Trading Metrics calculated at close of trading on 04-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,679.50 |
13,531.75 |
-147.75 |
-1.1% |
13,699.00 |
High |
13,707.75 |
13,783.75 |
76.00 |
0.6% |
13,783.75 |
Low |
13,462.25 |
13,467.75 |
5.50 |
0.0% |
13,462.25 |
Close |
13,529.25 |
13,766.75 |
237.50 |
1.8% |
13,766.75 |
Range |
245.50 |
316.00 |
70.50 |
28.7% |
321.50 |
ATR |
218.87 |
225.81 |
6.94 |
3.2% |
0.00 |
Volume |
552,987 |
446,994 |
-105,993 |
-19.2% |
1,819,430 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,620.75 |
14,509.75 |
13,940.50 |
|
R3 |
14,304.75 |
14,193.75 |
13,853.75 |
|
R2 |
13,988.75 |
13,988.75 |
13,824.75 |
|
R1 |
13,877.75 |
13,877.75 |
13,795.75 |
13,933.25 |
PP |
13,672.75 |
13,672.75 |
13,672.75 |
13,700.50 |
S1 |
13,561.75 |
13,561.75 |
13,737.75 |
13,617.25 |
S2 |
13,356.75 |
13,356.75 |
13,708.75 |
|
S3 |
13,040.75 |
13,245.75 |
13,679.75 |
|
S4 |
12,724.75 |
12,929.75 |
13,593.00 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,635.50 |
14,522.50 |
13,943.50 |
|
R3 |
14,314.00 |
14,201.00 |
13,855.25 |
|
R2 |
13,992.50 |
13,992.50 |
13,825.75 |
|
R1 |
13,879.50 |
13,879.50 |
13,796.25 |
13,936.00 |
PP |
13,671.00 |
13,671.00 |
13,671.00 |
13,699.00 |
S1 |
13,558.00 |
13,558.00 |
13,737.25 |
13,614.50 |
S2 |
13,349.50 |
13,349.50 |
13,707.75 |
|
S3 |
13,028.00 |
13,236.50 |
13,678.25 |
|
S4 |
12,706.50 |
12,915.00 |
13,590.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,783.75 |
13,462.25 |
321.50 |
2.3% |
190.50 |
1.4% |
95% |
True |
False |
437,129 |
10 |
13,783.75 |
13,356.50 |
427.25 |
3.1% |
176.00 |
1.3% |
96% |
True |
False |
417,982 |
20 |
13,818.00 |
12,915.00 |
903.00 |
6.6% |
249.25 |
1.8% |
94% |
False |
False |
507,218 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.3% |
227.25 |
1.7% |
74% |
False |
False |
519,238 |
60 |
14,064.00 |
12,609.75 |
1,454.25 |
10.6% |
241.75 |
1.8% |
80% |
False |
False |
514,323 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
271.75 |
2.0% |
84% |
False |
False |
386,827 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
269.25 |
2.0% |
84% |
False |
False |
309,614 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
255.25 |
1.9% |
84% |
False |
False |
258,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,126.75 |
2.618 |
14,611.00 |
1.618 |
14,295.00 |
1.000 |
14,099.75 |
0.618 |
13,979.00 |
HIGH |
13,783.75 |
0.618 |
13,663.00 |
0.500 |
13,625.75 |
0.382 |
13,588.50 |
LOW |
13,467.75 |
0.618 |
13,272.50 |
1.000 |
13,151.75 |
1.618 |
12,956.50 |
2.618 |
12,640.50 |
4.250 |
12,124.75 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,719.75 |
13,718.75 |
PP |
13,672.75 |
13,671.00 |
S1 |
13,625.75 |
13,623.00 |
|