Trading Metrics calculated at close of trading on 02-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
36,672.38 |
36,312.29 |
-360.09 |
-1.0% |
35,368.63 |
High |
37,876.52 |
38,187.70 |
311.18 |
0.8% |
40,771.85 |
Low |
35,776.51 |
35,976.32 |
199.81 |
0.6% |
31,257.45 |
Close |
36,318.31 |
37,745.24 |
1,426.93 |
3.9% |
35,223.92 |
Range |
2,100.01 |
2,211.38 |
111.37 |
5.3% |
9,514.40 |
ATR |
4,739.59 |
4,559.01 |
-180.59 |
-3.8% |
0.00 |
Volume |
62,026 |
54,195 |
-7,831 |
-12.6% |
406,835 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43,937.23 |
43,052.61 |
38,961.50 |
|
R3 |
41,725.85 |
40,841.23 |
38,353.37 |
|
R2 |
39,514.47 |
39,514.47 |
38,150.66 |
|
R1 |
38,629.85 |
38,629.85 |
37,947.95 |
39,072.16 |
PP |
37,303.09 |
37,303.09 |
37,303.09 |
37,524.24 |
S1 |
36,418.47 |
36,418.47 |
37,542.53 |
36,860.78 |
S2 |
35,091.71 |
35,091.71 |
37,339.82 |
|
S3 |
32,880.33 |
34,207.09 |
37,137.11 |
|
S4 |
30,668.95 |
31,995.71 |
36,528.98 |
|
|
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 |
14.8% |
2,925.65 |
7.8% |
46% |
False |
False |
70,268 |
10 |
43,528.45 |
30,321.04 |
13,207.41 |
35.0% |
5,366.75 |
14.2% |
56% |
False |
False |
109,191 |
20 |
59,558.80 |
30,321.04 |
29,237.76 |
77.5% |
4,971.89 |
13.2% |
25% |
False |
False |
91,460 |
40 |
64,789.27 |
30,321.04 |
34,468.23 |
91.3% |
4,358.38 |
11.5% |
22% |
False |
False |
71,842 |
60 |
64,789.27 |
30,321.04 |
34,468.23 |
91.3% |
4,054.92 |
10.7% |
22% |
False |
False |
65,695 |
80 |
64,789.27 |
30,321.04 |
34,468.23 |
91.3% |
4,239.96 |
11.2% |
22% |
False |
False |
71,264 |
100 |
64,789.27 |
28,860.59 |
35,928.68 |
95.2% |
4,185.07 |
11.1% |
25% |
False |
False |
79,597 |
120 |
64,789.27 |
17,598.33 |
47,190.94 |
125.0% |
3,838.96 |
10.2% |
43% |
False |
False |
81,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47,586.07 |
2.618 |
43,977.09 |
1.618 |
41,765.71 |
1.000 |
40,399.08 |
0.618 |
39,554.33 |
HIGH |
38,187.70 |
0.618 |
37,342.95 |
0.500 |
37,082.01 |
0.382 |
36,821.07 |
LOW |
35,976.32 |
0.618 |
34,609.69 |
1.000 |
33,764.94 |
1.618 |
32,398.31 |
2.618 |
30,186.93 |
4.250 |
26,577.96 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
37,524.16 |
37,550.86 |
PP |
37,303.09 |
37,356.49 |
S1 |
37,082.01 |
37,162.11 |
|