Trading Metrics calculated at close of trading on 04-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
37,743.70 |
38,678.61 |
934.91 |
2.5% |
36,672.38 |
High |
39,476.07 |
39,236.57 |
-239.50 |
-0.6% |
39,476.07 |
Low |
37,238.02 |
35,725.14 |
-1,512.88 |
-4.1% |
35,725.14 |
Close |
38,678.33 |
37,051.04 |
-1,627.29 |
-4.2% |
37,051.04 |
Range |
2,238.05 |
3,511.43 |
1,273.38 |
56.9% |
3,750.93 |
ATR |
4,393.22 |
4,330.24 |
-62.99 |
-1.4% |
0.00 |
Volume |
55,627 |
69,680 |
14,053 |
25.3% |
241,528 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47,871.87 |
45,972.89 |
38,982.33 |
|
R3 |
44,360.44 |
42,461.46 |
38,016.68 |
|
R2 |
40,849.01 |
40,849.01 |
37,694.80 |
|
R1 |
38,950.03 |
38,950.03 |
37,372.92 |
38,143.81 |
PP |
37,337.58 |
37,337.58 |
37,337.58 |
36,934.47 |
S1 |
35,438.60 |
35,438.60 |
36,729.16 |
34,632.38 |
S2 |
33,826.15 |
33,826.15 |
36,407.28 |
|
S3 |
30,314.72 |
31,927.17 |
36,085.40 |
|
S4 |
26,803.29 |
28,415.74 |
35,119.75 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48,670.21 |
46,611.55 |
39,114.05 |
|
R3 |
44,919.28 |
42,860.62 |
38,082.55 |
|
R2 |
41,168.35 |
41,168.35 |
37,738.71 |
|
R1 |
39,109.69 |
39,109.69 |
37,394.88 |
40,139.02 |
PP |
37,417.42 |
37,417.42 |
37,417.42 |
37,932.08 |
S1 |
35,358.76 |
35,358.76 |
36,707.20 |
36,388.09 |
S2 |
33,666.49 |
33,666.49 |
36,363.37 |
|
S3 |
29,915.56 |
31,607.83 |
36,019.53 |
|
S4 |
26,164.63 |
27,856.90 |
34,988.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39,476.07 |
35,186.97 |
4,289.10 |
11.6% |
2,802.23 |
7.6% |
43% |
False |
False |
67,078 |
10 |
42,088.45 |
31,257.45 |
10,831.00 |
29.2% |
3,895.40 |
10.5% |
53% |
False |
False |
77,604 |
20 |
59,558.80 |
30,321.04 |
29,237.76 |
78.9% |
4,871.74 |
13.1% |
23% |
False |
False |
92,340 |
40 |
64,789.27 |
30,321.04 |
34,468.23 |
93.0% |
4,363.77 |
11.8% |
20% |
False |
False |
73,402 |
60 |
64,789.27 |
30,321.04 |
34,468.23 |
93.0% |
4,025.12 |
10.9% |
20% |
False |
False |
65,544 |
80 |
64,789.27 |
30,321.04 |
34,468.23 |
93.0% |
4,171.91 |
11.3% |
20% |
False |
False |
69,668 |
100 |
64,789.27 |
28,860.59 |
35,928.68 |
97.0% |
4,080.95 |
11.0% |
23% |
False |
False |
76,960 |
120 |
64,789.27 |
17,598.33 |
47,190.94 |
127.4% |
3,871.20 |
10.4% |
41% |
False |
False |
81,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54,160.15 |
2.618 |
48,429.49 |
1.618 |
44,918.06 |
1.000 |
42,748.00 |
0.618 |
41,406.63 |
HIGH |
39,236.57 |
0.618 |
37,895.20 |
0.500 |
37,480.86 |
0.382 |
37,066.51 |
LOW |
35,725.14 |
0.618 |
33,555.08 |
1.000 |
32,213.71 |
1.618 |
30,043.65 |
2.618 |
26,532.22 |
4.250 |
20,801.56 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
37,480.86 |
37,600.61 |
PP |
37,337.58 |
37,417.42 |
S1 |
37,194.31 |
37,234.23 |
|