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 |
4,068.0 |
4,089.0 |
21.0 |
0.5% |
4,023.0 |
High |
4,090.0 |
4,094.0 |
4.0 |
0.1% |
4,074.0 |
Low |
4,061.0 |
4,050.0 |
-11.0 |
-0.3% |
4,016.0 |
Close |
4,084.0 |
4,086.0 |
2.0 |
0.0% |
4,066.0 |
Range |
29.0 |
44.0 |
15.0 |
51.7% |
58.0 |
ATR |
53.1 |
52.4 |
-0.6 |
-1.2% |
0.0 |
Volume |
671,996 |
787,090 |
115,094 |
17.1% |
3,173,986 |
|
Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,208.7 |
4,191.3 |
4,110.2 |
|
R3 |
4,164.7 |
4,147.3 |
4,098.1 |
|
R2 |
4,120.7 |
4,120.7 |
4,094.1 |
|
R1 |
4,103.3 |
4,103.3 |
4,090.0 |
4,090.0 |
PP |
4,076.7 |
4,076.7 |
4,076.7 |
4,070.0 |
S1 |
4,059.3 |
4,059.3 |
4,082.0 |
4,046.0 |
S2 |
4,032.7 |
4,032.7 |
4,077.9 |
|
S3 |
3,988.7 |
4,015.3 |
4,073.9 |
|
S4 |
3,944.7 |
3,971.3 |
4,061.8 |
|
|
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% |
40.6 |
1.0% |
83% |
False |
False |
741,730 |
10 |
4,100.0 |
3,927.0 |
173.0 |
4.2% |
41.1 |
1.0% |
92% |
False |
False |
718,650 |
20 |
4,100.0 |
3,844.0 |
256.0 |
6.3% |
54.4 |
1.3% |
95% |
False |
False |
808,261 |
40 |
4,100.0 |
3,844.0 |
256.0 |
6.3% |
48.6 |
1.2% |
95% |
False |
False |
748,392 |
60 |
4,100.0 |
3,694.0 |
406.0 |
9.9% |
45.6 |
1.1% |
97% |
False |
False |
750,400 |
80 |
4,100.0 |
3,559.0 |
541.0 |
13.2% |
46.4 |
1.1% |
97% |
False |
False |
566,240 |
100 |
4,100.0 |
3,360.0 |
740.0 |
18.1% |
47.0 |
1.2% |
98% |
False |
False |
454,097 |
120 |
4,100.0 |
3,335.0 |
765.0 |
18.7% |
44.8 |
1.1% |
98% |
False |
False |
378,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,281.0 |
2.618 |
4,209.2 |
1.618 |
4,165.2 |
1.000 |
4,138.0 |
0.618 |
4,121.2 |
HIGH |
4,094.0 |
0.618 |
4,077.2 |
0.500 |
4,072.0 |
0.382 |
4,066.8 |
LOW |
4,050.0 |
0.618 |
4,022.8 |
1.000 |
4,006.0 |
1.618 |
3,978.8 |
2.618 |
3,934.8 |
4.250 |
3,863.0 |
|
|
Fisher Pivots for day following 03-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,081.3 |
4,080.2 |
PP |
4,076.7 |
4,074.3 |
S1 |
4,072.0 |
4,068.5 |
|