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 |
9,603.18 |
9,689.72 |
86.54 |
0.9% |
9,570.53 |
High |
9,660.08 |
9,729.69 |
69.61 |
0.7% |
9,570.53 |
Low |
9,511.88 |
9,648.93 |
137.05 |
1.4% |
9,182.45 |
Close |
9,657.31 |
9,704.69 |
47.38 |
0.5% |
9,555.52 |
Range |
148.20 |
80.76 |
-67.44 |
-45.5% |
388.08 |
ATR |
197.28 |
188.96 |
-8.32 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,936.72 |
9,901.46 |
9,749.11 |
|
R3 |
9,855.96 |
9,820.70 |
9,726.90 |
|
R2 |
9,775.20 |
9,775.20 |
9,719.50 |
|
R1 |
9,739.94 |
9,739.94 |
9,712.09 |
9,757.57 |
PP |
9,694.44 |
9,694.44 |
9,694.44 |
9,703.25 |
S1 |
9,659.18 |
9,659.18 |
9,697.29 |
9,676.81 |
S2 |
9,613.68 |
9,613.68 |
9,689.88 |
|
S3 |
9,532.92 |
9,578.42 |
9,682.48 |
|
S4 |
9,452.16 |
9,497.66 |
9,660.27 |
|
|
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 |
9,729.69 |
9,379.93 |
349.76 |
3.6% |
138.06 |
1.4% |
93% |
True |
False |
|
10 |
9,729.69 |
9,182.45 |
547.24 |
5.6% |
147.91 |
1.5% |
95% |
True |
False |
|
20 |
9,729.69 |
8,860.77 |
868.92 |
9.0% |
160.97 |
1.7% |
97% |
True |
False |
|
40 |
9,729.69 |
8,043.07 |
1,686.62 |
17.4% |
171.96 |
1.8% |
99% |
True |
False |
|
60 |
9,729.69 |
6,771.91 |
2,957.78 |
30.5% |
245.22 |
2.5% |
99% |
True |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
30.5% |
239.99 |
2.5% |
99% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
30.5% |
211.21 |
2.2% |
99% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
30.5% |
186.75 |
1.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,072.92 |
2.618 |
9,941.12 |
1.618 |
9,860.36 |
1.000 |
9,810.45 |
0.618 |
9,779.60 |
HIGH |
9,729.69 |
0.618 |
9,698.84 |
0.500 |
9,689.31 |
0.382 |
9,679.78 |
LOW |
9,648.93 |
0.618 |
9,599.02 |
1.000 |
9,568.17 |
1.618 |
9,518.26 |
2.618 |
9,437.50 |
4.250 |
9,305.70 |
|
|
Fisher Pivots for day following 03-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,699.56 |
9,676.72 |
PP |
9,694.44 |
9,648.75 |
S1 |
9,689.31 |
9,620.79 |
|