Trading Metrics calculated at close of trading on 03-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
36,312.29 |
37,743.70 |
1,431.41 |
3.9% |
35,368.63 |
High |
38,187.70 |
39,476.07 |
1,288.37 |
3.4% |
40,771.85 |
Low |
35,976.32 |
37,238.02 |
1,261.70 |
3.5% |
31,257.45 |
Close |
37,745.24 |
38,678.33 |
933.09 |
2.5% |
35,223.92 |
Range |
2,211.38 |
2,238.05 |
26.67 |
1.2% |
9,514.40 |
ATR |
4,559.01 |
4,393.22 |
-165.78 |
-3.6% |
0.00 |
Volume |
54,195 |
55,627 |
1,432 |
2.6% |
406,835 |
|
Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45,178.29 |
44,166.36 |
39,909.26 |
|
R3 |
42,940.24 |
41,928.31 |
39,293.79 |
|
R2 |
40,702.19 |
40,702.19 |
39,088.64 |
|
R1 |
39,690.26 |
39,690.26 |
38,883.48 |
40,196.23 |
PP |
38,464.14 |
38,464.14 |
38,464.14 |
38,717.12 |
S1 |
37,452.21 |
37,452.21 |
38,473.18 |
37,958.18 |
S2 |
36,226.09 |
36,226.09 |
38,268.02 |
|
S3 |
33,988.04 |
35,214.16 |
38,062.87 |
|
S4 |
31,749.99 |
32,976.11 |
37,447.40 |
|
|
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 |
40,316.05 |
35,186.97 |
5,129.08 |
13.3% |
2,721.36 |
7.0% |
68% |
False |
False |
65,586 |
10 |
42,386.47 |
31,257.45 |
11,129.02 |
28.8% |
4,269.81 |
11.0% |
67% |
False |
False |
85,646 |
20 |
59,558.80 |
30,321.04 |
29,237.76 |
75.6% |
4,845.53 |
12.5% |
29% |
False |
False |
91,362 |
40 |
64,789.27 |
30,321.04 |
34,468.23 |
89.1% |
4,336.25 |
11.2% |
24% |
False |
False |
72,217 |
60 |
64,789.27 |
30,321.04 |
34,468.23 |
89.1% |
4,037.03 |
10.4% |
24% |
False |
False |
65,570 |
80 |
64,789.27 |
30,321.04 |
34,468.23 |
89.1% |
4,175.64 |
10.8% |
24% |
False |
False |
70,407 |
100 |
64,789.27 |
28,860.59 |
35,928.68 |
92.9% |
4,156.49 |
10.7% |
27% |
False |
False |
78,808 |
120 |
64,789.27 |
17,598.33 |
47,190.94 |
122.0% |
3,847.88 |
9.9% |
45% |
False |
False |
81,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48,987.78 |
2.618 |
45,335.28 |
1.618 |
43,097.23 |
1.000 |
41,714.12 |
0.618 |
40,859.18 |
HIGH |
39,476.07 |
0.618 |
38,621.13 |
0.500 |
38,357.05 |
0.382 |
38,092.96 |
LOW |
37,238.02 |
0.618 |
35,854.91 |
1.000 |
34,999.97 |
1.618 |
33,616.86 |
2.618 |
31,378.81 |
4.250 |
27,726.31 |
|
|
Fisher Pivots for day following 03-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
38,571.24 |
38,327.65 |
PP |
38,464.14 |
37,976.97 |
S1 |
38,357.05 |
37,626.29 |
|