Trading Metrics calculated at close of trading on 07-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,869.3 |
1,890.5 |
21.2 |
1.1% |
1,905.1 |
High |
1,895.5 |
1,899.7 |
4.2 |
0.2% |
1,916.6 |
Low |
1,854.0 |
1,883.2 |
29.2 |
1.6% |
1,854.0 |
Close |
1,889.8 |
1,896.8 |
7.0 |
0.4% |
1,889.8 |
Range |
41.5 |
16.5 |
-25.0 |
-60.2% |
62.6 |
ATR |
25.4 |
24.8 |
-0.6 |
-2.5% |
0.0 |
Volume |
367 |
87 |
-280 |
-76.3% |
3,295 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.7 |
1,936.3 |
1,905.9 |
|
R3 |
1,926.2 |
1,919.8 |
1,901.3 |
|
R2 |
1,909.7 |
1,909.7 |
1,899.8 |
|
R1 |
1,903.3 |
1,903.3 |
1,898.3 |
1,906.5 |
PP |
1,893.2 |
1,893.2 |
1,893.2 |
1,894.9 |
S1 |
1,886.8 |
1,886.8 |
1,895.3 |
1,890.0 |
S2 |
1,876.7 |
1,876.7 |
1,893.8 |
|
S3 |
1,860.2 |
1,870.3 |
1,892.3 |
|
S4 |
1,843.7 |
1,853.8 |
1,887.7 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,074.6 |
2,044.8 |
1,924.2 |
|
R3 |
2,012.0 |
1,982.2 |
1,907.0 |
|
R2 |
1,949.4 |
1,949.4 |
1,901.3 |
|
R1 |
1,919.6 |
1,919.6 |
1,895.5 |
1,903.2 |
PP |
1,886.8 |
1,886.8 |
1,886.8 |
1,878.6 |
S1 |
1,857.0 |
1,857.0 |
1,884.1 |
1,840.6 |
S2 |
1,824.2 |
1,824.2 |
1,878.3 |
|
S3 |
1,761.6 |
1,794.4 |
1,872.6 |
|
S4 |
1,699.0 |
1,731.8 |
1,855.4 |
|
|
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 |
1,854.0 |
62.6 |
3.3% |
27.7 |
1.5% |
68% |
False |
False |
676 |
10 |
1,916.6 |
1,854.0 |
62.6 |
3.3% |
24.0 |
1.3% |
68% |
False |
False |
71,210 |
20 |
1,916.6 |
1,808.4 |
108.2 |
5.7% |
24.1 |
1.3% |
82% |
False |
False |
172,961 |
40 |
1,916.6 |
1,723.2 |
193.4 |
10.2% |
24.0 |
1.3% |
90% |
False |
False |
182,859 |
60 |
1,916.6 |
1,677.3 |
239.3 |
12.6% |
23.8 |
1.3% |
92% |
False |
False |
155,030 |
80 |
1,916.6 |
1,676.2 |
240.4 |
12.7% |
25.7 |
1.4% |
92% |
False |
False |
121,398 |
100 |
1,916.6 |
1,676.2 |
240.4 |
12.7% |
26.1 |
1.4% |
92% |
False |
False |
98,428 |
120 |
1,969.3 |
1,676.2 |
293.1 |
15.5% |
26.7 |
1.4% |
75% |
False |
False |
82,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.8 |
2.618 |
1,942.9 |
1.618 |
1,926.4 |
1.000 |
1,916.2 |
0.618 |
1,909.9 |
HIGH |
1,899.7 |
0.618 |
1,893.4 |
0.500 |
1,891.5 |
0.382 |
1,889.5 |
LOW |
1,883.2 |
0.618 |
1,873.0 |
1.000 |
1,866.7 |
1.618 |
1,856.5 |
2.618 |
1,840.0 |
4.250 |
1,813.1 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,895.0 |
1,891.7 |
PP |
1,893.2 |
1,886.5 |
S1 |
1,891.5 |
1,881.4 |
|