| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
13,531.75 |
13,773.25 |
241.50 |
1.8% |
13,699.00 |
| High |
13,783.75 |
13,824.00 |
40.25 |
0.3% |
13,783.75 |
| Low |
13,467.75 |
13,691.50 |
223.75 |
1.7% |
13,462.25 |
| Close |
13,766.75 |
13,804.25 |
37.50 |
0.3% |
13,766.75 |
| Range |
316.00 |
132.50 |
-183.50 |
-58.1% |
321.50 |
| ATR |
225.81 |
219.15 |
-6.67 |
-3.0% |
0.00 |
| Volume |
446,994 |
397,545 |
-49,449 |
-11.1% |
1,819,430 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,170.75 |
14,120.00 |
13,877.00 |
|
| R3 |
14,038.25 |
13,987.50 |
13,840.75 |
|
| R2 |
13,905.75 |
13,905.75 |
13,828.50 |
|
| R1 |
13,855.00 |
13,855.00 |
13,816.50 |
13,880.50 |
| PP |
13,773.25 |
13,773.25 |
13,773.25 |
13,786.00 |
| S1 |
13,722.50 |
13,722.50 |
13,792.00 |
13,748.00 |
| S2 |
13,640.75 |
13,640.75 |
13,780.00 |
|
| S3 |
13,508.25 |
13,590.00 |
13,767.75 |
|
| S4 |
13,375.75 |
13,457.50 |
13,731.50 |
|
|
| 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 |
13,824.00 |
13,462.25 |
361.75 |
2.6% |
196.75 |
1.4% |
95% |
True |
False |
443,395 |
| 10 |
13,824.00 |
13,356.50 |
467.50 |
3.4% |
172.00 |
1.2% |
96% |
True |
False |
411,963 |
| 20 |
13,824.00 |
12,915.00 |
909.00 |
6.6% |
244.25 |
1.8% |
98% |
True |
False |
499,563 |
| 40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.3% |
225.75 |
1.6% |
77% |
False |
False |
516,808 |
| 60 |
14,064.00 |
12,609.75 |
1,454.25 |
10.5% |
237.50 |
1.7% |
82% |
False |
False |
519,700 |
| 80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
270.25 |
2.0% |
86% |
False |
False |
391,786 |
| 100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
268.75 |
1.9% |
86% |
False |
False |
313,583 |
| 120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
255.00 |
1.8% |
86% |
False |
False |
261,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,387.00 |
|
2.618 |
14,171.00 |
|
1.618 |
14,038.50 |
|
1.000 |
13,956.50 |
|
0.618 |
13,906.00 |
|
HIGH |
13,824.00 |
|
0.618 |
13,773.50 |
|
0.500 |
13,757.75 |
|
0.382 |
13,742.00 |
|
LOW |
13,691.50 |
|
0.618 |
13,609.50 |
|
1.000 |
13,559.00 |
|
1.618 |
13,477.00 |
|
2.618 |
13,344.50 |
|
4.250 |
13,128.50 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,788.75 |
13,750.50 |
| PP |
13,773.25 |
13,696.75 |
| S1 |
13,757.75 |
13,643.00 |
|