Trading Metrics calculated at close of trading on 08-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
26,836.80 |
27,232.93 |
396.13 |
1.5% |
25,342.99 |
High |
27,338.30 |
27,580.21 |
241.91 |
0.9% |
27,338.30 |
Low |
26,836.80 |
27,232.48 |
395.68 |
1.5% |
25,220.66 |
Close |
27,110.98 |
27,572.44 |
461.46 |
1.7% |
27,110.98 |
Range |
501.50 |
347.73 |
-153.77 |
-30.7% |
2,117.64 |
ATR |
548.86 |
543.17 |
-5.69 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,504.90 |
28,386.40 |
27,763.69 |
|
R3 |
28,157.17 |
28,038.67 |
27,668.07 |
|
R2 |
27,809.44 |
27,809.44 |
27,636.19 |
|
R1 |
27,690.94 |
27,690.94 |
27,604.32 |
27,750.19 |
PP |
27,461.71 |
27,461.71 |
27,461.71 |
27,491.34 |
S1 |
27,343.21 |
27,343.21 |
27,540.56 |
27,402.46 |
S2 |
27,113.98 |
27,113.98 |
27,508.69 |
|
S3 |
26,766.25 |
26,995.48 |
27,476.81 |
|
S4 |
26,418.52 |
26,647.75 |
27,381.19 |
|
|
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 |
27,580.21 |
25,523.74 |
2,056.47 |
7.5% |
360.26 |
1.3% |
100% |
True |
False |
|
10 |
27,580.21 |
24,781.84 |
2,798.37 |
10.1% |
387.69 |
1.4% |
100% |
True |
False |
|
20 |
27,580.21 |
22,789.62 |
4,790.59 |
17.4% |
421.23 |
1.5% |
100% |
True |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
17.4% |
406.46 |
1.5% |
100% |
True |
False |
|
60 |
27,580.21 |
18,213.65 |
9,366.56 |
34.0% |
633.04 |
2.3% |
100% |
True |
False |
|
80 |
29,535.40 |
18,213.65 |
11,321.75 |
41.1% |
675.04 |
2.4% |
83% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
41.2% |
590.84 |
2.1% |
82% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
41.2% |
519.09 |
1.9% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,058.06 |
2.618 |
28,490.57 |
1.618 |
28,142.84 |
1.000 |
27,927.94 |
0.618 |
27,795.11 |
HIGH |
27,580.21 |
0.618 |
27,447.38 |
0.500 |
27,406.35 |
0.382 |
27,365.31 |
LOW |
27,232.48 |
0.618 |
27,017.58 |
1.000 |
26,884.75 |
1.618 |
26,669.85 |
2.618 |
26,322.12 |
4.250 |
25,754.63 |
|
|
Fisher Pivots for day following 08-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
27,517.08 |
27,325.38 |
PP |
27,461.71 |
27,078.32 |
S1 |
27,406.35 |
26,831.26 |
|