| 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 |
2,298.0 |
2,279.1 |
-18.9 |
-0.8% |
2,269.3 |
| High |
2,303.3 |
2,293.5 |
-9.8 |
-0.4% |
2,304.6 |
| Low |
2,252.7 |
2,266.1 |
13.4 |
0.6% |
2,252.7 |
| Close |
2,277.2 |
2,286.7 |
9.5 |
0.4% |
2,286.7 |
| Range |
50.6 |
27.4 |
-23.2 |
-45.8% |
51.9 |
| ATR |
44.8 |
43.6 |
-1.2 |
-2.8% |
0.0 |
| Volume |
200,157 |
125,899 |
-74,258 |
-37.1% |
673,317 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.3 |
2,352.9 |
2,301.8 |
|
| R3 |
2,336.9 |
2,325.5 |
2,294.2 |
|
| R2 |
2,309.5 |
2,309.5 |
2,291.7 |
|
| R1 |
2,298.1 |
2,298.1 |
2,289.2 |
2,303.8 |
| PP |
2,282.1 |
2,282.1 |
2,282.1 |
2,285.0 |
| S1 |
2,270.7 |
2,270.7 |
2,284.2 |
2,276.4 |
| S2 |
2,254.7 |
2,254.7 |
2,281.7 |
|
| S3 |
2,227.3 |
2,243.3 |
2,279.2 |
|
| S4 |
2,199.9 |
2,215.9 |
2,271.6 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.0 |
2,413.8 |
2,315.2 |
|
| R3 |
2,385.1 |
2,361.9 |
2,301.0 |
|
| R2 |
2,333.2 |
2,333.2 |
2,296.2 |
|
| R1 |
2,310.0 |
2,310.0 |
2,291.5 |
2,321.6 |
| PP |
2,281.3 |
2,281.3 |
2,281.3 |
2,287.2 |
| S1 |
2,258.1 |
2,258.1 |
2,281.9 |
2,269.7 |
| S2 |
2,229.4 |
2,229.4 |
2,277.2 |
|
| S3 |
2,177.5 |
2,206.2 |
2,272.4 |
|
| S4 |
2,125.6 |
2,154.3 |
2,258.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,304.6 |
2,252.7 |
51.9 |
2.3% |
33.4 |
1.5% |
66% |
False |
False |
163,026 |
| 10 |
2,304.6 |
2,200.5 |
104.1 |
4.6% |
36.4 |
1.6% |
83% |
False |
False |
151,093 |
| 20 |
2,304.6 |
2,112.6 |
192.0 |
8.4% |
47.4 |
2.1% |
91% |
False |
False |
175,209 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.2% |
44.2 |
1.9% |
83% |
False |
False |
175,398 |
| 60 |
2,366.0 |
2,092.7 |
273.3 |
12.0% |
48.6 |
2.1% |
71% |
False |
False |
183,042 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.5% |
53.8 |
2.4% |
72% |
False |
False |
137,757 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.9% |
52.8 |
2.3% |
77% |
False |
False |
110,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,410.0 |
|
2.618 |
2,365.2 |
|
1.618 |
2,337.8 |
|
1.000 |
2,320.9 |
|
0.618 |
2,310.4 |
|
HIGH |
2,293.5 |
|
0.618 |
2,283.0 |
|
0.500 |
2,279.8 |
|
0.382 |
2,276.6 |
|
LOW |
2,266.1 |
|
0.618 |
2,249.2 |
|
1.000 |
2,238.7 |
|
1.618 |
2,221.8 |
|
2.618 |
2,194.4 |
|
4.250 |
2,149.7 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.4 |
2,284.0 |
| PP |
2,282.1 |
2,281.3 |
| S1 |
2,279.8 |
2,278.7 |
|