Trading Metrics calculated at close of trading on 08-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,232.25 |
4,227.50 |
-4.75 |
-0.1% |
4,206.50 |
High |
4,232.50 |
4,236.75 |
4.25 |
0.1% |
4,232.00 |
Low |
4,214.00 |
4,205.75 |
-8.25 |
-0.2% |
4,165.25 |
Close |
4,225.50 |
4,225.75 |
0.25 |
0.0% |
4,228.25 |
Range |
18.50 |
31.00 |
12.50 |
67.6% |
66.75 |
ATR |
45.70 |
44.65 |
-1.05 |
-2.3% |
0.00 |
Volume |
934,681 |
1,305,814 |
371,133 |
39.7% |
4,862,126 |
|
Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,315.75 |
4,301.75 |
4,242.75 |
|
R3 |
4,284.75 |
4,270.75 |
4,234.25 |
|
R2 |
4,253.75 |
4,253.75 |
4,231.50 |
|
R1 |
4,239.75 |
4,239.75 |
4,228.50 |
4,231.25 |
PP |
4,222.75 |
4,222.75 |
4,222.75 |
4,218.50 |
S1 |
4,208.75 |
4,208.75 |
4,223.00 |
4,200.25 |
S2 |
4,191.75 |
4,191.75 |
4,220.00 |
|
S3 |
4,160.75 |
4,177.75 |
4,217.25 |
|
S4 |
4,129.75 |
4,146.75 |
4,208.75 |
|
|
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 |
4,236.75 |
4,165.25 |
71.50 |
1.7% |
35.25 |
0.8% |
85% |
True |
False |
1,147,255 |
10 |
4,236.75 |
4,165.25 |
71.50 |
1.7% |
32.50 |
0.8% |
85% |
True |
False |
1,166,623 |
20 |
4,236.75 |
4,029.25 |
207.50 |
4.9% |
52.00 |
1.2% |
95% |
True |
False |
1,489,524 |
40 |
4,238.25 |
4,029.25 |
209.00 |
4.9% |
46.75 |
1.1% |
94% |
False |
False |
1,498,686 |
60 |
4,238.25 |
3,843.25 |
395.00 |
9.3% |
46.00 |
1.1% |
97% |
False |
False |
1,546,573 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.5% |
52.25 |
1.2% |
98% |
False |
False |
1,192,353 |
100 |
4,238.25 |
3,647.50 |
590.75 |
14.0% |
53.50 |
1.3% |
98% |
False |
False |
954,504 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.4% |
53.00 |
1.3% |
98% |
False |
False |
795,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,368.50 |
2.618 |
4,318.00 |
1.618 |
4,287.00 |
1.000 |
4,267.75 |
0.618 |
4,256.00 |
HIGH |
4,236.75 |
0.618 |
4,225.00 |
0.500 |
4,221.25 |
0.382 |
4,217.50 |
LOW |
4,205.75 |
0.618 |
4,186.50 |
1.000 |
4,174.75 |
1.618 |
4,155.50 |
2.618 |
4,124.50 |
4.250 |
4,074.00 |
|
|
Fisher Pivots for day following 08-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,224.25 |
4,219.50 |
PP |
4,222.75 |
4,213.25 |
S1 |
4,221.25 |
4,207.00 |
|