Trading Metrics calculated at close of trading on 02-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,342.99 |
25,582.52 |
239.53 |
0.9% |
24,781.84 |
High |
25,508.83 |
25,743.13 |
234.30 |
0.9% |
25,758.79 |
Low |
25,220.66 |
25,523.74 |
303.08 |
1.2% |
24,781.84 |
Close |
25,475.02 |
25,742.65 |
267.63 |
1.1% |
25,383.11 |
Range |
288.17 |
219.39 |
-68.78 |
-23.9% |
976.95 |
ATR |
539.89 |
520.48 |
-19.41 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,328.01 |
26,254.72 |
25,863.31 |
|
R3 |
26,108.62 |
26,035.33 |
25,802.98 |
|
R2 |
25,889.23 |
25,889.23 |
25,782.87 |
|
R1 |
25,815.94 |
25,815.94 |
25,762.76 |
25,852.59 |
PP |
25,669.84 |
25,669.84 |
25,669.84 |
25,688.16 |
S1 |
25,596.55 |
25,596.55 |
25,722.54 |
25,633.20 |
S2 |
25,450.45 |
25,450.45 |
25,702.43 |
|
S3 |
25,231.06 |
25,377.16 |
25,682.32 |
|
S4 |
25,011.67 |
25,157.77 |
25,621.99 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,238.76 |
27,787.89 |
25,920.43 |
|
R3 |
27,261.81 |
26,810.94 |
25,651.77 |
|
R2 |
26,284.86 |
26,284.86 |
25,562.22 |
|
R1 |
25,833.99 |
25,833.99 |
25,472.66 |
26,059.43 |
PP |
25,307.91 |
25,307.91 |
25,307.91 |
25,420.63 |
S1 |
24,857.04 |
24,857.04 |
25,293.56 |
25,082.48 |
S2 |
24,330.96 |
24,330.96 |
25,204.00 |
|
S3 |
23,354.01 |
23,880.09 |
25,114.45 |
|
S4 |
22,377.06 |
22,903.14 |
24,845.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,758.79 |
25,009.87 |
748.92 |
2.9% |
380.09 |
1.5% |
98% |
False |
False |
|
10 |
25,758.79 |
24,203.97 |
1,554.82 |
6.0% |
341.92 |
1.3% |
99% |
False |
False |
|
20 |
25,758.79 |
22,789.62 |
2,969.17 |
11.5% |
402.00 |
1.6% |
99% |
False |
False |
|
40 |
25,758.79 |
21,693.63 |
4,065.16 |
15.8% |
452.11 |
1.8% |
100% |
False |
False |
|
60 |
25,758.79 |
18,213.65 |
7,545.14 |
29.3% |
699.09 |
2.7% |
100% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
44.1% |
666.26 |
2.6% |
66% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.1% |
581.38 |
2.3% |
66% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.1% |
513.35 |
2.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,675.54 |
2.618 |
26,317.49 |
1.618 |
26,098.10 |
1.000 |
25,962.52 |
0.618 |
25,878.71 |
HIGH |
25,743.13 |
0.618 |
25,659.32 |
0.500 |
25,633.44 |
0.382 |
25,607.55 |
LOW |
25,523.74 |
0.618 |
25,388.16 |
1.000 |
25,304.35 |
1.618 |
25,168.77 |
2.618 |
24,949.38 |
4.250 |
24,591.33 |
|
|
Fisher Pivots for day following 02-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,706.25 |
25,624.23 |
PP |
25,669.84 |
25,505.82 |
S1 |
25,633.44 |
25,387.40 |
|