| 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 |
2,577.6420 |
2,723.8790 |
146.2370 |
5.7% |
2,265.4460 |
| High |
2,797.1590 |
2,888.0110 |
90.8520 |
3.2% |
2,911.7250 |
| Low |
2,556.3460 |
2,666.0030 |
109.6570 |
4.3% |
1,741.0800 |
| Close |
2,724.0150 |
2,821.5930 |
97.5780 |
3.6% |
2,426.9700 |
| Range |
240.8130 |
222.0080 |
-18.8050 |
-7.8% |
1,170.6450 |
| ATR |
450.7609 |
434.4214 |
-16.3395 |
-3.6% |
0.0000 |
| Volume |
983,699 |
822,278 |
-161,421 |
-16.4% |
6,601,379 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,457.8930 |
3,361.7510 |
2,943.6974 |
|
| R3 |
3,235.8850 |
3,139.7430 |
2,882.6452 |
|
| R2 |
3,013.8770 |
3,013.8770 |
2,862.2945 |
|
| R1 |
2,917.7350 |
2,917.7350 |
2,841.9437 |
2,965.8060 |
| PP |
2,791.8690 |
2,791.8690 |
2,791.8690 |
2,815.9045 |
| S1 |
2,695.7270 |
2,695.7270 |
2,801.2423 |
2,743.7980 |
| S2 |
2,569.8610 |
2,569.8610 |
2,780.8915 |
|
| S3 |
2,347.8530 |
2,473.7190 |
2,760.5408 |
|
| S4 |
2,125.8450 |
2,251.7110 |
2,699.4886 |
|
|
| 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 |
2,888.0110 |
2,425.7940 |
462.2170 |
16.4% |
255.4288 |
9.1% |
86% |
True |
False |
983,785 |
| 10 |
2,995.2820 |
1,741.0800 |
1,254.2020 |
44.5% |
442.8219 |
15.7% |
86% |
False |
False |
1,318,126 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
93.2% |
525.4669 |
18.6% |
41% |
False |
False |
1,369,941 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
93.2% |
384.9048 |
13.6% |
41% |
False |
False |
1,128,058 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
100.0% |
297.9190 |
10.6% |
45% |
False |
False |
962,889 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
109.0% |
267.8115 |
9.5% |
50% |
False |
False |
956,788 |
| 100 |
4,370.7670 |
912.6060 |
3,458.1610 |
122.6% |
252.4967 |
8.9% |
55% |
False |
False |
1,081,465 |
| 120 |
4,370.7670 |
536.4720 |
3,834.2950 |
135.9% |
225.4941 |
8.0% |
60% |
False |
False |
1,095,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,831.5450 |
|
2.618 |
3,469.2279 |
|
1.618 |
3,247.2199 |
|
1.000 |
3,110.0190 |
|
0.618 |
3,025.2119 |
|
HIGH |
2,888.0110 |
|
0.618 |
2,803.2039 |
|
0.500 |
2,777.0070 |
|
0.382 |
2,750.8101 |
|
LOW |
2,666.0030 |
|
0.618 |
2,528.8021 |
|
1.000 |
2,443.9950 |
|
1.618 |
2,306.7941 |
|
2.618 |
2,084.7861 |
|
4.250 |
1,722.4690 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.7310 |
2,784.1897 |
| PP |
2,791.8690 |
2,746.7863 |
| S1 |
2,777.0070 |
2,709.3830 |
|