| 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 |
1,899.2 |
1,908.8 |
9.6 |
0.5% |
1,883.5 |
| High |
1,908.8 |
1,908.8 |
0.0 |
0.0% |
1,913.3 |
| Low |
1,896.0 |
1,865.0 |
-31.0 |
-1.6% |
1,873.2 |
| Close |
1,907.5 |
1,871.2 |
-36.3 |
-1.9% |
1,902.5 |
| Range |
12.8 |
43.8 |
31.0 |
242.2% |
40.1 |
| ATR |
22.7 |
24.2 |
1.5 |
6.6% |
0.0 |
| Volume |
1,267 |
1,021 |
-246 |
-19.4% |
708,720 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,013.1 |
1,985.9 |
1,895.3 |
|
| R3 |
1,969.3 |
1,942.1 |
1,883.2 |
|
| R2 |
1,925.5 |
1,925.5 |
1,879.2 |
|
| R1 |
1,898.3 |
1,898.3 |
1,875.2 |
1,890.0 |
| PP |
1,881.7 |
1,881.7 |
1,881.7 |
1,877.5 |
| S1 |
1,854.5 |
1,854.5 |
1,867.2 |
1,846.2 |
| S2 |
1,837.9 |
1,837.9 |
1,863.2 |
|
| S3 |
1,794.1 |
1,810.7 |
1,859.2 |
|
| S4 |
1,750.3 |
1,766.9 |
1,847.1 |
|
|
| 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 |
1,865.0 |
51.6 |
2.8% |
23.9 |
1.3% |
12% |
False |
True |
8,227 |
| 10 |
1,916.6 |
1,864.2 |
52.4 |
2.8% |
22.4 |
1.2% |
13% |
False |
False |
116,950 |
| 20 |
1,916.6 |
1,781.8 |
134.8 |
7.2% |
24.6 |
1.3% |
66% |
False |
False |
205,704 |
| 40 |
1,916.6 |
1,723.2 |
193.4 |
10.3% |
23.9 |
1.3% |
77% |
False |
False |
190,747 |
| 60 |
1,916.6 |
1,677.3 |
239.3 |
12.8% |
23.6 |
1.3% |
81% |
False |
False |
156,839 |
| 80 |
1,916.6 |
1,676.2 |
240.4 |
12.8% |
25.5 |
1.4% |
81% |
False |
False |
121,506 |
| 100 |
1,916.6 |
1,676.2 |
240.4 |
12.8% |
26.2 |
1.4% |
81% |
False |
False |
98,597 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.7% |
26.6 |
1.4% |
67% |
False |
False |
82,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.0 |
|
2.618 |
2,023.5 |
|
1.618 |
1,979.7 |
|
1.000 |
1,952.6 |
|
0.618 |
1,935.9 |
|
HIGH |
1,908.8 |
|
0.618 |
1,892.1 |
|
0.500 |
1,886.9 |
|
0.382 |
1,881.7 |
|
LOW |
1,865.0 |
|
0.618 |
1,837.9 |
|
1.000 |
1,821.2 |
|
1.618 |
1,794.1 |
|
2.618 |
1,750.3 |
|
4.250 |
1,678.9 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,886.9 |
1,890.8 |
| PP |
1,881.7 |
1,884.3 |
| S1 |
1,876.4 |
1,877.7 |
|