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 |
1,906.42 |
1,899.64 |
-6.78 |
-0.4% |
1,881.11 |
High |
1,915.42 |
1,908.78 |
-6.64 |
-0.3% |
1,911.94 |
Low |
1,893.32 |
1,895.21 |
1.89 |
0.1% |
1,867.82 |
Close |
1,899.65 |
1,908.23 |
8.58 |
0.5% |
1,903.33 |
Range |
22.10 |
13.57 |
-8.53 |
-38.6% |
44.12 |
ATR |
22.39 |
21.76 |
-0.63 |
-2.8% |
0.00 |
Volume |
6,303 |
6,398 |
95 |
1.5% |
32,382 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,944.78 |
1,940.08 |
1,915.69 |
|
R3 |
1,931.21 |
1,926.51 |
1,911.96 |
|
R2 |
1,917.64 |
1,917.64 |
1,910.72 |
|
R1 |
1,912.94 |
1,912.94 |
1,909.47 |
1,915.29 |
PP |
1,904.07 |
1,904.07 |
1,904.07 |
1,905.25 |
S1 |
1,899.37 |
1,899.37 |
1,906.99 |
1,901.72 |
S2 |
1,890.50 |
1,890.50 |
1,905.74 |
|
S3 |
1,876.93 |
1,885.80 |
1,904.50 |
|
S4 |
1,863.36 |
1,872.23 |
1,900.77 |
|
|
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 |
1,885.27 |
30.15 |
1.6% |
17.56 |
0.9% |
76% |
False |
False |
6,513 |
10 |
1,915.42 |
1,846.10 |
69.32 |
3.6% |
23.07 |
1.2% |
90% |
False |
False |
6,343 |
20 |
1,915.42 |
1,771.68 |
143.74 |
7.5% |
22.83 |
1.2% |
95% |
False |
False |
6,393 |
40 |
1,915.42 |
1,723.88 |
191.54 |
10.0% |
21.41 |
1.1% |
96% |
False |
False |
6,513 |
60 |
1,915.42 |
1,678.24 |
237.18 |
12.4% |
21.49 |
1.1% |
97% |
False |
False |
6,570 |
80 |
1,915.42 |
1,677.64 |
237.78 |
12.5% |
23.05 |
1.2% |
97% |
False |
False |
6,541 |
100 |
1,916.51 |
1,677.64 |
238.87 |
12.5% |
25.21 |
1.3% |
97% |
False |
False |
6,462 |
120 |
1,957.87 |
1,677.64 |
280.23 |
14.7% |
25.19 |
1.3% |
82% |
False |
False |
6,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,966.45 |
2.618 |
1,944.31 |
1.618 |
1,930.74 |
1.000 |
1,922.35 |
0.618 |
1,917.17 |
HIGH |
1,908.78 |
0.618 |
1,903.60 |
0.500 |
1,902.00 |
0.382 |
1,900.39 |
LOW |
1,895.21 |
0.618 |
1,886.82 |
1.000 |
1,881.64 |
1.618 |
1,873.25 |
2.618 |
1,859.68 |
4.250 |
1,837.54 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,906.15 |
1,905.60 |
PP |
1,904.07 |
1,902.97 |
S1 |
1,902.00 |
1,900.35 |
|