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 |
25,906.88 |
26,226.49 |
319.61 |
1.2% |
24,781.84 |
High |
26,337.75 |
26,384.10 |
46.35 |
0.2% |
25,758.79 |
Low |
25,906.88 |
26,082.31 |
175.43 |
0.7% |
24,781.84 |
Close |
26,269.89 |
26,281.82 |
11.93 |
0.0% |
25,383.11 |
Range |
430.87 |
301.79 |
-129.08 |
-30.0% |
976.95 |
ATR |
525.81 |
509.81 |
-16.00 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,154.78 |
27,020.09 |
26,447.80 |
|
R3 |
26,852.99 |
26,718.30 |
26,364.81 |
|
R2 |
26,551.20 |
26,551.20 |
26,337.15 |
|
R1 |
26,416.51 |
26,416.51 |
26,309.48 |
26,483.86 |
PP |
26,249.41 |
26,249.41 |
26,249.41 |
26,283.08 |
S1 |
26,114.72 |
26,114.72 |
26,254.16 |
26,182.07 |
S2 |
25,947.62 |
25,947.62 |
26,226.49 |
|
S3 |
25,645.83 |
25,812.93 |
26,198.83 |
|
S4 |
25,344.04 |
25,511.14 |
26,115.84 |
|
|
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 |
26,384.10 |
25,031.67 |
1,352.43 |
5.1% |
338.27 |
1.3% |
92% |
True |
False |
|
10 |
26,384.10 |
24,294.07 |
2,090.03 |
8.0% |
356.28 |
1.4% |
95% |
True |
False |
|
20 |
26,384.10 |
22,789.62 |
3,594.48 |
13.7% |
403.92 |
1.5% |
97% |
True |
False |
|
40 |
26,384.10 |
22,682.99 |
3,701.11 |
14.1% |
418.61 |
1.6% |
97% |
True |
False |
|
60 |
26,384.10 |
18,213.65 |
8,170.45 |
31.1% |
667.69 |
2.5% |
99% |
True |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
669.01 |
2.5% |
71% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
585.07 |
2.2% |
71% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
517.21 |
2.0% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,666.71 |
2.618 |
27,174.19 |
1.618 |
26,872.40 |
1.000 |
26,685.89 |
0.618 |
26,570.61 |
HIGH |
26,384.10 |
0.618 |
26,268.82 |
0.500 |
26,233.21 |
0.382 |
26,197.59 |
LOW |
26,082.31 |
0.618 |
25,895.80 |
1.000 |
25,780.52 |
1.618 |
25,594.01 |
2.618 |
25,292.22 |
4.250 |
24,799.70 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
26,265.62 |
26,172.52 |
PP |
26,249.41 |
26,063.22 |
S1 |
26,233.21 |
25,953.92 |
|