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 |
310.24 |
311.11 |
0.87 |
0.3% |
301.93 |
High |
313.22 |
313.00 |
-0.22 |
-0.1% |
306.84 |
Low |
309.94 |
309.08 |
-0.86 |
-0.3% |
295.46 |
Close |
312.18 |
311.36 |
-0.82 |
-0.3% |
304.32 |
Range |
3.28 |
3.92 |
0.64 |
19.5% |
11.38 |
ATR |
6.06 |
5.90 |
-0.15 |
-2.5% |
0.00 |
Volume |
92,567,504 |
75,794,304 |
-16,773,200 |
-18.1% |
403,802,296 |
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
322.91 |
321.05 |
313.52 |
|
R3 |
318.99 |
317.13 |
312.44 |
|
R2 |
315.07 |
315.07 |
312.08 |
|
R1 |
313.21 |
313.21 |
311.72 |
314.14 |
PP |
311.15 |
311.15 |
311.15 |
311.61 |
S1 |
309.29 |
309.29 |
311.00 |
310.22 |
S2 |
307.23 |
307.23 |
310.64 |
|
S3 |
303.31 |
305.37 |
310.28 |
|
S4 |
299.39 |
301.45 |
309.20 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
336.33 |
331.70 |
310.58 |
|
R3 |
324.96 |
320.33 |
307.45 |
|
R2 |
313.58 |
313.58 |
306.41 |
|
R1 |
308.95 |
308.95 |
305.36 |
311.27 |
PP |
302.21 |
302.21 |
302.21 |
303.37 |
S1 |
297.58 |
297.58 |
303.28 |
299.89 |
S2 |
290.83 |
290.83 |
302.23 |
|
S3 |
279.46 |
286.20 |
301.19 |
|
S4 |
268.08 |
274.83 |
298.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
313.22 |
299.47 |
13.75 |
4.4% |
3.77 |
1.2% |
86% |
False |
False |
83,734,881 |
10 |
313.22 |
293.22 |
20.00 |
6.4% |
4.33 |
1.4% |
91% |
False |
False |
84,546,311 |
20 |
313.22 |
272.99 |
40.23 |
12.9% |
4.84 |
1.6% |
95% |
False |
False |
92,596,835 |
40 |
313.22 |
265.25 |
47.97 |
15.4% |
5.38 |
1.7% |
96% |
False |
False |
103,479,960 |
60 |
313.22 |
218.26 |
94.96 |
30.5% |
8.25 |
2.7% |
98% |
False |
False |
154,030,346 |
80 |
339.08 |
218.26 |
120.82 |
38.8% |
8.22 |
2.6% |
77% |
False |
False |
158,938,787 |
100 |
339.08 |
218.26 |
120.82 |
38.8% |
7.12 |
2.3% |
77% |
False |
False |
140,591,624 |
120 |
339.08 |
218.26 |
120.82 |
38.8% |
6.26 |
2.0% |
77% |
False |
False |
127,696,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
329.66 |
2.618 |
323.26 |
1.618 |
319.34 |
1.000 |
316.92 |
0.618 |
315.42 |
HIGH |
313.00 |
0.618 |
311.50 |
0.500 |
311.04 |
0.382 |
310.58 |
LOW |
309.08 |
0.618 |
306.66 |
1.000 |
305.16 |
1.618 |
302.74 |
2.618 |
298.82 |
4.250 |
292.42 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
311.25 |
310.63 |
PP |
311.15 |
309.89 |
S1 |
311.04 |
309.16 |
|