| 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 |
2,723.1160 |
2,597.9960 |
-125.1200 |
-4.6% |
2,265.4460 |
| High |
2,789.1250 |
2,736.8480 |
-52.2770 |
-1.9% |
2,911.7250 |
| Low |
2,425.7940 |
2,530.7550 |
104.9610 |
4.3% |
1,741.0800 |
| Close |
2,426.9700 |
2,577.9080 |
150.9380 |
6.2% |
2,426.9700 |
| Range |
363.3310 |
206.0930 |
-157.2380 |
-43.3% |
1,170.6450 |
| ATR |
478.9902 |
466.9107 |
-12.0794 |
-2.5% |
0.0000 |
| Volume |
1,216,912 |
931,866 |
-285,046 |
-23.4% |
6,601,379 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,233.4493 |
3,111.7717 |
2,691.2592 |
|
| R3 |
3,027.3563 |
2,905.6787 |
2,634.5836 |
|
| R2 |
2,821.2633 |
2,821.2633 |
2,615.6917 |
|
| R1 |
2,699.5857 |
2,699.5857 |
2,596.7999 |
2,657.3780 |
| PP |
2,615.1703 |
2,615.1703 |
2,615.1703 |
2,594.0665 |
| S1 |
2,493.4927 |
2,493.4927 |
2,559.0161 |
2,451.2850 |
| S2 |
2,409.0773 |
2,409.0773 |
2,540.1243 |
|
| S3 |
2,202.9843 |
2,287.3997 |
2,521.2324 |
|
| S4 |
1,996.8913 |
2,081.3067 |
2,464.5569 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,871.8600 |
5,320.0600 |
3,070.8248 |
|
| R3 |
4,701.2150 |
4,149.4150 |
2,748.8974 |
|
| R2 |
3,530.5700 |
3,530.5700 |
2,641.5883 |
|
| R1 |
2,978.7700 |
2,978.7700 |
2,534.2791 |
3,254.6700 |
| PP |
2,359.9250 |
2,359.9250 |
2,359.9250 |
2,497.8750 |
| S1 |
1,808.1250 |
1,808.1250 |
2,319.6609 |
2,084.0250 |
| S2 |
1,189.2800 |
1,189.2800 |
2,212.3518 |
|
| S3 |
18.6350 |
637.4800 |
2,105.0426 |
|
| S4 |
-1,152.0100 |
-533.1650 |
1,783.1153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,911.7250 |
2,394.4620 |
517.2630 |
20.1% |
309.4934 |
12.0% |
35% |
False |
False |
1,154,369 |
| 10 |
3,560.4720 |
1,741.0800 |
1,819.3920 |
70.6% |
580.8477 |
22.5% |
46% |
False |
False |
1,575,663 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
102.0% |
531.6017 |
20.6% |
32% |
False |
False |
1,402,154 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
102.0% |
380.6079 |
14.8% |
32% |
False |
False |
1,116,620 |
| 60 |
4,370.7670 |
1,515.2340 |
2,855.5330 |
110.8% |
296.2484 |
11.5% |
37% |
False |
False |
958,915 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
119.3% |
267.6893 |
10.4% |
42% |
False |
False |
960,503 |
| 100 |
4,370.7670 |
912.6060 |
3,458.1610 |
134.1% |
251.2306 |
9.7% |
48% |
False |
False |
1,098,680 |
| 120 |
4,370.7670 |
530.9080 |
3,839.8590 |
149.0% |
222.3121 |
8.6% |
53% |
False |
False |
1,091,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,612.7433 |
|
2.618 |
3,276.3995 |
|
1.618 |
3,070.3065 |
|
1.000 |
2,942.9410 |
|
0.618 |
2,864.2135 |
|
HIGH |
2,736.8480 |
|
0.618 |
2,658.1205 |
|
0.500 |
2,633.8015 |
|
0.382 |
2,609.4825 |
|
LOW |
2,530.7550 |
|
0.618 |
2,403.3895 |
|
1.000 |
2,324.6620 |
|
1.618 |
2,197.2965 |
|
2.618 |
1,991.2035 |
|
4.250 |
1,654.8598 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,633.8015 |
2,656.8215 |
| PP |
2,615.1703 |
2,630.5170 |
| S1 |
2,596.5392 |
2,604.2125 |
|