| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,705.1530 |
2,653.9270 |
-51.2260 |
-1.9% |
2,597.9960 |
| High |
2,843.2850 |
2,661.4330 |
-181.8520 |
-6.4% |
2,888.0110 |
| Low |
2,556.3880 |
2,318.3120 |
-238.0760 |
-9.3% |
2,530.7550 |
| Close |
2,653.9270 |
2,537.6500 |
-116.2770 |
-4.4% |
2,701.5020 |
| Range |
286.8970 |
343.1210 |
56.2240 |
19.6% |
357.2560 |
| ATR |
415.7677 |
410.5787 |
-5.1891 |
-1.2% |
0.0000 |
| Volume |
1,141,111 |
1,403,558 |
262,447 |
23.0% |
3,612,496 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,535.1613 |
3,379.5267 |
2,726.3666 |
|
| R3 |
3,192.0403 |
3,036.4057 |
2,632.0083 |
|
| R2 |
2,848.9193 |
2,848.9193 |
2,600.5555 |
|
| R1 |
2,693.2847 |
2,693.2847 |
2,569.1028 |
2,599.5415 |
| PP |
2,505.7983 |
2,505.7983 |
2,505.7983 |
2,458.9268 |
| S1 |
2,350.1637 |
2,350.1637 |
2,506.1972 |
2,256.4205 |
| S2 |
2,162.6773 |
2,162.6773 |
2,474.7445 |
|
| S3 |
1,819.5563 |
2,007.0427 |
2,443.2917 |
|
| S4 |
1,476.4353 |
1,663.9217 |
2,348.9335 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,778.5240 |
3,597.2690 |
2,897.9928 |
|
| R3 |
3,421.2680 |
3,240.0130 |
2,799.7474 |
|
| R2 |
3,064.0120 |
3,064.0120 |
2,766.9989 |
|
| R1 |
2,882.7570 |
2,882.7570 |
2,734.2505 |
2,973.3845 |
| PP |
2,706.7560 |
2,706.7560 |
2,706.7560 |
2,752.0698 |
| S1 |
2,525.5010 |
2,525.5010 |
2,668.7535 |
2,616.1285 |
| S2 |
2,349.5000 |
2,349.5000 |
2,636.0051 |
|
| S3 |
1,992.2440 |
2,168.2450 |
2,603.2566 |
|
| S4 |
1,634.9880 |
1,810.9890 |
2,505.0112 |
|
|
| 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 |
2,318.3120 |
569.6990 |
22.4% |
280.9786 |
11.1% |
39% |
False |
True |
1,045,059 |
| 10 |
2,911.7250 |
2,318.3120 |
593.4130 |
23.4% |
295.2360 |
11.6% |
37% |
False |
True |
1,099,714 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
103.6% |
511.7593 |
20.2% |
30% |
False |
False |
1,399,397 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
103.6% |
400.3318 |
15.8% |
30% |
False |
False |
1,178,390 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
111.1% |
307.6888 |
12.1% |
35% |
False |
False |
985,662 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
121.2% |
274.7027 |
10.8% |
40% |
False |
False |
967,119 |
| 100 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
131.1% |
254.7375 |
10.0% |
45% |
False |
False |
1,047,216 |
| 120 |
4,370.7670 |
552.3810 |
3,818.3860 |
150.5% |
232.4488 |
9.2% |
52% |
False |
False |
1,112,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,119.6973 |
|
2.618 |
3,559.7238 |
|
1.618 |
3,216.6028 |
|
1.000 |
3,004.5540 |
|
0.618 |
2,873.4818 |
|
HIGH |
2,661.4330 |
|
0.618 |
2,530.3608 |
|
0.500 |
2,489.8725 |
|
0.382 |
2,449.3842 |
|
LOW |
2,318.3120 |
|
0.618 |
2,106.2632 |
|
1.000 |
1,975.1910 |
|
1.618 |
1,763.1422 |
|
2.618 |
1,420.0212 |
|
4.250 |
860.0478 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,521.7242 |
2,594.4140 |
| PP |
2,505.7983 |
2,575.4927 |
| S1 |
2,489.8725 |
2,556.5713 |
|