Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
38,484.56 |
36,672.38 |
-1,812.18 |
-4.7% |
35,368.63 |
High |
39,137.25 |
37,876.52 |
-1,260.73 |
-3.2% |
40,771.85 |
Low |
35,186.97 |
35,776.51 |
589.54 |
1.7% |
31,257.45 |
Close |
35,223.92 |
36,318.31 |
1,094.39 |
3.1% |
35,223.92 |
Range |
3,950.28 |
2,100.01 |
-1,850.27 |
-46.8% |
9,514.40 |
ATR |
4,900.13 |
4,739.59 |
-160.54 |
-3.3% |
0.00 |
Volume |
93,865 |
62,026 |
-31,839 |
-33.9% |
406,835 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42,957.14 |
41,737.74 |
37,473.32 |
|
R3 |
40,857.13 |
39,637.73 |
36,895.81 |
|
R2 |
38,757.12 |
38,757.12 |
36,703.31 |
|
R1 |
37,537.72 |
37,537.72 |
36,510.81 |
37,097.42 |
PP |
36,657.11 |
36,657.11 |
36,657.11 |
36,436.96 |
S1 |
35,437.71 |
35,437.71 |
36,125.81 |
34,997.41 |
S2 |
34,557.10 |
34,557.10 |
35,933.31 |
|
S3 |
32,457.09 |
33,337.70 |
35,740.81 |
|
S4 |
30,357.08 |
31,237.69 |
35,163.30 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64,294.27 |
59,273.50 |
40,456.84 |
|
R3 |
54,779.87 |
49,759.10 |
37,840.38 |
|
R2 |
45,265.47 |
45,265.47 |
36,968.23 |
|
R1 |
40,244.70 |
40,244.70 |
36,096.07 |
37,997.89 |
PP |
35,751.07 |
35,751.07 |
35,751.07 |
34,627.67 |
S1 |
30,730.30 |
30,730.30 |
34,351.77 |
28,483.49 |
S2 |
26,236.67 |
26,236.67 |
33,479.61 |
|
S3 |
16,722.27 |
21,215.90 |
32,607.46 |
|
S4 |
7,207.87 |
11,701.50 |
29,991.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40,771.85 |
35,186.97 |
5,584.88 |
15.4% |
3,125.14 |
8.6% |
20% |
False |
False |
73,249 |
10 |
45,786.44 |
30,321.04 |
15,465.40 |
42.6% |
5,472.41 |
15.1% |
39% |
False |
False |
111,588 |
20 |
59,558.80 |
30,321.04 |
29,237.76 |
80.5% |
5,065.76 |
13.9% |
21% |
False |
False |
91,864 |
40 |
64,789.27 |
30,321.04 |
34,468.23 |
94.9% |
4,354.58 |
12.0% |
17% |
False |
False |
71,074 |
60 |
64,789.27 |
30,321.04 |
34,468.23 |
94.9% |
4,098.47 |
11.3% |
17% |
False |
False |
65,686 |
80 |
64,789.27 |
30,321.04 |
34,468.23 |
94.9% |
4,233.44 |
11.7% |
17% |
False |
False |
71,329 |
100 |
64,789.27 |
28,860.59 |
35,928.68 |
98.9% |
4,207.85 |
11.6% |
21% |
False |
False |
80,489 |
120 |
64,789.27 |
17,598.33 |
47,190.94 |
129.9% |
3,826.07 |
10.5% |
40% |
False |
False |
81,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46,801.56 |
2.618 |
43,374.35 |
1.618 |
41,274.34 |
1.000 |
39,976.53 |
0.618 |
39,174.33 |
HIGH |
37,876.52 |
0.618 |
37,074.32 |
0.500 |
36,826.52 |
0.382 |
36,578.71 |
LOW |
35,776.51 |
0.618 |
34,478.70 |
1.000 |
33,676.50 |
1.618 |
32,378.69 |
2.618 |
30,278.68 |
4.250 |
26,851.47 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
36,826.52 |
37,751.51 |
PP |
36,657.11 |
37,273.78 |
S1 |
36,487.71 |
36,796.04 |
|