Trading Metrics calculated at close of trading on 04-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,605.0 |
15,607.0 |
2.0 |
0.0% |
15,455.0 |
High |
15,656.0 |
15,704.0 |
48.0 |
0.3% |
15,704.0 |
Low |
15,469.0 |
15,580.0 |
111.0 |
0.7% |
15,432.0 |
Close |
15,651.0 |
15,691.0 |
40.0 |
0.3% |
15,691.0 |
Range |
187.0 |
124.0 |
-63.0 |
-33.7% |
272.0 |
ATR |
200.9 |
195.4 |
-5.5 |
-2.7% |
0.0 |
Volume |
50,153 |
41,704 |
-8,449 |
-16.8% |
199,935 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,030.3 |
15,984.7 |
15,759.2 |
|
R3 |
15,906.3 |
15,860.7 |
15,725.1 |
|
R2 |
15,782.3 |
15,782.3 |
15,713.7 |
|
R1 |
15,736.7 |
15,736.7 |
15,702.4 |
15,759.5 |
PP |
15,658.3 |
15,658.3 |
15,658.3 |
15,669.8 |
S1 |
15,612.7 |
15,612.7 |
15,679.6 |
15,635.5 |
S2 |
15,534.3 |
15,534.3 |
15,668.3 |
|
S3 |
15,410.3 |
15,488.7 |
15,656.9 |
|
S4 |
15,286.3 |
15,364.7 |
15,622.8 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,425.0 |
16,330.0 |
15,840.6 |
|
R3 |
16,153.0 |
16,058.0 |
15,765.8 |
|
R2 |
15,881.0 |
15,881.0 |
15,740.9 |
|
R1 |
15,786.0 |
15,786.0 |
15,715.9 |
15,833.5 |
PP |
15,609.0 |
15,609.0 |
15,609.0 |
15,632.8 |
S1 |
15,514.0 |
15,514.0 |
15,666.1 |
15,561.5 |
S2 |
15,337.0 |
15,337.0 |
15,641.1 |
|
S3 |
15,065.0 |
15,242.0 |
15,616.2 |
|
S4 |
14,793.0 |
14,970.0 |
15,541.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,704.0 |
15,427.0 |
277.0 |
1.8% |
152.4 |
1.0% |
95% |
True |
False |
48,417 |
10 |
15,704.0 |
15,345.0 |
359.0 |
2.3% |
146.7 |
0.9% |
96% |
True |
False |
45,000 |
20 |
15,704.0 |
14,806.0 |
898.0 |
5.7% |
204.7 |
1.3% |
99% |
True |
False |
56,218 |
40 |
15,704.0 |
14,806.0 |
898.0 |
5.7% |
191.1 |
1.2% |
99% |
True |
False |
54,811 |
60 |
15,704.0 |
14,405.0 |
1,299.0 |
8.3% |
178.0 |
1.1% |
99% |
True |
False |
51,020 |
80 |
15,704.0 |
13,682.0 |
2,022.0 |
12.9% |
174.5 |
1.1% |
99% |
True |
False |
38,307 |
100 |
15,704.0 |
13,333.0 |
2,371.0 |
15.1% |
169.8 |
1.1% |
99% |
True |
False |
30,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,231.0 |
2.618 |
16,028.6 |
1.618 |
15,904.6 |
1.000 |
15,828.0 |
0.618 |
15,780.6 |
HIGH |
15,704.0 |
0.618 |
15,656.6 |
0.500 |
15,642.0 |
0.382 |
15,627.4 |
LOW |
15,580.0 |
0.618 |
15,503.4 |
1.000 |
15,456.0 |
1.618 |
15,379.4 |
2.618 |
15,255.4 |
4.250 |
15,053.0 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,674.7 |
15,656.2 |
PP |
15,658.3 |
15,621.3 |
S1 |
15,642.0 |
15,586.5 |
|