Trading Metrics calculated at close of trading on 05-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2019 |
05-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
24,962.82 |
25,451.00 |
488.18 |
2.0% |
25,616.55 |
High |
25,343.77 |
25,544.66 |
200.89 |
0.8% |
25,717.63 |
Low |
24,962.82 |
25,373.58 |
410.76 |
1.6% |
24,812.87 |
Close |
25,332.18 |
25,539.57 |
207.39 |
0.8% |
24,815.04 |
Range |
380.95 |
171.08 |
-209.87 |
-55.1% |
904.76 |
ATR |
313.33 |
306.13 |
-7.20 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,999.18 |
25,940.45 |
25,633.66 |
|
R3 |
25,828.10 |
25,769.37 |
25,586.62 |
|
R2 |
25,657.02 |
25,657.02 |
25,570.93 |
|
R1 |
25,598.29 |
25,598.29 |
25,555.25 |
25,627.66 |
PP |
25,485.94 |
25,485.94 |
25,485.94 |
25,500.62 |
S1 |
25,427.21 |
25,427.21 |
25,523.89 |
25,456.58 |
S2 |
25,314.86 |
25,314.86 |
25,508.21 |
|
S3 |
25,143.78 |
25,256.13 |
25,492.52 |
|
S4 |
24,972.70 |
25,085.05 |
25,445.48 |
|
|
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 |
25,544.66 |
24,680.57 |
864.09 |
3.4% |
238.38 |
0.9% |
99% |
True |
False |
|
10 |
25,878.21 |
24,680.57 |
1,197.64 |
4.7% |
248.44 |
1.0% |
72% |
False |
False |
|
20 |
26,118.10 |
24,680.57 |
1,437.53 |
5.6% |
276.49 |
1.1% |
60% |
False |
False |
|
40 |
26,695.96 |
24,680.57 |
2,015.39 |
7.9% |
231.36 |
0.9% |
43% |
False |
False |
|
60 |
26,695.96 |
24,680.57 |
2,015.39 |
7.9% |
224.27 |
0.9% |
43% |
False |
False |
|
80 |
26,695.96 |
24,680.57 |
2,015.39 |
7.9% |
225.06 |
0.9% |
43% |
False |
False |
|
100 |
26,695.96 |
23,765.24 |
2,930.72 |
11.5% |
228.50 |
0.9% |
61% |
False |
False |
|
120 |
26,695.96 |
21,712.53 |
4,983.43 |
19.5% |
277.55 |
1.1% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,271.75 |
2.618 |
25,992.55 |
1.618 |
25,821.47 |
1.000 |
25,715.74 |
0.618 |
25,650.39 |
HIGH |
25,544.66 |
0.618 |
25,479.31 |
0.500 |
25,459.12 |
0.382 |
25,438.93 |
LOW |
25,373.58 |
0.618 |
25,267.85 |
1.000 |
25,202.50 |
1.618 |
25,096.77 |
2.618 |
24,925.69 |
4.250 |
24,646.49 |
|
|
Fisher Pivots for day following 05-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
25,512.75 |
25,397.25 |
PP |
25,485.94 |
25,254.93 |
S1 |
25,459.12 |
25,112.62 |
|