| 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 |
25,324.15 |
25,342.99 |
18.84 |
0.1% |
24,781.84 |
| High |
25,482.80 |
25,508.83 |
26.03 |
0.1% |
25,758.79 |
| Low |
25,031.67 |
25,220.66 |
188.99 |
0.8% |
24,781.84 |
| Close |
25,383.11 |
25,475.02 |
91.91 |
0.4% |
25,383.11 |
| Range |
451.13 |
288.17 |
-162.96 |
-36.1% |
976.95 |
| ATR |
559.26 |
539.89 |
-19.36 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,266.01 |
26,158.69 |
25,633.51 |
|
| R3 |
25,977.84 |
25,870.52 |
25,554.27 |
|
| R2 |
25,689.67 |
25,689.67 |
25,527.85 |
|
| R1 |
25,582.35 |
25,582.35 |
25,501.44 |
25,636.01 |
| PP |
25,401.50 |
25,401.50 |
25,401.50 |
25,428.34 |
| S1 |
25,294.18 |
25,294.18 |
25,448.60 |
25,347.84 |
| S2 |
25,113.33 |
25,113.33 |
25,422.19 |
|
| S3 |
24,825.16 |
25,006.01 |
25,395.77 |
|
| S4 |
24,536.99 |
24,717.84 |
25,316.53 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,238.76 |
27,787.89 |
25,920.43 |
|
| R3 |
27,261.81 |
26,810.94 |
25,651.77 |
|
| R2 |
26,284.86 |
26,284.86 |
25,562.22 |
|
| R1 |
25,833.99 |
25,833.99 |
25,472.66 |
26,059.43 |
| PP |
25,307.91 |
25,307.91 |
25,307.91 |
25,420.63 |
| S1 |
24,857.04 |
24,857.04 |
25,293.56 |
25,082.48 |
| S2 |
24,330.96 |
24,330.96 |
25,204.00 |
|
| S3 |
23,354.01 |
23,880.09 |
25,114.45 |
|
| S4 |
22,377.06 |
22,903.14 |
24,845.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
25,758.79 |
24,781.84 |
976.95 |
3.8% |
415.13 |
1.6% |
71% |
False |
False |
|
| 10 |
25,758.79 |
24,059.98 |
1,698.81 |
6.7% |
384.84 |
1.5% |
83% |
False |
False |
|
| 20 |
25,758.79 |
22,789.62 |
2,969.17 |
11.7% |
411.45 |
1.6% |
90% |
False |
False |
|
| 40 |
25,758.79 |
20,863.09 |
4,895.70 |
19.2% |
461.25 |
1.8% |
94% |
False |
False |
|
| 60 |
25,994.38 |
18,213.65 |
7,780.73 |
30.5% |
708.19 |
2.8% |
93% |
False |
False |
|
| 80 |
29,568.57 |
18,213.65 |
11,354.92 |
44.6% |
665.53 |
2.6% |
64% |
False |
False |
|
| 100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.6% |
582.62 |
2.3% |
64% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.6% |
512.39 |
2.0% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26,733.55 |
|
2.618 |
26,263.26 |
|
1.618 |
25,975.09 |
|
1.000 |
25,797.00 |
|
0.618 |
25,686.92 |
|
HIGH |
25,508.83 |
|
0.618 |
25,398.75 |
|
0.500 |
25,364.75 |
|
0.382 |
25,330.74 |
|
LOW |
25,220.66 |
|
0.618 |
25,042.57 |
|
1.000 |
24,932.49 |
|
1.618 |
24,754.40 |
|
2.618 |
24,466.23 |
|
4.250 |
23,995.94 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
25,438.26 |
25,448.42 |
| PP |
25,401.50 |
25,421.83 |
| S1 |
25,364.75 |
25,395.23 |
|