Trading Metrics calculated at close of trading on 04-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,089.0 |
4,072.0 |
-17.0 |
-0.4% |
4,044.0 |
High |
4,094.0 |
4,098.0 |
4.0 |
0.1% |
4,100.0 |
Low |
4,050.0 |
4,066.0 |
16.0 |
0.4% |
4,037.0 |
Close |
4,086.0 |
4,089.0 |
3.0 |
0.1% |
4,089.0 |
Range |
44.0 |
32.0 |
-12.0 |
-27.3% |
63.0 |
ATR |
52.4 |
51.0 |
-1.5 |
-2.8% |
0.0 |
Volume |
787,090 |
635,829 |
-151,261 |
-19.2% |
2,878,694 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,180.3 |
4,166.7 |
4,106.6 |
|
R3 |
4,148.3 |
4,134.7 |
4,097.8 |
|
R2 |
4,116.3 |
4,116.3 |
4,094.9 |
|
R1 |
4,102.7 |
4,102.7 |
4,091.9 |
4,109.5 |
PP |
4,084.3 |
4,084.3 |
4,084.3 |
4,087.8 |
S1 |
4,070.7 |
4,070.7 |
4,086.1 |
4,077.5 |
S2 |
4,052.3 |
4,052.3 |
4,083.1 |
|
S3 |
4,020.3 |
4,038.7 |
4,080.2 |
|
S4 |
3,988.3 |
4,006.7 |
4,071.4 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,264.3 |
4,239.7 |
4,123.7 |
|
R3 |
4,201.3 |
4,176.7 |
4,106.3 |
|
R2 |
4,138.3 |
4,138.3 |
4,100.6 |
|
R1 |
4,113.7 |
4,113.7 |
4,094.8 |
4,126.0 |
PP |
4,075.3 |
4,075.3 |
4,075.3 |
4,081.5 |
S1 |
4,050.7 |
4,050.7 |
4,083.2 |
4,063.0 |
S2 |
4,012.3 |
4,012.3 |
4,077.5 |
|
S3 |
3,949.3 |
3,987.7 |
4,071.7 |
|
S4 |
3,886.3 |
3,924.7 |
4,054.4 |
|
|
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 |
4,037.0 |
63.0 |
1.5% |
39.4 |
1.0% |
83% |
False |
False |
717,935 |
10 |
4,100.0 |
3,991.0 |
109.0 |
2.7% |
36.7 |
0.9% |
90% |
False |
False |
691,170 |
20 |
4,100.0 |
3,844.0 |
256.0 |
6.3% |
53.5 |
1.3% |
96% |
False |
False |
799,554 |
40 |
4,100.0 |
3,844.0 |
256.0 |
6.3% |
48.9 |
1.2% |
96% |
False |
False |
750,650 |
60 |
4,100.0 |
3,714.0 |
386.0 |
9.4% |
45.4 |
1.1% |
97% |
False |
False |
759,345 |
80 |
4,100.0 |
3,559.0 |
541.0 |
13.2% |
46.7 |
1.1% |
98% |
False |
False |
574,052 |
100 |
4,100.0 |
3,360.0 |
740.0 |
18.1% |
47.0 |
1.2% |
99% |
False |
False |
460,453 |
120 |
4,100.0 |
3,335.0 |
765.0 |
18.7% |
45.1 |
1.1% |
99% |
False |
False |
383,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,234.0 |
2.618 |
4,181.8 |
1.618 |
4,149.8 |
1.000 |
4,130.0 |
0.618 |
4,117.8 |
HIGH |
4,098.0 |
0.618 |
4,085.8 |
0.500 |
4,082.0 |
0.382 |
4,078.2 |
LOW |
4,066.0 |
0.618 |
4,046.2 |
1.000 |
4,034.0 |
1.618 |
4,014.2 |
2.618 |
3,982.2 |
4.250 |
3,930.0 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,086.7 |
4,084.0 |
PP |
4,084.3 |
4,079.0 |
S1 |
4,082.0 |
4,074.0 |
|