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 |
4,198.50 |
4,208.00 |
9.50 |
0.2% |
4,151.50 |
High |
4,215.00 |
4,213.25 |
-1.75 |
0.0% |
4,217.50 |
Low |
4,190.75 |
4,165.25 |
-25.50 |
-0.6% |
4,142.50 |
Close |
4,206.25 |
4,191.25 |
-15.00 |
-0.4% |
4,202.50 |
Range |
24.25 |
48.00 |
23.75 |
97.9% |
75.00 |
ATR |
47.18 |
47.24 |
0.06 |
0.1% |
0.00 |
Volume |
1,059,938 |
1,384,271 |
324,333 |
30.6% |
5,610,109 |
|
Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,334.00 |
4,310.50 |
4,217.75 |
|
R3 |
4,286.00 |
4,262.50 |
4,204.50 |
|
R2 |
4,238.00 |
4,238.00 |
4,200.00 |
|
R1 |
4,214.50 |
4,214.50 |
4,195.75 |
4,202.25 |
PP |
4,190.00 |
4,190.00 |
4,190.00 |
4,183.75 |
S1 |
4,166.50 |
4,166.50 |
4,186.75 |
4,154.25 |
S2 |
4,142.00 |
4,142.00 |
4,182.50 |
|
S3 |
4,094.00 |
4,118.50 |
4,178.00 |
|
S4 |
4,046.00 |
4,070.50 |
4,164.75 |
|
|
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 |
4,165.25 |
64.75 |
1.5% |
32.50 |
0.8% |
40% |
False |
True |
1,220,262 |
10 |
4,230.00 |
4,084.50 |
145.50 |
3.5% |
40.50 |
1.0% |
73% |
False |
False |
1,237,398 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
55.00 |
1.3% |
78% |
False |
False |
1,578,241 |
40 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
46.25 |
1.1% |
78% |
False |
False |
1,495,590 |
60 |
4,238.25 |
3,843.25 |
395.00 |
9.4% |
47.00 |
1.1% |
88% |
False |
False |
1,528,950 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
52.25 |
1.2% |
91% |
False |
False |
1,151,261 |
100 |
4,238.25 |
3,647.50 |
590.75 |
14.1% |
53.50 |
1.3% |
92% |
False |
False |
921,678 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.6% |
53.25 |
1.3% |
93% |
False |
False |
768,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,417.25 |
2.618 |
4,339.00 |
1.618 |
4,291.00 |
1.000 |
4,261.25 |
0.618 |
4,243.00 |
HIGH |
4,213.25 |
0.618 |
4,195.00 |
0.500 |
4,189.25 |
0.382 |
4,183.50 |
LOW |
4,165.25 |
0.618 |
4,135.50 |
1.000 |
4,117.25 |
1.618 |
4,087.50 |
2.618 |
4,039.50 |
4.250 |
3,961.25 |
|
|
Fisher Pivots for day following 03-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,190.50 |
4,197.50 |
PP |
4,190.00 |
4,195.50 |
S1 |
4,189.25 |
4,193.50 |
|