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 |
4,211.25 |
4,206.50 |
-4.75 |
-0.1% |
4,151.50 |
High |
4,217.50 |
4,230.00 |
12.50 |
0.3% |
4,217.50 |
Low |
4,201.00 |
4,190.00 |
-11.00 |
-0.3% |
4,142.50 |
Close |
4,202.50 |
4,198.50 |
-4.00 |
-0.1% |
4,202.50 |
Range |
16.50 |
40.00 |
23.50 |
142.4% |
75.00 |
ATR |
49.63 |
48.94 |
-0.69 |
-1.4% |
0.00 |
Volume |
1,110,833 |
1,366,344 |
255,511 |
23.0% |
5,610,109 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,326.25 |
4,302.25 |
4,220.50 |
|
R3 |
4,286.25 |
4,262.25 |
4,209.50 |
|
R2 |
4,246.25 |
4,246.25 |
4,205.75 |
|
R1 |
4,222.25 |
4,222.25 |
4,202.25 |
4,214.25 |
PP |
4,206.25 |
4,206.25 |
4,206.25 |
4,202.00 |
S1 |
4,182.25 |
4,182.25 |
4,194.75 |
4,174.25 |
S2 |
4,166.25 |
4,166.25 |
4,191.25 |
|
S3 |
4,126.25 |
4,142.25 |
4,187.50 |
|
S4 |
4,086.25 |
4,102.25 |
4,176.50 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,412.50 |
4,382.50 |
4,243.75 |
|
R3 |
4,337.50 |
4,307.50 |
4,223.00 |
|
R2 |
4,262.50 |
4,262.50 |
4,216.25 |
|
R1 |
4,232.50 |
4,232.50 |
4,209.50 |
4,247.50 |
PP |
4,187.50 |
4,187.50 |
4,187.50 |
4,195.00 |
S1 |
4,157.50 |
4,157.50 |
4,195.50 |
4,172.50 |
S2 |
4,112.50 |
4,112.50 |
4,188.75 |
|
S3 |
4,037.50 |
4,082.50 |
4,182.00 |
|
S4 |
3,962.50 |
4,007.50 |
4,161.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,230.00 |
4,177.75 |
52.25 |
1.2% |
29.50 |
0.7% |
40% |
True |
False |
1,185,990 |
10 |
4,230.00 |
4,055.50 |
174.50 |
4.2% |
47.00 |
1.1% |
82% |
True |
False |
1,352,841 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
56.00 |
1.3% |
81% |
False |
False |
1,627,123 |
40 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
45.50 |
1.1% |
81% |
False |
False |
1,493,328 |
60 |
4,238.25 |
3,786.50 |
451.75 |
10.8% |
48.50 |
1.2% |
91% |
False |
False |
1,490,039 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
52.00 |
1.2% |
92% |
False |
False |
1,120,870 |
100 |
4,238.25 |
3,647.50 |
590.75 |
14.1% |
54.00 |
1.3% |
93% |
False |
False |
897,284 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.5% |
53.25 |
1.3% |
94% |
False |
False |
747,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,400.00 |
2.618 |
4,334.75 |
1.618 |
4,294.75 |
1.000 |
4,270.00 |
0.618 |
4,254.75 |
HIGH |
4,230.00 |
0.618 |
4,214.75 |
0.500 |
4,210.00 |
0.382 |
4,205.25 |
LOW |
4,190.00 |
0.618 |
4,165.25 |
1.000 |
4,150.00 |
1.618 |
4,125.25 |
2.618 |
4,085.25 |
4.250 |
4,020.00 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,210.00 |
4,204.00 |
PP |
4,206.25 |
4,202.00 |
S1 |
4,202.25 |
4,200.25 |
|