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 |
9,689.72 |
9,672.17 |
-17.55 |
-0.2% |
9,570.53 |
High |
9,729.69 |
9,741.97 |
12.28 |
0.1% |
9,570.53 |
Low |
9,648.93 |
9,577.71 |
-71.22 |
-0.7% |
9,182.45 |
Close |
9,704.69 |
9,629.66 |
-75.03 |
-0.8% |
9,555.52 |
Range |
80.76 |
164.26 |
83.50 |
103.4% |
388.08 |
ATR |
188.96 |
187.19 |
-1.76 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,142.56 |
10,050.37 |
9,720.00 |
|
R3 |
9,978.30 |
9,886.11 |
9,674.83 |
|
R2 |
9,814.04 |
9,814.04 |
9,659.77 |
|
R1 |
9,721.85 |
9,721.85 |
9,644.72 |
9,685.82 |
PP |
9,649.78 |
9,649.78 |
9,649.78 |
9,631.76 |
S1 |
9,557.59 |
9,557.59 |
9,614.60 |
9,521.56 |
S2 |
9,485.52 |
9,485.52 |
9,599.55 |
|
S3 |
9,321.26 |
9,393.33 |
9,584.49 |
|
S4 |
9,157.00 |
9,229.07 |
9,539.32 |
|
|
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 |
9,741.97 |
9,379.93 |
362.04 |
3.8% |
135.50 |
1.4% |
69% |
True |
False |
|
10 |
9,741.97 |
9,182.45 |
559.52 |
5.8% |
155.79 |
1.6% |
80% |
True |
False |
|
20 |
9,741.97 |
8,860.77 |
881.20 |
9.2% |
163.45 |
1.7% |
87% |
True |
False |
|
40 |
9,741.97 |
8,058.41 |
1,683.56 |
17.5% |
169.50 |
1.8% |
93% |
True |
False |
|
60 |
9,741.97 |
6,771.91 |
2,970.06 |
30.8% |
240.72 |
2.5% |
96% |
True |
False |
|
80 |
9,741.97 |
6,771.91 |
2,970.06 |
30.8% |
240.23 |
2.5% |
96% |
True |
False |
|
100 |
9,741.97 |
6,771.91 |
2,970.06 |
30.8% |
212.12 |
2.2% |
96% |
True |
False |
|
120 |
9,741.97 |
6,771.91 |
2,970.06 |
30.8% |
187.73 |
1.9% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,440.08 |
2.618 |
10,172.00 |
1.618 |
10,007.74 |
1.000 |
9,906.23 |
0.618 |
9,843.48 |
HIGH |
9,741.97 |
0.618 |
9,679.22 |
0.500 |
9,659.84 |
0.382 |
9,640.46 |
LOW |
9,577.71 |
0.618 |
9,476.20 |
1.000 |
9,413.45 |
1.618 |
9,311.94 |
2.618 |
9,147.68 |
4.250 |
8,879.61 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,659.84 |
9,628.75 |
PP |
9,649.78 |
9,627.84 |
S1 |
9,639.72 |
9,626.93 |
|