Trading Metrics calculated at close of trading on 03-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,562.0 |
15,605.0 |
43.0 |
0.3% |
15,460.0 |
High |
15,628.0 |
15,656.0 |
28.0 |
0.2% |
15,600.0 |
Low |
15,546.0 |
15,469.0 |
-77.0 |
-0.5% |
15,345.0 |
Close |
15,583.0 |
15,651.0 |
68.0 |
0.4% |
15,512.0 |
Range |
82.0 |
187.0 |
105.0 |
128.0% |
255.0 |
ATR |
202.0 |
200.9 |
-1.1 |
-0.5% |
0.0 |
Volume |
38,960 |
50,153 |
11,193 |
28.7% |
200,348 |
|
Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,153.0 |
16,089.0 |
15,753.9 |
|
R3 |
15,966.0 |
15,902.0 |
15,702.4 |
|
R2 |
15,779.0 |
15,779.0 |
15,685.3 |
|
R1 |
15,715.0 |
15,715.0 |
15,668.1 |
15,747.0 |
PP |
15,592.0 |
15,592.0 |
15,592.0 |
15,608.0 |
S1 |
15,528.0 |
15,528.0 |
15,633.9 |
15,560.0 |
S2 |
15,405.0 |
15,405.0 |
15,616.7 |
|
S3 |
15,218.0 |
15,341.0 |
15,599.6 |
|
S4 |
15,031.0 |
15,154.0 |
15,548.2 |
|
|
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% |
156.0 |
1.0% |
91% |
False |
False |
49,621 |
10 |
15,683.0 |
15,095.0 |
588.0 |
3.8% |
164.1 |
1.0% |
95% |
False |
False |
46,470 |
20 |
15,683.0 |
14,806.0 |
877.0 |
5.6% |
208.0 |
1.3% |
96% |
False |
False |
57,701 |
40 |
15,683.0 |
14,806.0 |
877.0 |
5.6% |
190.8 |
1.2% |
96% |
False |
False |
54,799 |
60 |
15,683.0 |
14,316.0 |
1,367.0 |
8.7% |
178.6 |
1.1% |
98% |
False |
False |
50,336 |
80 |
15,683.0 |
13,682.0 |
2,001.0 |
12.8% |
173.6 |
1.1% |
98% |
False |
False |
37,786 |
100 |
15,683.0 |
13,333.0 |
2,350.0 |
15.0% |
169.6 |
1.1% |
99% |
False |
False |
30,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,450.8 |
2.618 |
16,145.6 |
1.618 |
15,958.6 |
1.000 |
15,843.0 |
0.618 |
15,771.6 |
HIGH |
15,656.0 |
0.618 |
15,584.6 |
0.500 |
15,562.5 |
0.382 |
15,540.4 |
LOW |
15,469.0 |
0.618 |
15,353.4 |
1.000 |
15,282.0 |
1.618 |
15,166.4 |
2.618 |
14,979.4 |
4.250 |
14,674.3 |
|
|
Fisher Pivots for day following 03-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,621.5 |
15,619.8 |
PP |
15,592.0 |
15,588.7 |
S1 |
15,562.5 |
15,557.5 |
|