Trading Metrics calculated at close of trading on 04-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,908.18 |
1,870.09 |
-38.09 |
-2.0% |
1,906.42 |
High |
1,909.13 |
1,894.51 |
-14.62 |
-0.8% |
1,915.42 |
Low |
1,866.83 |
1,861.17 |
-5.66 |
-0.3% |
1,861.17 |
Close |
1,870.23 |
1,891.05 |
20.82 |
1.1% |
1,891.05 |
Range |
42.30 |
33.34 |
-8.96 |
-21.2% |
54.25 |
ATR |
23.23 |
23.95 |
0.72 |
3.1% |
0.00 |
Volume |
6,280 |
6,272 |
-8 |
-0.1% |
25,253 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.26 |
1,970.00 |
1,909.39 |
|
R3 |
1,948.92 |
1,936.66 |
1,900.22 |
|
R2 |
1,915.58 |
1,915.58 |
1,897.16 |
|
R1 |
1,903.32 |
1,903.32 |
1,894.11 |
1,909.45 |
PP |
1,882.24 |
1,882.24 |
1,882.24 |
1,885.31 |
S1 |
1,869.98 |
1,869.98 |
1,887.99 |
1,876.11 |
S2 |
1,848.90 |
1,848.90 |
1,884.94 |
|
S3 |
1,815.56 |
1,836.64 |
1,881.88 |
|
S4 |
1,782.22 |
1,803.30 |
1,872.71 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,051.96 |
2,025.76 |
1,920.89 |
|
R3 |
1,997.71 |
1,971.51 |
1,905.97 |
|
R2 |
1,943.46 |
1,943.46 |
1,901.00 |
|
R1 |
1,917.26 |
1,917.26 |
1,896.02 |
1,903.24 |
PP |
1,889.21 |
1,889.21 |
1,889.21 |
1,882.20 |
S1 |
1,863.01 |
1,863.01 |
1,886.08 |
1,848.99 |
S2 |
1,834.96 |
1,834.96 |
1,881.10 |
|
S3 |
1,780.71 |
1,808.76 |
1,876.13 |
|
S4 |
1,726.46 |
1,754.51 |
1,861.21 |
|
|
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 |
1,861.17 |
54.25 |
2.9% |
26.06 |
1.4% |
55% |
False |
True |
6,382 |
10 |
1,915.42 |
1,861.02 |
54.40 |
2.9% |
23.74 |
1.3% |
55% |
False |
False |
6,385 |
20 |
1,915.42 |
1,809.85 |
105.57 |
5.6% |
24.14 |
1.3% |
77% |
False |
False |
6,346 |
40 |
1,915.42 |
1,723.88 |
191.54 |
10.1% |
22.39 |
1.2% |
87% |
False |
False |
6,510 |
60 |
1,915.42 |
1,678.24 |
237.18 |
12.5% |
21.82 |
1.2% |
90% |
False |
False |
6,569 |
80 |
1,915.42 |
1,677.64 |
237.78 |
12.6% |
23.40 |
1.2% |
90% |
False |
False |
6,534 |
100 |
1,915.42 |
1,677.64 |
237.78 |
12.6% |
24.80 |
1.3% |
90% |
False |
False |
6,457 |
120 |
1,957.87 |
1,677.64 |
280.23 |
14.8% |
25.32 |
1.3% |
76% |
False |
False |
6,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.21 |
2.618 |
1,981.79 |
1.618 |
1,948.45 |
1.000 |
1,927.85 |
0.618 |
1,915.11 |
HIGH |
1,894.51 |
0.618 |
1,881.77 |
0.500 |
1,877.84 |
0.382 |
1,873.91 |
LOW |
1,861.17 |
0.618 |
1,840.57 |
1.000 |
1,827.83 |
1.618 |
1,807.23 |
2.618 |
1,773.89 |
4.250 |
1,719.48 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,886.65 |
1,889.08 |
PP |
1,882.24 |
1,887.12 |
S1 |
1,877.84 |
1,885.15 |
|