| 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 |
1,748.7 |
1,763.1 |
14.4 |
0.8% |
1,765.0 |
| High |
1,767.1 |
1,774.5 |
7.4 |
0.4% |
1,768.0 |
| Low |
1,740.7 |
1,751.6 |
10.9 |
0.6% |
1,714.4 |
| Close |
1,765.7 |
1,763.7 |
-2.0 |
-0.1% |
1,765.7 |
| Range |
26.4 |
22.9 |
-3.5 |
-13.3% |
53.6 |
| ATR |
31.1 |
30.5 |
-0.6 |
-1.9% |
0.0 |
| Volume |
6,421 |
3,288 |
-3,133 |
-48.8% |
22,699 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,832.0 |
1,820.7 |
1,776.3 |
|
| R3 |
1,809.1 |
1,797.8 |
1,770.0 |
|
| R2 |
1,786.2 |
1,786.2 |
1,767.9 |
|
| R1 |
1,774.9 |
1,774.9 |
1,765.8 |
1,780.6 |
| PP |
1,763.3 |
1,763.3 |
1,763.3 |
1,766.1 |
| S1 |
1,752.0 |
1,752.0 |
1,761.6 |
1,757.7 |
| S2 |
1,740.4 |
1,740.4 |
1,759.5 |
|
| S3 |
1,717.5 |
1,729.1 |
1,757.4 |
|
| S4 |
1,694.6 |
1,706.2 |
1,751.1 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,910.2 |
1,891.5 |
1,795.2 |
|
| R3 |
1,856.6 |
1,837.9 |
1,780.4 |
|
| R2 |
1,803.0 |
1,803.0 |
1,775.5 |
|
| R1 |
1,784.3 |
1,784.3 |
1,770.6 |
1,793.7 |
| PP |
1,749.4 |
1,749.4 |
1,749.4 |
1,754.0 |
| S1 |
1,730.7 |
1,730.7 |
1,760.8 |
1,740.1 |
| S2 |
1,695.8 |
1,695.8 |
1,755.9 |
|
| S3 |
1,642.2 |
1,677.1 |
1,751.0 |
|
| S4 |
1,588.6 |
1,623.5 |
1,736.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,774.5 |
1,714.4 |
60.1 |
3.4% |
26.9 |
1.5% |
82% |
True |
False |
5,197 |
| 10 |
1,800.0 |
1,714.4 |
85.6 |
4.9% |
27.0 |
1.5% |
58% |
False |
False |
5,281 |
| 20 |
1,800.0 |
1,698.8 |
101.2 |
5.7% |
27.2 |
1.5% |
64% |
False |
False |
5,734 |
| 40 |
1,800.0 |
1,625.3 |
174.7 |
9.9% |
34.2 |
1.9% |
79% |
False |
False |
4,813 |
| 60 |
1,800.0 |
1,458.8 |
341.2 |
19.3% |
43.5 |
2.5% |
89% |
False |
False |
4,565 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.3% |
38.8 |
2.2% |
89% |
False |
False |
4,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,871.8 |
|
2.618 |
1,834.5 |
|
1.618 |
1,811.6 |
|
1.000 |
1,797.4 |
|
0.618 |
1,788.7 |
|
HIGH |
1,774.5 |
|
0.618 |
1,765.8 |
|
0.500 |
1,763.1 |
|
0.382 |
1,760.3 |
|
LOW |
1,751.6 |
|
0.618 |
1,737.4 |
|
1.000 |
1,728.7 |
|
1.618 |
1,714.5 |
|
2.618 |
1,691.6 |
|
4.250 |
1,654.3 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,763.5 |
1,760.6 |
| PP |
1,763.3 |
1,757.5 |
| S1 |
1,763.1 |
1,754.4 |
|