| 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 |
1,905.1 |
1,899.2 |
-5.9 |
-0.3% |
1,883.5 |
| High |
1,916.6 |
1,908.8 |
-7.8 |
-0.4% |
1,913.3 |
| Low |
1,892.8 |
1,896.0 |
3.2 |
0.2% |
1,873.2 |
| Close |
1,902.9 |
1,907.5 |
4.6 |
0.2% |
1,902.5 |
| Range |
23.8 |
12.8 |
-11.0 |
-46.2% |
40.1 |
| ATR |
23.5 |
22.7 |
-0.8 |
-3.2% |
0.0 |
| Volume |
640 |
1,267 |
627 |
98.0% |
708,720 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,942.5 |
1,937.8 |
1,914.5 |
|
| R3 |
1,929.7 |
1,925.0 |
1,911.0 |
|
| R2 |
1,916.9 |
1,916.9 |
1,909.8 |
|
| R1 |
1,912.2 |
1,912.2 |
1,908.7 |
1,914.6 |
| PP |
1,904.1 |
1,904.1 |
1,904.1 |
1,905.3 |
| S1 |
1,899.4 |
1,899.4 |
1,906.3 |
1,901.8 |
| S2 |
1,891.3 |
1,891.3 |
1,905.2 |
|
| S3 |
1,878.5 |
1,886.6 |
1,904.0 |
|
| S4 |
1,865.7 |
1,873.8 |
1,900.5 |
|
|
| 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 |
1,881.9 |
34.7 |
1.8% |
19.7 |
1.0% |
74% |
False |
False |
42,128 |
| 10 |
1,916.6 |
1,852.2 |
64.4 |
3.4% |
21.9 |
1.1% |
86% |
False |
False |
156,669 |
| 20 |
1,916.6 |
1,769.3 |
147.3 |
7.7% |
23.4 |
1.2% |
94% |
False |
False |
214,594 |
| 40 |
1,916.6 |
1,723.2 |
193.4 |
10.1% |
23.2 |
1.2% |
95% |
False |
False |
193,791 |
| 60 |
1,916.6 |
1,677.3 |
239.3 |
12.5% |
23.5 |
1.2% |
96% |
False |
False |
157,630 |
| 80 |
1,916.6 |
1,676.2 |
240.4 |
12.6% |
25.4 |
1.3% |
96% |
False |
False |
121,569 |
| 100 |
1,925.1 |
1,676.2 |
248.9 |
13.0% |
26.7 |
1.4% |
93% |
False |
False |
98,696 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.4% |
26.6 |
1.4% |
79% |
False |
False |
82,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,963.2 |
|
2.618 |
1,942.3 |
|
1.618 |
1,929.5 |
|
1.000 |
1,921.6 |
|
0.618 |
1,916.7 |
|
HIGH |
1,908.8 |
|
0.618 |
1,903.9 |
|
0.500 |
1,902.4 |
|
0.382 |
1,900.9 |
|
LOW |
1,896.0 |
|
0.618 |
1,888.1 |
|
1.000 |
1,883.2 |
|
1.618 |
1,875.3 |
|
2.618 |
1,862.5 |
|
4.250 |
1,841.6 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,905.8 |
1,904.8 |
| PP |
1,904.1 |
1,902.0 |
| S1 |
1,902.4 |
1,899.3 |
|