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 |
4,052.0 |
4,044.0 |
-8.0 |
-0.2% |
4,023.0 |
High |
4,074.0 |
4,100.0 |
26.0 |
0.6% |
4,074.0 |
Low |
4,045.0 |
4,037.0 |
-8.0 |
-0.2% |
4,016.0 |
Close |
4,066.0 |
4,070.0 |
4.0 |
0.1% |
4,066.0 |
Range |
29.0 |
63.0 |
34.0 |
117.2% |
58.0 |
ATR |
54.3 |
54.9 |
0.6 |
1.1% |
0.0 |
Volume |
710,983 |
783,779 |
72,796 |
10.2% |
3,173,986 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,258.0 |
4,227.0 |
4,104.7 |
|
R3 |
4,195.0 |
4,164.0 |
4,087.3 |
|
R2 |
4,132.0 |
4,132.0 |
4,081.6 |
|
R1 |
4,101.0 |
4,101.0 |
4,075.8 |
4,116.5 |
PP |
4,069.0 |
4,069.0 |
4,069.0 |
4,076.8 |
S1 |
4,038.0 |
4,038.0 |
4,064.2 |
4,053.5 |
S2 |
4,006.0 |
4,006.0 |
4,058.5 |
|
S3 |
3,943.0 |
3,975.0 |
4,052.7 |
|
S4 |
3,880.0 |
3,912.0 |
4,035.4 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,226.0 |
4,204.0 |
4,097.9 |
|
R3 |
4,168.0 |
4,146.0 |
4,082.0 |
|
R2 |
4,110.0 |
4,110.0 |
4,076.6 |
|
R1 |
4,088.0 |
4,088.0 |
4,071.3 |
4,099.0 |
PP |
4,052.0 |
4,052.0 |
4,052.0 |
4,057.5 |
S1 |
4,030.0 |
4,030.0 |
4,060.7 |
4,041.0 |
S2 |
3,994.0 |
3,994.0 |
4,055.4 |
|
S3 |
3,936.0 |
3,972.0 |
4,050.1 |
|
S4 |
3,878.0 |
3,914.0 |
4,034.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,100.0 |
4,016.0 |
84.0 |
2.1% |
38.6 |
0.9% |
64% |
True |
False |
715,596 |
10 |
4,100.0 |
3,882.0 |
218.0 |
5.4% |
49.5 |
1.2% |
86% |
True |
False |
775,854 |
20 |
4,100.0 |
3,844.0 |
256.0 |
6.3% |
59.4 |
1.5% |
88% |
True |
False |
832,055 |
40 |
4,100.0 |
3,844.0 |
256.0 |
6.3% |
48.2 |
1.2% |
88% |
True |
False |
750,812 |
60 |
4,100.0 |
3,587.0 |
513.0 |
12.6% |
47.1 |
1.2% |
94% |
True |
False |
726,599 |
80 |
4,100.0 |
3,559.0 |
541.0 |
13.3% |
46.0 |
1.1% |
94% |
True |
False |
548,591 |
100 |
4,100.0 |
3,360.0 |
740.0 |
18.2% |
46.8 |
1.2% |
96% |
True |
False |
439,506 |
120 |
4,100.0 |
3,335.0 |
765.0 |
18.8% |
44.2 |
1.1% |
96% |
True |
False |
366,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,367.8 |
2.618 |
4,264.9 |
1.618 |
4,201.9 |
1.000 |
4,163.0 |
0.618 |
4,138.9 |
HIGH |
4,100.0 |
0.618 |
4,075.9 |
0.500 |
4,068.5 |
0.382 |
4,061.1 |
LOW |
4,037.0 |
0.618 |
3,998.1 |
1.000 |
3,974.0 |
1.618 |
3,935.1 |
2.618 |
3,872.1 |
4.250 |
3,769.3 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,069.5 |
4,066.0 |
PP |
4,069.0 |
4,062.0 |
S1 |
4,068.5 |
4,058.0 |
|