Trading Metrics calculated at close of trading on 02-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,455.0 |
15,562.0 |
107.0 |
0.7% |
15,460.0 |
High |
15,683.0 |
15,628.0 |
-55.0 |
-0.4% |
15,600.0 |
Low |
15,432.0 |
15,546.0 |
114.0 |
0.7% |
15,345.0 |
Close |
15,567.0 |
15,583.0 |
16.0 |
0.1% |
15,512.0 |
Range |
251.0 |
82.0 |
-169.0 |
-67.3% |
255.0 |
ATR |
211.2 |
202.0 |
-9.2 |
-4.4% |
0.0 |
Volume |
69,118 |
38,960 |
-30,158 |
-43.6% |
200,348 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,831.7 |
15,789.3 |
15,628.1 |
|
R3 |
15,749.7 |
15,707.3 |
15,605.6 |
|
R2 |
15,667.7 |
15,667.7 |
15,598.0 |
|
R1 |
15,625.3 |
15,625.3 |
15,590.5 |
15,646.5 |
PP |
15,585.7 |
15,585.7 |
15,585.7 |
15,596.3 |
S1 |
15,543.3 |
15,543.3 |
15,575.5 |
15,564.5 |
S2 |
15,503.7 |
15,503.7 |
15,568.0 |
|
S3 |
15,421.7 |
15,461.3 |
15,560.5 |
|
S4 |
15,339.7 |
15,379.3 |
15,537.9 |
|
|
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% |
146.8 |
0.9% |
70% |
False |
False |
47,514 |
10 |
15,683.0 |
14,954.0 |
729.0 |
4.7% |
182.8 |
1.2% |
86% |
False |
False |
50,527 |
20 |
15,683.0 |
14,806.0 |
877.0 |
5.6% |
212.3 |
1.4% |
89% |
False |
False |
58,421 |
40 |
15,683.0 |
14,806.0 |
877.0 |
5.6% |
188.3 |
1.2% |
89% |
False |
False |
54,549 |
60 |
15,683.0 |
13,969.0 |
1,714.0 |
11.0% |
182.8 |
1.2% |
94% |
False |
False |
49,513 |
80 |
15,683.0 |
13,682.0 |
2,001.0 |
12.8% |
172.4 |
1.1% |
95% |
False |
False |
37,159 |
100 |
15,683.0 |
13,333.0 |
2,350.0 |
15.1% |
169.4 |
1.1% |
96% |
False |
False |
29,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,976.5 |
2.618 |
15,842.7 |
1.618 |
15,760.7 |
1.000 |
15,710.0 |
0.618 |
15,678.7 |
HIGH |
15,628.0 |
0.618 |
15,596.7 |
0.500 |
15,587.0 |
0.382 |
15,577.3 |
LOW |
15,546.0 |
0.618 |
15,495.3 |
1.000 |
15,464.0 |
1.618 |
15,413.3 |
2.618 |
15,331.3 |
4.250 |
15,197.5 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,587.0 |
15,573.7 |
PP |
15,585.7 |
15,564.3 |
S1 |
15,584.3 |
15,555.0 |
|