Trading Metrics calculated at close of trading on 04-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2019 |
04-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
24,830.16 |
24,962.82 |
132.66 |
0.5% |
25,616.55 |
High |
24,935.21 |
25,343.77 |
408.56 |
1.6% |
25,717.63 |
Low |
24,680.57 |
24,962.82 |
282.25 |
1.1% |
24,812.87 |
Close |
24,819.78 |
25,332.18 |
512.40 |
2.1% |
24,815.04 |
Range |
254.64 |
380.95 |
126.31 |
49.6% |
904.76 |
ATR |
297.13 |
313.33 |
16.20 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,355.77 |
26,224.93 |
25,541.70 |
|
R3 |
25,974.82 |
25,843.98 |
25,436.94 |
|
R2 |
25,593.87 |
25,593.87 |
25,402.02 |
|
R1 |
25,463.03 |
25,463.03 |
25,367.10 |
25,528.45 |
PP |
25,212.92 |
25,212.92 |
25,212.92 |
25,245.64 |
S1 |
25,082.08 |
25,082.08 |
25,297.26 |
25,147.50 |
S2 |
24,831.97 |
24,831.97 |
25,262.34 |
|
S3 |
24,451.02 |
24,701.13 |
25,227.42 |
|
S4 |
24,070.07 |
24,320.18 |
25,122.66 |
|
|
Weekly Pivots for week ending 31-May-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,829.46 |
27,227.01 |
25,312.66 |
|
R3 |
26,924.70 |
26,322.25 |
25,063.85 |
|
R2 |
26,019.94 |
26,019.94 |
24,980.91 |
|
R1 |
25,417.49 |
25,417.49 |
24,897.98 |
25,266.34 |
PP |
25,115.18 |
25,115.18 |
25,115.18 |
25,039.60 |
S1 |
24,512.73 |
24,512.73 |
24,732.10 |
24,361.58 |
S2 |
24,210.42 |
24,210.42 |
24,649.17 |
|
S3 |
23,305.66 |
23,607.97 |
24,566.23 |
|
S4 |
22,400.90 |
22,703.21 |
24,317.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,343.77 |
24,680.57 |
663.20 |
2.6% |
262.81 |
1.0% |
98% |
True |
False |
|
10 |
25,898.27 |
24,680.57 |
1,217.70 |
4.8% |
243.19 |
1.0% |
54% |
False |
False |
|
20 |
26,276.90 |
24,680.57 |
1,596.33 |
6.3% |
292.29 |
1.2% |
41% |
False |
False |
|
40 |
26,695.96 |
24,680.57 |
2,015.39 |
8.0% |
229.55 |
0.9% |
32% |
False |
False |
|
60 |
26,695.96 |
24,680.57 |
2,015.39 |
8.0% |
228.98 |
0.9% |
32% |
False |
False |
|
80 |
26,695.96 |
24,680.57 |
2,015.39 |
8.0% |
225.71 |
0.9% |
32% |
False |
False |
|
100 |
26,695.96 |
23,703.25 |
2,992.71 |
11.8% |
229.91 |
0.9% |
54% |
False |
False |
|
120 |
26,695.96 |
21,712.53 |
4,983.43 |
19.7% |
280.87 |
1.1% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,962.81 |
2.618 |
26,341.10 |
1.618 |
25,960.15 |
1.000 |
25,724.72 |
0.618 |
25,579.20 |
HIGH |
25,343.77 |
0.618 |
25,198.25 |
0.500 |
25,153.30 |
0.382 |
25,108.34 |
LOW |
24,962.82 |
0.618 |
24,727.39 |
1.000 |
24,581.87 |
1.618 |
24,346.44 |
2.618 |
23,965.49 |
4.250 |
23,343.78 |
|
|
Fisher Pivots for day following 04-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
25,272.55 |
25,225.51 |
PP |
25,212.92 |
25,118.84 |
S1 |
25,153.30 |
25,012.17 |
|