Trading Metrics calculated at close of trading on 07-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,607.0 |
15,690.0 |
83.0 |
0.5% |
15,455.0 |
High |
15,704.0 |
15,730.0 |
26.0 |
0.2% |
15,704.0 |
Low |
15,580.0 |
15,608.0 |
28.0 |
0.2% |
15,432.0 |
Close |
15,691.0 |
15,689.0 |
-2.0 |
0.0% |
15,691.0 |
Range |
124.0 |
122.0 |
-2.0 |
-1.6% |
272.0 |
ATR |
195.4 |
190.2 |
-5.2 |
-2.7% |
0.0 |
Volume |
41,704 |
45,599 |
3,895 |
9.3% |
199,935 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,041.7 |
15,987.3 |
15,756.1 |
|
R3 |
15,919.7 |
15,865.3 |
15,722.6 |
|
R2 |
15,797.7 |
15,797.7 |
15,711.4 |
|
R1 |
15,743.3 |
15,743.3 |
15,700.2 |
15,709.5 |
PP |
15,675.7 |
15,675.7 |
15,675.7 |
15,658.8 |
S1 |
15,621.3 |
15,621.3 |
15,677.8 |
15,587.5 |
S2 |
15,553.7 |
15,553.7 |
15,666.6 |
|
S3 |
15,431.7 |
15,499.3 |
15,655.5 |
|
S4 |
15,309.7 |
15,377.3 |
15,621.9 |
|
|
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 |
15,730.0 |
15,432.0 |
298.0 |
1.9% |
153.2 |
1.0% |
86% |
True |
False |
49,106 |
10 |
15,730.0 |
15,345.0 |
385.0 |
2.5% |
147.4 |
0.9% |
89% |
True |
False |
44,588 |
20 |
15,730.0 |
14,806.0 |
924.0 |
5.9% |
201.6 |
1.3% |
96% |
True |
False |
55,325 |
40 |
15,730.0 |
14,806.0 |
924.0 |
5.9% |
191.4 |
1.2% |
96% |
True |
False |
54,904 |
60 |
15,730.0 |
14,420.0 |
1,310.0 |
8.3% |
177.3 |
1.1% |
97% |
True |
False |
51,750 |
80 |
15,730.0 |
13,682.0 |
2,048.0 |
13.1% |
174.3 |
1.1% |
98% |
True |
False |
38,876 |
100 |
15,730.0 |
13,333.0 |
2,397.0 |
15.3% |
171.0 |
1.1% |
98% |
True |
False |
31,119 |
120 |
15,730.0 |
12,666.0 |
3,064.0 |
19.5% |
164.6 |
1.0% |
99% |
True |
False |
25,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,248.5 |
2.618 |
16,049.4 |
1.618 |
15,927.4 |
1.000 |
15,852.0 |
0.618 |
15,805.4 |
HIGH |
15,730.0 |
0.618 |
15,683.4 |
0.500 |
15,669.0 |
0.382 |
15,654.6 |
LOW |
15,608.0 |
0.618 |
15,532.6 |
1.000 |
15,486.0 |
1.618 |
15,410.6 |
2.618 |
15,288.6 |
4.250 |
15,089.5 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,682.3 |
15,659.2 |
PP |
15,675.7 |
15,629.3 |
S1 |
15,669.0 |
15,599.5 |
|