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 |
9,672.17 |
9,673.92 |
1.75 |
0.0% |
9,526.43 |
High |
9,741.97 |
9,846.63 |
104.66 |
1.1% |
9,846.63 |
Low |
9,577.71 |
9,659.45 |
81.74 |
0.9% |
9,511.88 |
Close |
9,629.66 |
9,824.39 |
194.73 |
2.0% |
9,824.39 |
Range |
164.26 |
187.18 |
22.92 |
14.0% |
334.75 |
ATR |
187.19 |
189.32 |
2.13 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,338.36 |
10,268.56 |
9,927.34 |
|
R3 |
10,151.18 |
10,081.38 |
9,875.86 |
|
R2 |
9,964.00 |
9,964.00 |
9,858.71 |
|
R1 |
9,894.20 |
9,894.20 |
9,841.55 |
9,929.10 |
PP |
9,776.82 |
9,776.82 |
9,776.82 |
9,794.28 |
S1 |
9,707.02 |
9,707.02 |
9,807.23 |
9,741.92 |
S2 |
9,589.64 |
9,589.64 |
9,790.07 |
|
S3 |
9,402.46 |
9,519.84 |
9,772.92 |
|
S4 |
9,215.28 |
9,332.66 |
9,721.44 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,731.88 |
10,612.89 |
10,008.50 |
|
R3 |
10,397.13 |
10,278.14 |
9,916.45 |
|
R2 |
10,062.38 |
10,062.38 |
9,885.76 |
|
R1 |
9,943.39 |
9,943.39 |
9,855.08 |
10,002.89 |
PP |
9,727.63 |
9,727.63 |
9,727.63 |
9,757.38 |
S1 |
9,608.64 |
9,608.64 |
9,793.70 |
9,668.14 |
S2 |
9,392.88 |
9,392.88 |
9,763.02 |
|
S3 |
9,058.13 |
9,273.89 |
9,732.33 |
|
S4 |
8,723.38 |
8,939.14 |
9,640.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,846.63 |
9,511.88 |
334.75 |
3.4% |
134.89 |
1.4% |
93% |
True |
False |
|
10 |
9,846.63 |
9,182.45 |
664.18 |
6.8% |
159.18 |
1.6% |
97% |
True |
False |
|
20 |
9,846.63 |
8,860.77 |
985.86 |
10.0% |
168.26 |
1.7% |
98% |
True |
False |
|
40 |
9,846.63 |
8,158.58 |
1,688.05 |
17.2% |
169.28 |
1.7% |
99% |
True |
False |
|
60 |
9,846.63 |
6,771.91 |
3,074.72 |
31.3% |
238.45 |
2.4% |
99% |
True |
False |
|
80 |
9,846.63 |
6,771.91 |
3,074.72 |
31.3% |
241.24 |
2.5% |
99% |
True |
False |
|
100 |
9,846.63 |
6,771.91 |
3,074.72 |
31.3% |
213.19 |
2.2% |
99% |
True |
False |
|
120 |
9,846.63 |
6,771.91 |
3,074.72 |
31.3% |
188.35 |
1.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,642.15 |
2.618 |
10,336.67 |
1.618 |
10,149.49 |
1.000 |
10,033.81 |
0.618 |
9,962.31 |
HIGH |
9,846.63 |
0.618 |
9,775.13 |
0.500 |
9,753.04 |
0.382 |
9,730.95 |
LOW |
9,659.45 |
0.618 |
9,543.77 |
1.000 |
9,472.27 |
1.618 |
9,356.59 |
2.618 |
9,169.41 |
4.250 |
8,863.94 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,800.61 |
9,786.98 |
PP |
9,776.82 |
9,749.58 |
S1 |
9,753.04 |
9,712.17 |
|