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 |
4,206.50 |
4,198.50 |
-8.00 |
-0.2% |
4,151.50 |
High |
4,230.00 |
4,215.00 |
-15.00 |
-0.4% |
4,217.50 |
Low |
4,190.00 |
4,190.75 |
0.75 |
0.0% |
4,142.50 |
Close |
4,198.50 |
4,206.25 |
7.75 |
0.2% |
4,202.50 |
Range |
40.00 |
24.25 |
-15.75 |
-39.4% |
75.00 |
ATR |
48.94 |
47.18 |
-1.76 |
-3.6% |
0.00 |
Volume |
1,366,344 |
1,059,938 |
-306,406 |
-22.4% |
5,610,109 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,276.75 |
4,265.75 |
4,219.50 |
|
R3 |
4,252.50 |
4,241.50 |
4,213.00 |
|
R2 |
4,228.25 |
4,228.25 |
4,210.75 |
|
R1 |
4,217.25 |
4,217.25 |
4,208.50 |
4,222.75 |
PP |
4,204.00 |
4,204.00 |
4,204.00 |
4,206.75 |
S1 |
4,193.00 |
4,193.00 |
4,204.00 |
4,198.50 |
S2 |
4,179.75 |
4,179.75 |
4,201.75 |
|
S3 |
4,155.50 |
4,168.75 |
4,199.50 |
|
S4 |
4,131.25 |
4,144.50 |
4,193.00 |
|
|
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% |
27.75 |
0.7% |
55% |
False |
False |
1,153,638 |
10 |
4,230.00 |
4,055.50 |
174.50 |
4.1% |
42.50 |
1.0% |
86% |
False |
False |
1,330,283 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
54.00 |
1.3% |
85% |
False |
False |
1,579,940 |
40 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
45.50 |
1.1% |
85% |
False |
False |
1,488,522 |
60 |
4,238.25 |
3,816.50 |
421.75 |
10.0% |
47.50 |
1.1% |
92% |
False |
False |
1,506,927 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.5% |
52.00 |
1.2% |
94% |
False |
False |
1,133,990 |
100 |
4,238.25 |
3,647.50 |
590.75 |
14.0% |
53.50 |
1.3% |
95% |
False |
False |
907,847 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.5% |
53.25 |
1.3% |
95% |
False |
False |
756,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,318.00 |
2.618 |
4,278.50 |
1.618 |
4,254.25 |
1.000 |
4,239.25 |
0.618 |
4,230.00 |
HIGH |
4,215.00 |
0.618 |
4,205.75 |
0.500 |
4,203.00 |
0.382 |
4,200.00 |
LOW |
4,190.75 |
0.618 |
4,175.75 |
1.000 |
4,166.50 |
1.618 |
4,151.50 |
2.618 |
4,127.25 |
4.250 |
4,087.75 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,205.00 |
4,210.00 |
PP |
4,204.00 |
4,208.75 |
S1 |
4,203.00 |
4,207.50 |
|