Trading Metrics calculated at close of trading on 03-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,582.52 |
25,906.88 |
324.36 |
1.3% |
24,781.84 |
High |
25,743.13 |
26,337.75 |
594.62 |
2.3% |
25,758.79 |
Low |
25,523.74 |
25,906.88 |
383.14 |
1.5% |
24,781.84 |
Close |
25,742.65 |
26,269.89 |
527.24 |
2.0% |
25,383.11 |
Range |
219.39 |
430.87 |
211.48 |
96.4% |
976.95 |
ATR |
520.48 |
525.81 |
5.33 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,464.12 |
27,297.87 |
26,506.87 |
|
R3 |
27,033.25 |
26,867.00 |
26,388.38 |
|
R2 |
26,602.38 |
26,602.38 |
26,348.88 |
|
R1 |
26,436.13 |
26,436.13 |
26,309.39 |
26,519.26 |
PP |
26,171.51 |
26,171.51 |
26,171.51 |
26,213.07 |
S1 |
26,005.26 |
26,005.26 |
26,230.39 |
26,088.39 |
S2 |
25,740.64 |
25,740.64 |
26,190.90 |
|
S3 |
25,309.77 |
25,574.39 |
26,151.40 |
|
S4 |
24,878.90 |
25,143.52 |
26,032.91 |
|
|
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 |
26,337.75 |
25,031.67 |
1,306.08 |
5.0% |
357.92 |
1.4% |
95% |
True |
False |
|
10 |
26,337.75 |
24,294.07 |
2,043.68 |
7.8% |
345.46 |
1.3% |
97% |
True |
False |
|
20 |
26,337.75 |
22,789.62 |
3,548.13 |
13.5% |
408.51 |
1.6% |
98% |
True |
False |
|
40 |
26,337.75 |
22,634.45 |
3,703.30 |
14.1% |
435.64 |
1.7% |
98% |
True |
False |
|
60 |
26,337.75 |
18,213.65 |
8,124.10 |
30.9% |
684.84 |
2.6% |
99% |
True |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
668.77 |
2.5% |
71% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
584.25 |
2.2% |
71% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
515.73 |
2.0% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,168.95 |
2.618 |
27,465.77 |
1.618 |
27,034.90 |
1.000 |
26,768.62 |
0.618 |
26,604.03 |
HIGH |
26,337.75 |
0.618 |
26,173.16 |
0.500 |
26,122.32 |
0.382 |
26,071.47 |
LOW |
25,906.88 |
0.618 |
25,640.60 |
1.000 |
25,476.01 |
1.618 |
25,209.73 |
2.618 |
24,778.86 |
4.250 |
24,075.68 |
|
|
Fisher Pivots for day following 03-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
26,220.70 |
26,106.33 |
PP |
26,171.51 |
25,942.77 |
S1 |
26,122.32 |
25,779.21 |
|