Trading Metrics calculated at close of trading on 01-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
214.6200 |
220.1360 |
5.5160 |
2.6% |
208.1970 |
High |
224.5470 |
246.8160 |
22.2690 |
9.9% |
224.5470 |
Low |
213.6710 |
218.7250 |
5.0540 |
2.4% |
197.1450 |
Close |
220.1360 |
241.9910 |
21.8550 |
9.9% |
220.1360 |
Range |
10.8760 |
28.0910 |
17.2150 |
158.3% |
27.4020 |
ATR |
13.0656 |
14.1389 |
1.0732 |
8.2% |
0.0000 |
Volume |
639,893 |
712,481 |
72,588 |
11.3% |
2,908,127 |
|
Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
320.1170 |
309.1450 |
257.4411 |
|
R3 |
292.0260 |
281.0540 |
249.7160 |
|
R2 |
263.9350 |
263.9350 |
247.1410 |
|
R1 |
252.9630 |
252.9630 |
244.5660 |
258.4490 |
PP |
235.8440 |
235.8440 |
235.8440 |
238.5870 |
S1 |
224.8720 |
224.8720 |
239.4160 |
230.3580 |
S2 |
207.7530 |
207.7530 |
236.8410 |
|
S3 |
179.6620 |
196.7810 |
234.2660 |
|
S4 |
151.5710 |
168.6900 |
226.5410 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
296.1487 |
285.5443 |
235.2071 |
|
R3 |
268.7467 |
258.1423 |
227.6716 |
|
R2 |
241.3447 |
241.3447 |
225.1597 |
|
R1 |
230.7403 |
230.7403 |
222.6479 |
236.0425 |
PP |
213.9427 |
213.9427 |
213.9427 |
216.5938 |
S1 |
203.3383 |
203.3383 |
217.6242 |
208.6405 |
S2 |
186.5407 |
186.5407 |
215.1123 |
|
S3 |
159.1387 |
175.9363 |
212.6005 |
|
S4 |
131.7367 |
148.5343 |
205.0649 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
246.8160 |
197.1450 |
49.6710 |
20.5% |
12.9384 |
5.3% |
90% |
True |
False |
609,446 |
10 |
246.8160 |
191.9230 |
54.8930 |
22.7% |
12.4139 |
5.1% |
91% |
True |
False |
684,615 |
20 |
246.8160 |
176.6020 |
70.2140 |
29.0% |
13.6826 |
5.7% |
93% |
True |
False |
772,614 |
40 |
246.8160 |
148.6190 |
98.1970 |
40.6% |
13.7208 |
5.7% |
95% |
True |
False |
997,211 |
60 |
246.8160 |
89.5050 |
157.3110 |
65.0% |
15.9099 |
6.6% |
97% |
True |
False |
1,226,762 |
80 |
288.2310 |
89.5050 |
198.7260 |
82.1% |
18.1907 |
7.5% |
77% |
False |
False |
1,321,083 |
100 |
288.2310 |
89.5050 |
198.7260 |
82.1% |
16.9409 |
7.0% |
77% |
False |
False |
1,272,929 |
120 |
288.2310 |
89.5050 |
198.7260 |
82.1% |
15.3584 |
6.3% |
77% |
False |
False |
1,211,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
366.2028 |
2.618 |
320.3582 |
1.618 |
292.2672 |
1.000 |
274.9070 |
0.618 |
264.1762 |
HIGH |
246.8160 |
0.618 |
236.0852 |
0.500 |
232.7705 |
0.382 |
229.4558 |
LOW |
218.7250 |
0.618 |
201.3648 |
1.000 |
190.6340 |
1.618 |
173.2738 |
2.618 |
145.1828 |
4.250 |
99.3383 |
|
|
Fisher Pivots for day following 01-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
238.9175 |
236.5817 |
PP |
235.8440 |
231.1723 |
S1 |
232.7705 |
225.7630 |
|