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 |
4,208.00 |
4,190.75 |
-17.25 |
-0.4% |
4,206.50 |
High |
4,213.25 |
4,232.00 |
18.75 |
0.4% |
4,232.00 |
Low |
4,165.25 |
4,177.00 |
11.75 |
0.3% |
4,165.25 |
Close |
4,191.25 |
4,228.25 |
37.00 |
0.9% |
4,228.25 |
Range |
48.00 |
55.00 |
7.00 |
14.6% |
66.75 |
ATR |
47.24 |
47.79 |
0.55 |
1.2% |
0.00 |
Volume |
1,384,271 |
1,051,573 |
-332,698 |
-24.0% |
4,862,126 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,377.50 |
4,357.75 |
4,258.50 |
|
R3 |
4,322.50 |
4,302.75 |
4,243.50 |
|
R2 |
4,267.50 |
4,267.50 |
4,238.25 |
|
R1 |
4,247.75 |
4,247.75 |
4,233.25 |
4,257.50 |
PP |
4,212.50 |
4,212.50 |
4,212.50 |
4,217.25 |
S1 |
4,192.75 |
4,192.75 |
4,223.25 |
4,202.50 |
S2 |
4,157.50 |
4,157.50 |
4,218.25 |
|
S3 |
4,102.50 |
4,137.75 |
4,213.00 |
|
S4 |
4,047.50 |
4,082.75 |
4,198.00 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,408.75 |
4,385.25 |
4,265.00 |
|
R3 |
4,342.00 |
4,318.50 |
4,246.50 |
|
R2 |
4,275.25 |
4,275.25 |
4,240.50 |
|
R1 |
4,251.75 |
4,251.75 |
4,234.25 |
4,263.50 |
PP |
4,208.50 |
4,208.50 |
4,208.50 |
4,214.50 |
S1 |
4,185.00 |
4,185.00 |
4,222.25 |
4,196.75 |
S2 |
4,141.75 |
4,141.75 |
4,216.00 |
|
S3 |
4,075.00 |
4,118.25 |
4,210.00 |
|
S4 |
4,008.25 |
4,051.50 |
4,191.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,232.00 |
4,165.25 |
66.75 |
1.6% |
36.75 |
0.9% |
94% |
True |
False |
1,194,591 |
10 |
4,232.00 |
4,142.50 |
89.50 |
2.1% |
37.75 |
0.9% |
96% |
True |
False |
1,193,896 |
20 |
4,238.25 |
4,029.25 |
209.00 |
4.9% |
55.00 |
1.3% |
95% |
False |
False |
1,543,239 |
40 |
4,238.25 |
4,029.25 |
209.00 |
4.9% |
47.00 |
1.1% |
95% |
False |
False |
1,497,170 |
60 |
4,238.25 |
3,843.25 |
395.00 |
9.3% |
47.00 |
1.1% |
97% |
False |
False |
1,544,222 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.5% |
52.75 |
1.2% |
98% |
False |
False |
1,164,382 |
100 |
4,238.25 |
3,647.50 |
590.75 |
14.0% |
53.75 |
1.3% |
98% |
False |
False |
932,161 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.4% |
53.25 |
1.3% |
98% |
False |
False |
776,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,465.75 |
2.618 |
4,376.00 |
1.618 |
4,321.00 |
1.000 |
4,287.00 |
0.618 |
4,266.00 |
HIGH |
4,232.00 |
0.618 |
4,211.00 |
0.500 |
4,204.50 |
0.382 |
4,198.00 |
LOW |
4,177.00 |
0.618 |
4,143.00 |
1.000 |
4,122.00 |
1.618 |
4,088.00 |
2.618 |
4,033.00 |
4.250 |
3,943.25 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,220.25 |
4,218.50 |
PP |
4,212.50 |
4,208.50 |
S1 |
4,204.50 |
4,198.50 |
|