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 |
1,896.29 |
1,906.42 |
10.13 |
0.5% |
1,881.11 |
High |
1,904.27 |
1,915.42 |
11.15 |
0.6% |
1,911.94 |
Low |
1,885.27 |
1,893.32 |
8.05 |
0.4% |
1,867.82 |
Close |
1,903.33 |
1,899.65 |
-3.68 |
-0.2% |
1,903.33 |
Range |
19.00 |
22.10 |
3.10 |
16.3% |
44.12 |
ATR |
22.41 |
22.39 |
-0.02 |
-0.1% |
0.00 |
Volume |
6,658 |
6,303 |
-355 |
-5.3% |
32,382 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,969.10 |
1,956.47 |
1,911.81 |
|
R3 |
1,947.00 |
1,934.37 |
1,905.73 |
|
R2 |
1,924.90 |
1,924.90 |
1,903.70 |
|
R1 |
1,912.27 |
1,912.27 |
1,901.68 |
1,907.54 |
PP |
1,902.80 |
1,902.80 |
1,902.80 |
1,900.43 |
S1 |
1,890.17 |
1,890.17 |
1,897.62 |
1,885.44 |
S2 |
1,880.70 |
1,880.70 |
1,895.60 |
|
S3 |
1,858.60 |
1,868.07 |
1,893.57 |
|
S4 |
1,836.50 |
1,845.97 |
1,887.50 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.72 |
2,009.15 |
1,927.60 |
|
R3 |
1,982.60 |
1,965.03 |
1,915.46 |
|
R2 |
1,938.48 |
1,938.48 |
1,911.42 |
|
R1 |
1,920.91 |
1,920.91 |
1,907.37 |
1,929.70 |
PP |
1,894.36 |
1,894.36 |
1,894.36 |
1,898.76 |
S1 |
1,876.79 |
1,876.79 |
1,899.29 |
1,885.58 |
S2 |
1,850.24 |
1,850.24 |
1,895.24 |
|
S3 |
1,806.12 |
1,832.67 |
1,891.20 |
|
S4 |
1,762.00 |
1,788.55 |
1,879.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,915.42 |
1,867.82 |
47.60 |
2.5% |
21.26 |
1.1% |
67% |
True |
False |
6,499 |
10 |
1,915.42 |
1,846.10 |
69.32 |
3.6% |
23.31 |
1.2% |
77% |
True |
False |
6,335 |
20 |
1,915.42 |
1,771.68 |
143.74 |
7.6% |
23.30 |
1.2% |
89% |
True |
False |
6,413 |
40 |
1,915.42 |
1,723.88 |
191.54 |
10.1% |
21.51 |
1.1% |
92% |
True |
False |
6,507 |
60 |
1,915.42 |
1,677.64 |
237.78 |
12.5% |
21.86 |
1.2% |
93% |
True |
False |
6,561 |
80 |
1,915.42 |
1,677.64 |
237.78 |
12.5% |
23.15 |
1.2% |
93% |
True |
False |
6,542 |
100 |
1,926.13 |
1,677.64 |
248.49 |
13.1% |
25.25 |
1.3% |
89% |
False |
False |
6,469 |
120 |
1,957.87 |
1,677.64 |
280.23 |
14.8% |
25.19 |
1.3% |
79% |
False |
False |
6,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.35 |
2.618 |
1,973.28 |
1.618 |
1,951.18 |
1.000 |
1,937.52 |
0.618 |
1,929.08 |
HIGH |
1,915.42 |
0.618 |
1,906.98 |
0.500 |
1,904.37 |
0.382 |
1,901.76 |
LOW |
1,893.32 |
0.618 |
1,879.66 |
1.000 |
1,871.22 |
1.618 |
1,857.56 |
2.618 |
1,835.46 |
4.250 |
1,799.40 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,904.37 |
1,900.35 |
PP |
1,902.80 |
1,900.11 |
S1 |
1,901.22 |
1,899.88 |
|