| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,020.00 |
3,043.50 |
23.50 |
0.8% |
2,942.00 |
| High |
3,048.25 |
3,067.25 |
19.00 |
0.6% |
3,055.75 |
| Low |
2,998.50 |
3,024.50 |
26.00 |
0.9% |
2,939.00 |
| Close |
3,043.50 |
3,065.50 |
22.00 |
0.7% |
3,031.75 |
| Range |
49.75 |
42.75 |
-7.00 |
-14.1% |
116.75 |
| ATR |
74.50 |
72.23 |
-2.27 |
-3.0% |
0.00 |
| Volume |
11,734 |
20,121 |
8,387 |
71.5% |
34,824 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,180.75 |
3,165.75 |
3,089.00 |
|
| R3 |
3,138.00 |
3,123.00 |
3,077.25 |
|
| R2 |
3,095.25 |
3,095.25 |
3,073.25 |
|
| R1 |
3,080.25 |
3,080.25 |
3,069.50 |
3,087.75 |
| PP |
3,052.50 |
3,052.50 |
3,052.50 |
3,056.00 |
| S1 |
3,037.50 |
3,037.50 |
3,061.50 |
3,045.00 |
| S2 |
3,009.75 |
3,009.75 |
3,057.75 |
|
| S3 |
2,967.00 |
2,994.75 |
3,053.75 |
|
| S4 |
2,924.25 |
2,952.00 |
3,042.00 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,359.00 |
3,312.25 |
3,096.00 |
|
| R3 |
3,242.25 |
3,195.50 |
3,063.75 |
|
| R2 |
3,125.50 |
3,125.50 |
3,053.25 |
|
| R1 |
3,078.75 |
3,078.75 |
3,042.50 |
3,102.00 |
| PP |
3,008.75 |
3,008.75 |
3,008.75 |
3,020.50 |
| S1 |
2,962.00 |
2,962.00 |
3,021.00 |
2,985.50 |
| S2 |
2,892.00 |
2,892.00 |
3,010.25 |
|
| S3 |
2,775.25 |
2,845.25 |
2,999.75 |
|
| S4 |
2,658.50 |
2,728.50 |
2,967.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,067.25 |
2,956.00 |
111.25 |
3.6% |
55.50 |
1.8% |
98% |
True |
False |
12,190 |
| 10 |
3,067.25 |
2,895.50 |
171.75 |
5.6% |
57.00 |
1.9% |
99% |
True |
False |
8,103 |
| 20 |
3,067.25 |
2,751.50 |
315.75 |
10.3% |
65.75 |
2.1% |
99% |
True |
False |
5,850 |
| 40 |
3,067.25 |
2,482.50 |
584.75 |
19.1% |
78.75 |
2.6% |
100% |
True |
False |
4,712 |
| 60 |
3,067.25 |
2,165.50 |
901.75 |
29.4% |
116.75 |
3.8% |
100% |
True |
False |
5,490 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
40.2% |
109.25 |
3.6% |
73% |
False |
False |
4,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,249.00 |
|
2.618 |
3,179.25 |
|
1.618 |
3,136.50 |
|
1.000 |
3,110.00 |
|
0.618 |
3,093.75 |
|
HIGH |
3,067.25 |
|
0.618 |
3,051.00 |
|
0.500 |
3,046.00 |
|
0.382 |
3,040.75 |
|
LOW |
3,024.50 |
|
0.618 |
2,998.00 |
|
1.000 |
2,981.75 |
|
1.618 |
2,955.25 |
|
2.618 |
2,912.50 |
|
4.250 |
2,842.75 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,059.00 |
3,052.00 |
| PP |
3,052.50 |
3,038.25 |
| S1 |
3,046.00 |
3,024.75 |
|