Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,482.0 |
15,455.0 |
-27.0 |
-0.2% |
15,460.0 |
High |
15,545.0 |
15,683.0 |
138.0 |
0.9% |
15,600.0 |
Low |
15,427.0 |
15,432.0 |
5.0 |
0.0% |
15,345.0 |
Close |
15,512.0 |
15,567.0 |
55.0 |
0.4% |
15,512.0 |
Range |
118.0 |
251.0 |
133.0 |
112.7% |
255.0 |
ATR |
208.1 |
211.2 |
3.1 |
1.5% |
0.0 |
Volume |
42,151 |
69,118 |
26,967 |
64.0% |
200,348 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,313.7 |
16,191.3 |
15,705.1 |
|
R3 |
16,062.7 |
15,940.3 |
15,636.0 |
|
R2 |
15,811.7 |
15,811.7 |
15,613.0 |
|
R1 |
15,689.3 |
15,689.3 |
15,590.0 |
15,750.5 |
PP |
15,560.7 |
15,560.7 |
15,560.7 |
15,591.3 |
S1 |
15,438.3 |
15,438.3 |
15,544.0 |
15,499.5 |
S2 |
15,309.7 |
15,309.7 |
15,521.0 |
|
S3 |
15,058.7 |
15,187.3 |
15,498.0 |
|
S4 |
14,807.7 |
14,936.3 |
15,429.0 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,250.7 |
16,136.3 |
15,652.3 |
|
R3 |
15,995.7 |
15,881.3 |
15,582.1 |
|
R2 |
15,740.7 |
15,740.7 |
15,558.8 |
|
R1 |
15,626.3 |
15,626.3 |
15,535.4 |
15,683.5 |
PP |
15,485.7 |
15,485.7 |
15,485.7 |
15,514.3 |
S1 |
15,371.3 |
15,371.3 |
15,488.6 |
15,428.5 |
S2 |
15,230.7 |
15,230.7 |
15,465.3 |
|
S3 |
14,975.7 |
15,116.3 |
15,441.9 |
|
S4 |
14,720.7 |
14,861.3 |
15,371.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,683.0 |
15,345.0 |
338.0 |
2.2% |
160.2 |
1.0% |
66% |
True |
False |
49,224 |
10 |
15,683.0 |
14,954.0 |
729.0 |
4.7% |
196.5 |
1.3% |
84% |
True |
False |
51,752 |
20 |
15,683.0 |
14,806.0 |
877.0 |
5.6% |
230.2 |
1.5% |
87% |
True |
False |
61,315 |
40 |
15,683.0 |
14,806.0 |
877.0 |
5.6% |
190.1 |
1.2% |
87% |
True |
False |
55,125 |
60 |
15,683.0 |
13,890.0 |
1,793.0 |
11.5% |
184.7 |
1.2% |
94% |
True |
False |
48,869 |
80 |
15,683.0 |
13,682.0 |
2,001.0 |
12.9% |
172.7 |
1.1% |
94% |
True |
False |
36,673 |
100 |
15,683.0 |
13,333.0 |
2,350.0 |
15.1% |
169.1 |
1.1% |
95% |
True |
False |
29,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,749.8 |
2.618 |
16,340.1 |
1.618 |
16,089.1 |
1.000 |
15,934.0 |
0.618 |
15,838.1 |
HIGH |
15,683.0 |
0.618 |
15,587.1 |
0.500 |
15,557.5 |
0.382 |
15,527.9 |
LOW |
15,432.0 |
0.618 |
15,276.9 |
1.000 |
15,181.0 |
1.618 |
15,025.9 |
2.618 |
14,774.9 |
4.250 |
14,365.3 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,563.8 |
15,549.3 |
PP |
15,560.7 |
15,531.7 |
S1 |
15,557.5 |
15,514.0 |
|