Trading Metrics calculated at close of trading on 08-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,090.0 |
4,109.0 |
19.0 |
0.5% |
4,044.0 |
High |
4,106.0 |
4,116.0 |
10.0 |
0.2% |
4,100.0 |
Low |
4,068.0 |
4,091.0 |
23.0 |
0.6% |
4,037.0 |
Close |
4,099.0 |
4,099.0 |
0.0 |
0.0% |
4,089.0 |
Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
63.0 |
ATR |
50.1 |
48.3 |
-1.8 |
-3.6% |
0.0 |
Volume |
605,484 |
787,621 |
182,137 |
30.1% |
2,878,694 |
|
Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,177.0 |
4,163.0 |
4,112.8 |
|
R3 |
4,152.0 |
4,138.0 |
4,105.9 |
|
R2 |
4,127.0 |
4,127.0 |
4,103.6 |
|
R1 |
4,113.0 |
4,113.0 |
4,101.3 |
4,107.5 |
PP |
4,102.0 |
4,102.0 |
4,102.0 |
4,099.3 |
S1 |
4,088.0 |
4,088.0 |
4,096.7 |
4,082.5 |
S2 |
4,077.0 |
4,077.0 |
4,094.4 |
|
S3 |
4,052.0 |
4,063.0 |
4,092.1 |
|
S4 |
4,027.0 |
4,038.0 |
4,085.3 |
|
|
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 |
4,116.0 |
4,050.0 |
66.0 |
1.6% |
33.6 |
0.8% |
74% |
True |
False |
697,604 |
10 |
4,116.0 |
4,016.0 |
100.0 |
2.4% |
36.1 |
0.9% |
83% |
True |
False |
706,600 |
20 |
4,116.0 |
3,844.0 |
272.0 |
6.6% |
52.1 |
1.3% |
94% |
True |
False |
799,317 |
40 |
4,116.0 |
3,844.0 |
272.0 |
6.6% |
49.3 |
1.2% |
94% |
True |
False |
759,922 |
60 |
4,116.0 |
3,727.0 |
389.0 |
9.5% |
45.1 |
1.1% |
96% |
True |
False |
777,216 |
80 |
4,116.0 |
3,559.0 |
557.0 |
13.6% |
46.5 |
1.1% |
97% |
True |
False |
590,955 |
100 |
4,116.0 |
3,360.0 |
756.0 |
18.4% |
47.3 |
1.2% |
98% |
True |
False |
474,183 |
120 |
4,116.0 |
3,335.0 |
781.0 |
19.1% |
45.5 |
1.1% |
98% |
True |
False |
395,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,222.3 |
2.618 |
4,181.5 |
1.618 |
4,156.5 |
1.000 |
4,141.0 |
0.618 |
4,131.5 |
HIGH |
4,116.0 |
0.618 |
4,106.5 |
0.500 |
4,103.5 |
0.382 |
4,100.6 |
LOW |
4,091.0 |
0.618 |
4,075.6 |
1.000 |
4,066.0 |
1.618 |
4,050.6 |
2.618 |
4,025.6 |
4.250 |
3,984.8 |
|
|
Fisher Pivots for day following 08-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,103.5 |
4,096.3 |
PP |
4,102.0 |
4,093.7 |
S1 |
4,100.5 |
4,091.0 |
|