| 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 |
1,899.64 |
1,908.18 |
8.54 |
0.4% |
1,881.11 |
| High |
1,908.78 |
1,909.13 |
0.35 |
0.0% |
1,911.94 |
| Low |
1,895.21 |
1,866.83 |
-28.38 |
-1.5% |
1,867.82 |
| Close |
1,908.23 |
1,870.23 |
-38.00 |
-2.0% |
1,903.33 |
| Range |
13.57 |
42.30 |
28.73 |
211.7% |
44.12 |
| ATR |
21.76 |
23.23 |
1.47 |
6.7% |
0.00 |
| Volume |
6,398 |
6,280 |
-118 |
-1.8% |
32,382 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,008.96 |
1,981.90 |
1,893.50 |
|
| R3 |
1,966.66 |
1,939.60 |
1,881.86 |
|
| R2 |
1,924.36 |
1,924.36 |
1,877.99 |
|
| R1 |
1,897.30 |
1,897.30 |
1,874.11 |
1,889.68 |
| PP |
1,882.06 |
1,882.06 |
1,882.06 |
1,878.26 |
| S1 |
1,855.00 |
1,855.00 |
1,866.35 |
1,847.38 |
| S2 |
1,839.76 |
1,839.76 |
1,862.48 |
|
| S3 |
1,797.46 |
1,812.70 |
1,858.60 |
|
| S4 |
1,755.16 |
1,770.40 |
1,846.97 |
|
|
| 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 |
1,866.83 |
48.59 |
2.6% |
21.98 |
1.2% |
7% |
False |
True |
6,436 |
| 10 |
1,915.42 |
1,854.64 |
60.78 |
3.2% |
23.22 |
1.2% |
26% |
False |
False |
6,371 |
| 20 |
1,915.42 |
1,782.75 |
132.67 |
7.1% |
24.15 |
1.3% |
66% |
False |
False |
6,365 |
| 40 |
1,915.42 |
1,723.88 |
191.54 |
10.2% |
22.16 |
1.2% |
76% |
False |
False |
6,513 |
| 60 |
1,915.42 |
1,678.24 |
237.18 |
12.7% |
21.56 |
1.2% |
81% |
False |
False |
6,571 |
| 80 |
1,915.42 |
1,677.64 |
237.78 |
12.7% |
23.21 |
1.2% |
81% |
False |
False |
6,541 |
| 100 |
1,915.42 |
1,677.64 |
237.78 |
12.7% |
24.79 |
1.3% |
81% |
False |
False |
6,458 |
| 120 |
1,957.87 |
1,677.64 |
280.23 |
15.0% |
25.19 |
1.3% |
69% |
False |
False |
6,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,088.91 |
|
2.618 |
2,019.87 |
|
1.618 |
1,977.57 |
|
1.000 |
1,951.43 |
|
0.618 |
1,935.27 |
|
HIGH |
1,909.13 |
|
0.618 |
1,892.97 |
|
0.500 |
1,887.98 |
|
0.382 |
1,882.99 |
|
LOW |
1,866.83 |
|
0.618 |
1,840.69 |
|
1.000 |
1,824.53 |
|
1.618 |
1,798.39 |
|
2.618 |
1,756.09 |
|
4.250 |
1,687.06 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,887.98 |
1,891.13 |
| PP |
1,882.06 |
1,884.16 |
| S1 |
1,876.15 |
1,877.20 |
|