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 |
9,526.43 |
9,603.18 |
76.75 |
0.8% |
9,570.53 |
High |
9,609.38 |
9,660.08 |
50.70 |
0.5% |
9,570.53 |
Low |
9,515.34 |
9,511.88 |
-3.46 |
0.0% |
9,182.45 |
Close |
9,598.89 |
9,657.31 |
58.42 |
0.6% |
9,555.52 |
Range |
94.04 |
148.20 |
54.16 |
57.6% |
388.08 |
ATR |
201.05 |
197.28 |
-3.78 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,054.36 |
10,004.03 |
9,738.82 |
|
R3 |
9,906.16 |
9,855.83 |
9,698.07 |
|
R2 |
9,757.96 |
9,757.96 |
9,684.48 |
|
R1 |
9,707.63 |
9,707.63 |
9,670.90 |
9,732.80 |
PP |
9,609.76 |
9,609.76 |
9,609.76 |
9,622.34 |
S1 |
9,559.43 |
9,559.43 |
9,643.73 |
9,584.60 |
S2 |
9,461.56 |
9,461.56 |
9,630.14 |
|
S3 |
9,313.36 |
9,411.23 |
9,616.56 |
|
S4 |
9,165.16 |
9,263.03 |
9,575.80 |
|
|
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 |
9,660.08 |
9,182.45 |
477.63 |
4.9% |
174.43 |
1.8% |
99% |
True |
False |
|
10 |
9,660.08 |
9,182.45 |
477.63 |
4.9% |
152.45 |
1.6% |
99% |
True |
False |
|
20 |
9,660.08 |
8,860.77 |
799.31 |
8.3% |
163.45 |
1.7% |
100% |
True |
False |
|
40 |
9,660.08 |
7,763.09 |
1,896.99 |
19.6% |
178.63 |
1.8% |
100% |
True |
False |
|
60 |
9,660.08 |
6,771.91 |
2,888.17 |
29.9% |
249.37 |
2.6% |
100% |
True |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
30.7% |
239.93 |
2.5% |
97% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
30.7% |
211.06 |
2.2% |
97% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
30.7% |
186.52 |
1.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,289.93 |
2.618 |
10,048.07 |
1.618 |
9,899.87 |
1.000 |
9,808.28 |
0.618 |
9,751.67 |
HIGH |
9,660.08 |
0.618 |
9,603.47 |
0.500 |
9,585.98 |
0.382 |
9,568.49 |
LOW |
9,511.88 |
0.618 |
9,420.29 |
1.000 |
9,363.68 |
1.618 |
9,272.09 |
2.618 |
9,123.89 |
4.250 |
8,882.03 |
|
|
Fisher Pivots for day following 02-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,633.53 |
9,611.54 |
PP |
9,609.76 |
9,565.77 |
S1 |
9,585.98 |
9,520.01 |
|