| 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 |
1,897.5 |
1,905.1 |
7.6 |
0.4% |
1,883.5 |
| High |
1,905.4 |
1,916.6 |
11.2 |
0.6% |
1,913.3 |
| Low |
1,881.9 |
1,892.8 |
10.9 |
0.6% |
1,873.2 |
| Close |
1,902.5 |
1,902.9 |
0.4 |
0.0% |
1,902.5 |
| Range |
23.5 |
23.8 |
0.3 |
1.3% |
40.1 |
| ATR |
23.4 |
23.5 |
0.0 |
0.1% |
0.0 |
| Volume |
2,415 |
640 |
-1,775 |
-73.5% |
708,720 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,975.5 |
1,963.0 |
1,916.0 |
|
| R3 |
1,951.7 |
1,939.2 |
1,909.4 |
|
| R2 |
1,927.9 |
1,927.9 |
1,907.3 |
|
| R1 |
1,915.4 |
1,915.4 |
1,905.1 |
1,909.8 |
| PP |
1,904.1 |
1,904.1 |
1,904.1 |
1,901.3 |
| S1 |
1,891.6 |
1,891.6 |
1,900.7 |
1,886.0 |
| S2 |
1,880.3 |
1,880.3 |
1,898.5 |
|
| S3 |
1,856.5 |
1,867.8 |
1,896.4 |
|
| S4 |
1,832.7 |
1,844.0 |
1,889.8 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.6 |
1,999.7 |
1,924.6 |
|
| R3 |
1,976.5 |
1,959.6 |
1,913.5 |
|
| R2 |
1,936.4 |
1,936.4 |
1,909.9 |
|
| R1 |
1,919.5 |
1,919.5 |
1,906.2 |
1,928.0 |
| PP |
1,896.3 |
1,896.3 |
1,896.3 |
1,900.6 |
| S1 |
1,879.4 |
1,879.4 |
1,898.8 |
1,887.9 |
| S2 |
1,856.2 |
1,856.2 |
1,895.1 |
|
| S3 |
1,816.1 |
1,839.3 |
1,891.5 |
|
| S4 |
1,776.0 |
1,799.2 |
1,880.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,916.6 |
1,873.2 |
43.4 |
2.3% |
22.7 |
1.2% |
68% |
True |
False |
105,209 |
| 10 |
1,916.6 |
1,852.2 |
64.4 |
3.4% |
21.8 |
1.1% |
79% |
True |
False |
179,444 |
| 20 |
1,916.6 |
1,769.2 |
147.4 |
7.7% |
24.2 |
1.3% |
91% |
True |
False |
226,859 |
| 40 |
1,916.6 |
1,723.2 |
193.4 |
10.2% |
23.3 |
1.2% |
93% |
True |
False |
197,574 |
| 60 |
1,916.6 |
1,676.2 |
240.4 |
12.6% |
24.0 |
1.3% |
94% |
True |
False |
158,676 |
| 80 |
1,916.6 |
1,676.2 |
240.4 |
12.6% |
25.5 |
1.3% |
94% |
True |
False |
121,632 |
| 100 |
1,937.0 |
1,676.2 |
260.8 |
13.7% |
26.8 |
1.4% |
87% |
False |
False |
98,767 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.4% |
26.6 |
1.4% |
77% |
False |
False |
82,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,017.8 |
|
2.618 |
1,978.9 |
|
1.618 |
1,955.1 |
|
1.000 |
1,940.4 |
|
0.618 |
1,931.3 |
|
HIGH |
1,916.6 |
|
0.618 |
1,907.5 |
|
0.500 |
1,904.7 |
|
0.382 |
1,901.9 |
|
LOW |
1,892.8 |
|
0.618 |
1,878.1 |
|
1.000 |
1,869.0 |
|
1.618 |
1,854.3 |
|
2.618 |
1,830.5 |
|
4.250 |
1,791.7 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,904.7 |
1,901.7 |
| PP |
1,904.1 |
1,900.5 |
| S1 |
1,903.5 |
1,899.3 |
|