| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1,697.55 |
1,713.16 |
15.61 |
0.9% |
1,728.81 |
| High |
1,720.31 |
1,715.18 |
-5.13 |
-0.3% |
1,743.90 |
| Low |
1,697.12 |
1,672.80 |
-24.32 |
-1.4% |
1,672.80 |
| Close |
1,713.15 |
1,684.37 |
-28.78 |
-1.7% |
1,684.37 |
| Range |
23.19 |
42.38 |
19.19 |
82.8% |
71.10 |
| ATR |
23.34 |
24.70 |
1.36 |
5.8% |
0.00 |
| Volume |
5,805 |
5,545 |
-260 |
-4.5% |
29,555 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.92 |
1,793.53 |
1,707.68 |
|
| R3 |
1,775.54 |
1,751.15 |
1,696.02 |
|
| R2 |
1,733.16 |
1,733.16 |
1,692.14 |
|
| R1 |
1,708.77 |
1,708.77 |
1,688.25 |
1,699.78 |
| PP |
1,690.78 |
1,690.78 |
1,690.78 |
1,686.29 |
| S1 |
1,666.39 |
1,666.39 |
1,680.49 |
1,657.40 |
| S2 |
1,648.40 |
1,648.40 |
1,676.60 |
|
| S3 |
1,606.02 |
1,624.01 |
1,672.72 |
|
| S4 |
1,563.64 |
1,581.63 |
1,661.06 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,913.66 |
1,870.11 |
1,723.48 |
|
| R3 |
1,842.56 |
1,799.01 |
1,703.92 |
|
| R2 |
1,771.46 |
1,771.46 |
1,697.41 |
|
| R1 |
1,727.91 |
1,727.91 |
1,690.89 |
1,714.14 |
| PP |
1,700.36 |
1,700.36 |
1,700.36 |
1,693.47 |
| S1 |
1,656.81 |
1,656.81 |
1,677.85 |
1,643.04 |
| S2 |
1,629.26 |
1,629.26 |
1,671.34 |
|
| S3 |
1,558.16 |
1,585.71 |
1,664.82 |
|
| S4 |
1,487.06 |
1,514.61 |
1,645.27 |
|
|
| 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 |
1,672.80 |
71.10 |
4.2% |
28.39 |
1.7% |
16% |
False |
True |
5,911 |
| 10 |
1,743.90 |
1,672.80 |
71.10 |
4.2% |
23.77 |
1.4% |
16% |
False |
True |
5,626 |
| 20 |
1,764.12 |
1,672.80 |
91.32 |
5.4% |
21.89 |
1.3% |
13% |
False |
True |
5,757 |
| 40 |
1,764.12 |
1,663.76 |
100.36 |
6.0% |
24.70 |
1.5% |
21% |
False |
False |
5,896 |
| 60 |
1,764.12 |
1,453.26 |
310.86 |
18.5% |
31.03 |
1.8% |
74% |
False |
False |
5,779 |
| 80 |
1,764.12 |
1,453.26 |
310.86 |
18.5% |
32.57 |
1.9% |
74% |
False |
False |
5,797 |
| 100 |
1,764.12 |
1,453.26 |
310.86 |
18.5% |
28.82 |
1.7% |
74% |
False |
False |
6,059 |
| 120 |
1,764.12 |
1,453.26 |
310.86 |
18.5% |
26.59 |
1.6% |
74% |
False |
False |
6,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,895.30 |
|
2.618 |
1,826.13 |
|
1.618 |
1,783.75 |
|
1.000 |
1,757.56 |
|
0.618 |
1,741.37 |
|
HIGH |
1,715.18 |
|
0.618 |
1,698.99 |
|
0.500 |
1,693.99 |
|
0.382 |
1,688.99 |
|
LOW |
1,672.80 |
|
0.618 |
1,646.61 |
|
1.000 |
1,630.42 |
|
1.618 |
1,604.23 |
|
2.618 |
1,561.85 |
|
4.250 |
1,492.69 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,693.99 |
1,701.83 |
| PP |
1,690.78 |
1,696.01 |
| S1 |
1,687.58 |
1,690.19 |
|