,728.83 |
Range |
40.86 |
23.19 |
-17.67 |
-43.2% |
41.05 |
ATR |
23.35 |
23.34 |
-0.01 |
-0.1% |
0.00 |
Volume |
5,618 |
5,805 |
187 |
3.3% |
26,713 |
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,779.76 |
1,769.65 |
1,725.90 |
|
R3 |
1,756.57 |
1,746.46 |
1,719.53 |
|
R2 |
1,733.38 |
1,733.38 |
1,717.40 |
|
R1 |
1,723.27 |
1,723.27 |
1,715.28 |
1,728.33 |
PP |
1,710.19 |
1,710.19 |
1,710.19 |
1,712.72 |
S1 |
1,700.08 |
1,700.08 |
1,711.02 |
1,705.14 |
S2 |
1,687.00 |
1,687.00 |
1,708.90 |
|
S3 |
1,663.81 |
1,676.89 |
1,706.77 |
|
S4 |
1,640.62 |
1,653.70 |
1,700.40 |
|
|
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 |
3.1% |
24.20 |
1.4% |
43% |
False |
False |
5,896 |
10 |
1,743.90 |
1,690.00 |
53.90 |
3.1% |
20.96 |
1.2% |
43% |
False |
False |
5,618 |
20 |
1,764.12 |
1,690.00 |
74.12 |
4.3% |
20.82 |
1.2% |
31% |
False |
False |
5,781 |
40 |
1,764.12 |
1,663.76 |
100.36 |
5.9% |
23.79 |
1.4% |
49% |
False |
False |
5,785 |
60 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
31.70 |
1.9% |
84% |
False |
False |
5,793 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
32.17 |
1.9% |
84% |
False |
False |
5,816 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
28.51 |
1.7% |
84% |
False |
False |
6,080 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
26.31 |
1.5% |
84% |
False |
False |
6,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,818.87 |
2.618 |
1,781.02 |
1.618 |
1,757.83 |
1.000 |
1,743.50 |
0.618 |
1,734.64 |
HIGH |
1,720.31 |
0.618 |
1,711.45 |
0.500 |
1,708.72 |
0.382 |
1,705.98 |
LOW |
1,697.12 |
0.618 |
1,682.79 |
1.000 |
1,673.93 |
1.618 |
1,659.60 |
2.618 |
1,636.41 |
4.250 |
1,598.56 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,711.67 |
1,716.92 |
PP |
1,710.19 |
1,715.66 |
S1 |
1,708.72 |
1,714.41 |
|