| 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 |
26,091 |
26,180 |
89 |
0.3% |
25,336 |
| High |
26,237 |
27,192 |
955 |
3.6% |
27,192 |
| Low |
25,934 |
26,088 |
154 |
0.6% |
24,970 |
| Close |
26,124 |
26,937 |
813 |
3.1% |
26,937 |
| Range |
303 |
1,104 |
801 |
264.4% |
2,222 |
| ATR |
595 |
632 |
36 |
6.1% |
0 |
| Volume |
448 |
1,135 |
687 |
153.3% |
3,052 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,051 |
29,598 |
27,544 |
|
| R3 |
28,947 |
28,494 |
27,241 |
|
| R2 |
27,843 |
27,843 |
27,140 |
|
| R1 |
27,390 |
27,390 |
27,038 |
27,617 |
| PP |
26,739 |
26,739 |
26,739 |
26,852 |
| S1 |
26,286 |
26,286 |
26,836 |
26,513 |
| S2 |
25,635 |
25,635 |
26,735 |
|
| S3 |
24,531 |
25,182 |
26,634 |
|
| S4 |
23,427 |
24,078 |
26,330 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,032 |
32,207 |
28,159 |
|
| R3 |
30,810 |
29,985 |
27,548 |
|
| R2 |
28,588 |
28,588 |
27,344 |
|
| R1 |
27,763 |
27,763 |
27,141 |
28,176 |
| PP |
26,366 |
26,366 |
26,366 |
26,573 |
| S1 |
25,541 |
25,541 |
26,733 |
25,954 |
| S2 |
24,144 |
24,144 |
26,530 |
|
| S3 |
21,922 |
23,319 |
26,326 |
|
| S4 |
19,700 |
21,097 |
25,715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,192 |
24,970 |
2,222 |
8.2% |
572 |
2.1% |
89% |
True |
False |
610 |
| 10 |
27,192 |
23,999 |
3,193 |
11.9% |
557 |
2.1% |
92% |
True |
False |
472 |
| 20 |
27,192 |
22,629 |
4,563 |
16.9% |
586 |
2.2% |
94% |
True |
False |
328 |
| 40 |
27,192 |
22,629 |
4,563 |
16.9% |
607 |
2.3% |
94% |
True |
False |
240 |
| 60 |
27,192 |
17,992 |
9,200 |
34.2% |
916 |
3.4% |
97% |
True |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,884 |
|
2.618 |
30,082 |
|
1.618 |
28,978 |
|
1.000 |
28,296 |
|
0.618 |
27,874 |
|
HIGH |
27,192 |
|
0.618 |
26,770 |
|
0.500 |
26,640 |
|
0.382 |
26,510 |
|
LOW |
26,088 |
|
0.618 |
25,406 |
|
1.000 |
24,984 |
|
1.618 |
24,302 |
|
2.618 |
23,198 |
|
4.250 |
21,396 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,838 |
26,748 |
| PP |
26,739 |
26,560 |
| S1 |
26,640 |
26,371 |
|