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 |
9,440.64 |
9,526.43 |
85.79 |
0.9% |
9,570.53 |
High |
9,570.16 |
9,609.38 |
39.22 |
0.4% |
9,570.53 |
Low |
9,379.93 |
9,515.34 |
135.41 |
1.4% |
9,182.45 |
Close |
9,555.52 |
9,598.89 |
43.37 |
0.5% |
9,555.52 |
Range |
190.23 |
94.04 |
-96.19 |
-50.6% |
388.08 |
ATR |
209.29 |
201.05 |
-8.23 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,856.66 |
9,821.81 |
9,650.61 |
|
R3 |
9,762.62 |
9,727.77 |
9,624.75 |
|
R2 |
9,668.58 |
9,668.58 |
9,616.13 |
|
R1 |
9,633.73 |
9,633.73 |
9,607.51 |
9,651.16 |
PP |
9,574.54 |
9,574.54 |
9,574.54 |
9,583.25 |
S1 |
9,539.69 |
9,539.69 |
9,590.27 |
9,557.12 |
S2 |
9,480.50 |
9,480.50 |
9,581.65 |
|
S3 |
9,386.46 |
9,445.65 |
9,573.03 |
|
S4 |
9,292.42 |
9,351.61 |
9,547.17 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,600.41 |
10,466.04 |
9,768.96 |
|
R3 |
10,212.33 |
10,077.96 |
9,662.24 |
|
R2 |
9,824.25 |
9,824.25 |
9,626.67 |
|
R1 |
9,689.88 |
9,689.88 |
9,591.09 |
9,563.03 |
PP |
9,436.17 |
9,436.17 |
9,436.17 |
9,372.74 |
S1 |
9,301.80 |
9,301.80 |
9,519.95 |
9,174.95 |
S2 |
9,048.09 |
9,048.09 |
9,484.37 |
|
S3 |
8,660.01 |
8,913.72 |
9,448.80 |
|
S4 |
8,271.93 |
8,525.64 |
9,342.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,609.38 |
9,182.45 |
426.93 |
4.4% |
182.91 |
1.9% |
98% |
True |
False |
|
10 |
9,609.38 |
9,182.45 |
426.93 |
4.4% |
149.51 |
1.6% |
98% |
True |
False |
|
20 |
9,609.38 |
8,665.40 |
943.98 |
9.8% |
164.79 |
1.7% |
99% |
True |
False |
|
40 |
9,609.38 |
7,439.78 |
2,169.60 |
22.6% |
180.77 |
1.9% |
100% |
True |
False |
|
60 |
9,609.38 |
6,771.91 |
2,837.47 |
29.6% |
251.10 |
2.6% |
100% |
True |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
30.9% |
239.22 |
2.5% |
95% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
30.9% |
210.77 |
2.2% |
95% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
30.9% |
185.84 |
1.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,009.05 |
2.618 |
9,855.58 |
1.618 |
9,761.54 |
1.000 |
9,703.42 |
0.618 |
9,667.50 |
HIGH |
9,609.38 |
0.618 |
9,573.46 |
0.500 |
9,562.36 |
0.382 |
9,551.26 |
LOW |
9,515.34 |
0.618 |
9,457.22 |
1.000 |
9,421.30 |
1.618 |
9,363.18 |
2.618 |
9,269.14 |
4.250 |
9,115.67 |
|
|
Fisher Pivots for day following 01-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,586.71 |
9,564.15 |
PP |
9,574.54 |
9,529.40 |
S1 |
9,562.36 |
9,494.66 |
|