Trading Metrics calculated at close of trading on 05-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
26,226.49 |
26,836.80 |
610.31 |
2.3% |
25,342.99 |
High |
26,384.10 |
27,338.30 |
954.20 |
3.6% |
27,338.30 |
Low |
26,082.31 |
26,836.80 |
754.49 |
2.9% |
25,220.66 |
Close |
26,281.82 |
27,110.98 |
829.16 |
3.2% |
27,110.98 |
Range |
301.79 |
501.50 |
199.71 |
66.2% |
2,117.64 |
ATR |
509.81 |
548.86 |
39.05 |
7.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,599.86 |
28,356.92 |
27,386.81 |
|
R3 |
28,098.36 |
27,855.42 |
27,248.89 |
|
R2 |
27,596.86 |
27,596.86 |
27,202.92 |
|
R1 |
27,353.92 |
27,353.92 |
27,156.95 |
27,475.39 |
PP |
27,095.36 |
27,095.36 |
27,095.36 |
27,156.10 |
S1 |
26,852.42 |
26,852.42 |
27,065.01 |
26,973.89 |
S2 |
26,593.86 |
26,593.86 |
27,019.04 |
|
S3 |
26,092.36 |
26,350.92 |
26,973.07 |
|
S4 |
25,590.86 |
25,849.42 |
26,835.16 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,909.57 |
32,127.91 |
28,275.68 |
|
R3 |
30,791.93 |
30,010.27 |
27,693.33 |
|
R2 |
28,674.29 |
28,674.29 |
27,499.21 |
|
R1 |
27,892.63 |
27,892.63 |
27,305.10 |
28,283.46 |
PP |
26,556.65 |
26,556.65 |
26,556.65 |
26,752.06 |
S1 |
25,774.99 |
25,774.99 |
26,916.86 |
26,165.82 |
S2 |
24,439.01 |
24,439.01 |
26,722.75 |
|
S3 |
22,321.37 |
23,657.35 |
26,528.63 |
|
S4 |
20,203.73 |
21,539.71 |
25,946.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,338.30 |
25,220.66 |
2,117.64 |
7.8% |
348.34 |
1.3% |
89% |
True |
False |
|
10 |
27,338.30 |
24,294.07 |
3,044.23 |
11.2% |
371.68 |
1.4% |
93% |
True |
False |
|
20 |
27,338.30 |
22,789.62 |
4,548.68 |
16.8% |
415.99 |
1.5% |
95% |
True |
False |
|
40 |
27,338.30 |
22,789.62 |
4,548.68 |
16.8% |
410.39 |
1.5% |
95% |
True |
False |
|
60 |
27,338.30 |
18,213.65 |
9,124.65 |
33.7% |
654.78 |
2.4% |
98% |
True |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
41.9% |
672.72 |
2.5% |
78% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
41.9% |
589.18 |
2.2% |
78% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
41.9% |
518.35 |
1.9% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,469.68 |
2.618 |
28,651.23 |
1.618 |
28,149.73 |
1.000 |
27,839.80 |
0.618 |
27,648.23 |
HIGH |
27,338.30 |
0.618 |
27,146.73 |
0.500 |
27,087.55 |
0.382 |
27,028.37 |
LOW |
26,836.80 |
0.618 |
26,526.87 |
1.000 |
26,335.30 |
1.618 |
26,025.37 |
2.618 |
25,523.87 |
4.250 |
24,705.43 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
27,103.17 |
26,948.18 |
PP |
27,095.36 |
26,785.39 |
S1 |
27,087.55 |
26,622.59 |
|