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 |
4,190.75 |
4,232.25 |
41.50 |
1.0% |
4,206.50 |
High |
4,232.00 |
4,232.50 |
0.50 |
0.0% |
4,232.00 |
Low |
4,177.00 |
4,214.00 |
37.00 |
0.9% |
4,165.25 |
Close |
4,228.25 |
4,225.50 |
-2.75 |
-0.1% |
4,228.25 |
Range |
55.00 |
18.50 |
-36.50 |
-66.4% |
66.75 |
ATR |
47.79 |
45.70 |
-2.09 |
-4.4% |
0.00 |
Volume |
1,051,573 |
934,681 |
-116,892 |
-11.1% |
4,862,126 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,279.50 |
4,271.00 |
4,235.75 |
|
R3 |
4,261.00 |
4,252.50 |
4,230.50 |
|
R2 |
4,242.50 |
4,242.50 |
4,229.00 |
|
R1 |
4,234.00 |
4,234.00 |
4,227.25 |
4,229.00 |
PP |
4,224.00 |
4,224.00 |
4,224.00 |
4,221.50 |
S1 |
4,215.50 |
4,215.50 |
4,223.75 |
4,210.50 |
S2 |
4,205.50 |
4,205.50 |
4,222.00 |
|
S3 |
4,187.00 |
4,197.00 |
4,220.50 |
|
S4 |
4,168.50 |
4,178.50 |
4,215.25 |
|
|
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 |
4,232.50 |
4,165.25 |
67.25 |
1.6% |
37.25 |
0.9% |
90% |
True |
False |
1,159,361 |
10 |
4,232.50 |
4,142.50 |
90.00 |
2.1% |
35.75 |
0.8% |
92% |
True |
False |
1,140,691 |
20 |
4,238.25 |
4,029.25 |
209.00 |
4.9% |
53.75 |
1.3% |
94% |
False |
False |
1,507,344 |
40 |
4,238.25 |
4,029.25 |
209.00 |
4.9% |
46.50 |
1.1% |
94% |
False |
False |
1,493,273 |
60 |
4,238.25 |
3,843.25 |
395.00 |
9.3% |
46.25 |
1.1% |
97% |
False |
False |
1,551,413 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.5% |
52.50 |
1.2% |
98% |
False |
False |
1,176,046 |
100 |
4,238.25 |
3,647.50 |
590.75 |
14.0% |
53.50 |
1.3% |
98% |
False |
False |
941,480 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.4% |
53.00 |
1.3% |
98% |
False |
False |
784,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,311.00 |
2.618 |
4,281.00 |
1.618 |
4,262.50 |
1.000 |
4,251.00 |
0.618 |
4,244.00 |
HIGH |
4,232.50 |
0.618 |
4,225.50 |
0.500 |
4,223.25 |
0.382 |
4,221.00 |
LOW |
4,214.00 |
0.618 |
4,202.50 |
1.000 |
4,195.50 |
1.618 |
4,184.00 |
2.618 |
4,165.50 |
4.250 |
4,135.50 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,224.75 |
4,216.50 |
PP |
4,224.00 |
4,207.75 |
S1 |
4,223.25 |
4,199.00 |
|