Trading Metrics calculated at close of trading on 03-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,653.25 |
13,679.50 |
26.25 |
0.2% |
13,383.25 |
High |
13,712.75 |
13,707.75 |
-5.00 |
0.0% |
13,763.50 |
Low |
13,603.25 |
13,462.25 |
-141.00 |
-1.0% |
13,356.50 |
Close |
13,673.75 |
13,529.25 |
-144.50 |
-1.1% |
13,686.50 |
Range |
109.50 |
245.50 |
136.00 |
124.2% |
407.00 |
ATR |
216.82 |
218.87 |
2.05 |
0.9% |
0.00 |
Volume |
371,449 |
552,987 |
181,538 |
48.9% |
1,902,658 |
|
Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,303.00 |
14,161.50 |
13,664.25 |
|
R3 |
14,057.50 |
13,916.00 |
13,596.75 |
|
R2 |
13,812.00 |
13,812.00 |
13,574.25 |
|
R1 |
13,670.50 |
13,670.50 |
13,551.75 |
13,618.50 |
PP |
13,566.50 |
13,566.50 |
13,566.50 |
13,540.50 |
S1 |
13,425.00 |
13,425.00 |
13,506.75 |
13,373.00 |
S2 |
13,321.00 |
13,321.00 |
13,484.25 |
|
S3 |
13,075.50 |
13,179.50 |
13,461.75 |
|
S4 |
12,830.00 |
12,934.00 |
13,394.25 |
|
|
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 |
13,462.25 |
310.75 |
2.3% |
147.50 |
1.1% |
22% |
False |
True |
425,451 |
10 |
13,773.00 |
13,150.75 |
622.25 |
4.6% |
181.75 |
1.3% |
61% |
False |
False |
419,861 |
20 |
13,818.00 |
12,915.00 |
903.00 |
6.7% |
244.50 |
1.8% |
68% |
False |
False |
513,240 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.5% |
223.75 |
1.7% |
53% |
False |
False |
518,940 |
60 |
14,064.00 |
12,609.75 |
1,454.25 |
10.7% |
241.25 |
1.8% |
63% |
False |
False |
507,115 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.8% |
269.00 |
2.0% |
71% |
False |
False |
381,248 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.8% |
268.25 |
2.0% |
71% |
False |
False |
305,150 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.8% |
254.50 |
1.9% |
71% |
False |
False |
254,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,751.00 |
2.618 |
14,350.50 |
1.618 |
14,105.00 |
1.000 |
13,953.25 |
0.618 |
13,859.50 |
HIGH |
13,707.75 |
0.618 |
13,614.00 |
0.500 |
13,585.00 |
0.382 |
13,556.00 |
LOW |
13,462.25 |
0.618 |
13,310.50 |
1.000 |
13,216.75 |
1.618 |
13,065.00 |
2.618 |
12,819.50 |
4.250 |
12,419.00 |
|
|
Fisher Pivots for day following 03-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,585.00 |
13,617.50 |
PP |
13,566.50 |
13,588.25 |
S1 |
13,547.75 |
13,558.75 |
|