Trading Metrics calculated at close of trading on 02-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,699.00 |
13,653.25 |
-45.75 |
-0.3% |
13,383.25 |
High |
13,773.00 |
13,712.75 |
-60.25 |
-0.4% |
13,763.50 |
Low |
13,592.25 |
13,603.25 |
11.00 |
0.1% |
13,356.50 |
Close |
13,648.75 |
13,673.75 |
25.00 |
0.2% |
13,686.50 |
Range |
180.75 |
109.50 |
-71.25 |
-39.4% |
407.00 |
ATR |
225.08 |
216.82 |
-8.26 |
-3.7% |
0.00 |
Volume |
448,000 |
371,449 |
-76,551 |
-17.1% |
1,902,658 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,991.75 |
13,942.25 |
13,734.00 |
|
R3 |
13,882.25 |
13,832.75 |
13,703.75 |
|
R2 |
13,772.75 |
13,772.75 |
13,693.75 |
|
R1 |
13,723.25 |
13,723.25 |
13,683.75 |
13,748.00 |
PP |
13,663.25 |
13,663.25 |
13,663.25 |
13,675.50 |
S1 |
13,613.75 |
13,613.75 |
13,663.75 |
13,638.50 |
S2 |
13,553.75 |
13,553.75 |
13,653.75 |
|
S3 |
13,444.25 |
13,504.25 |
13,643.75 |
|
S4 |
13,334.75 |
13,394.75 |
13,613.50 |
|
|
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% |
112.75 |
0.8% |
45% |
False |
False |
383,467 |
10 |
13,773.00 |
12,954.25 |
818.75 |
6.0% |
186.00 |
1.4% |
88% |
False |
False |
431,497 |
20 |
13,818.00 |
12,915.00 |
903.00 |
6.6% |
242.50 |
1.8% |
84% |
False |
False |
511,626 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.4% |
220.75 |
1.6% |
66% |
False |
False |
515,986 |
60 |
14,064.00 |
12,316.50 |
1,747.50 |
12.8% |
246.25 |
1.8% |
78% |
False |
False |
498,088 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
267.00 |
2.0% |
79% |
False |
False |
374,343 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
268.00 |
2.0% |
79% |
False |
False |
299,628 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
255.50 |
1.9% |
79% |
False |
False |
249,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,178.00 |
2.618 |
13,999.50 |
1.618 |
13,890.00 |
1.000 |
13,822.25 |
0.618 |
13,780.50 |
HIGH |
13,712.75 |
0.618 |
13,671.00 |
0.500 |
13,658.00 |
0.382 |
13,645.00 |
LOW |
13,603.25 |
0.618 |
13,535.50 |
1.000 |
13,493.75 |
1.618 |
13,426.00 |
2.618 |
13,316.50 |
4.250 |
13,138.00 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,668.50 |
13,682.50 |
PP |
13,663.25 |
13,679.75 |
S1 |
13,658.00 |
13,676.75 |
|