| 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 |
2,597.9960 |
2,577.6420 |
-20.3540 |
-0.8% |
2,265.4460 |
| High |
2,736.8480 |
2,797.1590 |
60.3110 |
2.2% |
2,911.7250 |
| Low |
2,530.7550 |
2,556.3460 |
25.5910 |
1.0% |
1,741.0800 |
| Close |
2,577.9080 |
2,724.0150 |
146.1070 |
5.7% |
2,426.9700 |
| Range |
206.0930 |
240.8130 |
34.7200 |
16.8% |
1,170.6450 |
| ATR |
466.9107 |
450.7609 |
-16.1498 |
-3.5% |
0.0000 |
| Volume |
931,866 |
983,699 |
51,833 |
5.6% |
6,601,379 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,414.9457 |
3,310.2933 |
2,856.4622 |
|
| R3 |
3,174.1327 |
3,069.4803 |
2,790.2386 |
|
| R2 |
2,933.3197 |
2,933.3197 |
2,768.1641 |
|
| R1 |
2,828.6673 |
2,828.6673 |
2,746.0895 |
2,880.9935 |
| PP |
2,692.5067 |
2,692.5067 |
2,692.5067 |
2,718.6698 |
| S1 |
2,587.8543 |
2,587.8543 |
2,701.9405 |
2,640.1805 |
| S2 |
2,451.6937 |
2,451.6937 |
2,679.8660 |
|
| S3 |
2,210.8807 |
2,347.0413 |
2,657.7914 |
|
| S4 |
1,970.0677 |
2,106.2283 |
2,591.5679 |
|
|
| 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 |
2,425.7940 |
485.9310 |
17.8% |
286.4186 |
10.5% |
61% |
False |
False |
1,061,879 |
| 10 |
3,464.9490 |
1,741.0800 |
1,723.8690 |
63.3% |
568.9104 |
20.9% |
57% |
False |
False |
1,570,101 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
96.5% |
527.7525 |
19.4% |
37% |
False |
False |
1,375,731 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
96.5% |
384.0861 |
14.1% |
37% |
False |
False |
1,125,955 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
103.5% |
295.6398 |
10.9% |
42% |
False |
False |
961,699 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
112.9% |
268.5732 |
9.9% |
46% |
False |
False |
960,145 |
| 100 |
4,370.7670 |
912.6060 |
3,458.1610 |
127.0% |
252.3161 |
9.3% |
52% |
False |
False |
1,092,291 |
| 120 |
4,370.7670 |
530.9080 |
3,839.8590 |
141.0% |
224.0313 |
8.2% |
57% |
False |
False |
1,095,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,820.6143 |
|
2.618 |
3,427.6074 |
|
1.618 |
3,186.7944 |
|
1.000 |
3,037.9720 |
|
0.618 |
2,945.9814 |
|
HIGH |
2,797.1590 |
|
0.618 |
2,705.1684 |
|
0.500 |
2,676.7525 |
|
0.382 |
2,648.3366 |
|
LOW |
2,556.3460 |
|
0.618 |
2,407.5236 |
|
1.000 |
2,315.5330 |
|
1.618 |
2,166.7106 |
|
2.618 |
1,925.8976 |
|
4.250 |
1,532.8908 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,708.2608 |
2,686.5022 |
| PP |
2,692.5067 |
2,648.9893 |
| S1 |
2,676.7525 |
2,611.4765 |
|