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 |
4,072.0 |
4,090.0 |
18.0 |
0.4% |
4,044.0 |
High |
4,098.0 |
4,106.0 |
8.0 |
0.2% |
4,100.0 |
Low |
4,066.0 |
4,068.0 |
2.0 |
0.0% |
4,037.0 |
Close |
4,089.0 |
4,099.0 |
10.0 |
0.2% |
4,089.0 |
Range |
32.0 |
38.0 |
6.0 |
18.8% |
63.0 |
ATR |
51.0 |
50.1 |
-0.9 |
-1.8% |
0.0 |
Volume |
635,829 |
605,484 |
-30,345 |
-4.8% |
2,878,694 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,205.0 |
4,190.0 |
4,119.9 |
|
R3 |
4,167.0 |
4,152.0 |
4,109.5 |
|
R2 |
4,129.0 |
4,129.0 |
4,106.0 |
|
R1 |
4,114.0 |
4,114.0 |
4,102.5 |
4,121.5 |
PP |
4,091.0 |
4,091.0 |
4,091.0 |
4,094.8 |
S1 |
4,076.0 |
4,076.0 |
4,095.5 |
4,083.5 |
S2 |
4,053.0 |
4,053.0 |
4,092.0 |
|
S3 |
4,015.0 |
4,038.0 |
4,088.6 |
|
S4 |
3,977.0 |
4,000.0 |
4,078.1 |
|
|
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 |
4,106.0 |
4,037.0 |
69.0 |
1.7% |
41.2 |
1.0% |
90% |
True |
False |
696,835 |
10 |
4,106.0 |
4,016.0 |
90.0 |
2.2% |
36.9 |
0.9% |
92% |
True |
False |
665,816 |
20 |
4,106.0 |
3,844.0 |
262.0 |
6.4% |
53.5 |
1.3% |
97% |
True |
False |
788,916 |
40 |
4,106.0 |
3,844.0 |
262.0 |
6.4% |
49.3 |
1.2% |
97% |
True |
False |
753,000 |
60 |
4,106.0 |
3,727.0 |
379.0 |
9.2% |
45.2 |
1.1% |
98% |
True |
False |
767,470 |
80 |
4,106.0 |
3,559.0 |
547.0 |
13.3% |
46.5 |
1.1% |
99% |
True |
False |
581,424 |
100 |
4,106.0 |
3,360.0 |
746.0 |
18.2% |
47.2 |
1.2% |
99% |
True |
False |
466,508 |
120 |
4,106.0 |
3,335.0 |
771.0 |
18.8% |
45.3 |
1.1% |
99% |
True |
False |
388,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,267.5 |
2.618 |
4,205.5 |
1.618 |
4,167.5 |
1.000 |
4,144.0 |
0.618 |
4,129.5 |
HIGH |
4,106.0 |
0.618 |
4,091.5 |
0.500 |
4,087.0 |
0.382 |
4,082.5 |
LOW |
4,068.0 |
0.618 |
4,044.5 |
1.000 |
4,030.0 |
1.618 |
4,006.5 |
2.618 |
3,968.5 |
4.250 |
3,906.5 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,095.0 |
4,092.0 |
PP |
4,091.0 |
4,085.0 |
S1 |
4,087.0 |
4,078.0 |
|