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 |
4,044.0 |
4,068.0 |
24.0 |
0.6% |
4,023.0 |
High |
4,100.0 |
4,090.0 |
-10.0 |
-0.2% |
4,074.0 |
Low |
4,037.0 |
4,061.0 |
24.0 |
0.6% |
4,016.0 |
Close |
4,070.0 |
4,084.0 |
14.0 |
0.3% |
4,066.0 |
Range |
63.0 |
29.0 |
-34.0 |
-54.0% |
58.0 |
ATR |
54.9 |
53.1 |
-1.9 |
-3.4% |
0.0 |
Volume |
783,779 |
671,996 |
-111,783 |
-14.3% |
3,173,986 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,165.3 |
4,153.7 |
4,100.0 |
|
R3 |
4,136.3 |
4,124.7 |
4,092.0 |
|
R2 |
4,107.3 |
4,107.3 |
4,089.3 |
|
R1 |
4,095.7 |
4,095.7 |
4,086.7 |
4,101.5 |
PP |
4,078.3 |
4,078.3 |
4,078.3 |
4,081.3 |
S1 |
4,066.7 |
4,066.7 |
4,081.3 |
4,072.5 |
S2 |
4,049.3 |
4,049.3 |
4,078.7 |
|
S3 |
4,020.3 |
4,037.7 |
4,076.0 |
|
S4 |
3,991.3 |
4,008.7 |
4,068.1 |
|
|
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% |
38.8 |
1.0% |
81% |
False |
False |
714,335 |
10 |
4,100.0 |
3,882.0 |
218.0 |
5.3% |
46.8 |
1.1% |
93% |
False |
False |
770,824 |
20 |
4,100.0 |
3,844.0 |
256.0 |
6.3% |
55.7 |
1.4% |
94% |
False |
False |
810,019 |
40 |
4,100.0 |
3,844.0 |
256.0 |
6.3% |
48.0 |
1.2% |
94% |
False |
False |
748,163 |
60 |
4,100.0 |
3,619.0 |
481.0 |
11.8% |
46.4 |
1.1% |
97% |
False |
False |
737,683 |
80 |
4,100.0 |
3,559.0 |
541.0 |
13.2% |
46.1 |
1.1% |
97% |
False |
False |
556,889 |
100 |
4,100.0 |
3,360.0 |
740.0 |
18.1% |
46.9 |
1.1% |
98% |
False |
False |
446,226 |
120 |
4,100.0 |
3,335.0 |
765.0 |
18.7% |
44.4 |
1.1% |
98% |
False |
False |
372,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,213.3 |
2.618 |
4,165.9 |
1.618 |
4,136.9 |
1.000 |
4,119.0 |
0.618 |
4,107.9 |
HIGH |
4,090.0 |
0.618 |
4,078.9 |
0.500 |
4,075.5 |
0.382 |
4,072.1 |
LOW |
4,061.0 |
0.618 |
4,043.1 |
1.000 |
4,032.0 |
1.618 |
4,014.1 |
2.618 |
3,985.1 |
4.250 |
3,937.8 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,081.2 |
4,078.8 |
PP |
4,078.3 |
4,073.7 |
S1 |
4,075.5 |
4,068.5 |
|