Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,694.75 |
13,699.00 |
4.25 |
0.0% |
13,383.25 |
High |
13,763.50 |
13,773.00 |
9.50 |
0.1% |
13,763.50 |
Low |
13,662.75 |
13,592.25 |
-70.50 |
-0.5% |
13,356.50 |
Close |
13,686.50 |
13,648.75 |
-37.75 |
-0.3% |
13,686.50 |
Range |
100.75 |
180.75 |
80.00 |
79.4% |
407.00 |
ATR |
228.49 |
225.08 |
-3.41 |
-1.5% |
0.00 |
Volume |
366,218 |
448,000 |
81,782 |
22.3% |
1,902,658 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,213.50 |
14,112.00 |
13,748.25 |
|
R3 |
14,032.75 |
13,931.25 |
13,698.50 |
|
R2 |
13,852.00 |
13,852.00 |
13,682.00 |
|
R1 |
13,750.50 |
13,750.50 |
13,665.25 |
13,711.00 |
PP |
13,671.25 |
13,671.25 |
13,671.25 |
13,651.50 |
S1 |
13,569.75 |
13,569.75 |
13,632.25 |
13,530.00 |
S2 |
13,490.50 |
13,490.50 |
13,615.50 |
|
S3 |
13,309.75 |
13,389.00 |
13,599.00 |
|
S4 |
13,129.00 |
13,208.25 |
13,549.25 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,823.25 |
14,661.75 |
13,910.25 |
|
R3 |
14,416.25 |
14,254.75 |
13,798.50 |
|
R2 |
14,009.25 |
14,009.25 |
13,761.00 |
|
R1 |
13,847.75 |
13,847.75 |
13,723.75 |
13,928.50 |
PP |
13,602.25 |
13,602.25 |
13,602.25 |
13,642.50 |
S1 |
13,440.75 |
13,440.75 |
13,649.25 |
13,521.50 |
S2 |
13,195.25 |
13,195.25 |
13,612.00 |
|
S3 |
12,788.25 |
13,033.75 |
13,574.50 |
|
S4 |
12,381.25 |
12,626.75 |
13,462.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,773.00 |
13,592.25 |
180.75 |
1.3% |
117.25 |
0.9% |
31% |
True |
True |
396,409 |
10 |
13,773.00 |
12,954.25 |
818.75 |
6.0% |
200.50 |
1.5% |
85% |
True |
False |
438,561 |
20 |
13,818.00 |
12,915.00 |
903.00 |
6.6% |
257.50 |
1.9% |
81% |
False |
False |
526,419 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.4% |
221.25 |
1.6% |
64% |
False |
False |
518,130 |
60 |
14,064.00 |
12,273.00 |
1,791.00 |
13.1% |
252.25 |
1.8% |
77% |
False |
False |
492,108 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.7% |
267.25 |
2.0% |
78% |
False |
False |
369,712 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.7% |
269.75 |
2.0% |
78% |
False |
False |
295,923 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.7% |
255.75 |
1.9% |
78% |
False |
False |
246,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,541.25 |
2.618 |
14,246.25 |
1.618 |
14,065.50 |
1.000 |
13,953.75 |
0.618 |
13,884.75 |
HIGH |
13,773.00 |
0.618 |
13,704.00 |
0.500 |
13,682.50 |
0.382 |
13,661.25 |
LOW |
13,592.25 |
0.618 |
13,480.50 |
1.000 |
13,411.50 |
1.618 |
13,299.75 |
2.618 |
13,119.00 |
4.250 |
12,824.00 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,682.50 |
13,682.50 |
PP |
13,671.25 |
13,671.25 |
S1 |
13,660.00 |
13,660.00 |
|