| 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 |
2,279.1 |
2,285.6 |
6.5 |
0.3% |
2,269.3 |
| High |
2,293.5 |
2,320.5 |
27.0 |
1.2% |
2,304.6 |
| Low |
2,266.1 |
2,270.1 |
4.0 |
0.2% |
2,252.7 |
| Close |
2,286.7 |
2,317.4 |
30.7 |
1.3% |
2,286.7 |
| Range |
27.4 |
50.4 |
23.0 |
83.9% |
51.9 |
| ATR |
43.6 |
44.0 |
0.5 |
1.1% |
0.0 |
| Volume |
125,899 |
135,705 |
9,806 |
7.8% |
673,317 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.9 |
2,436.0 |
2,345.1 |
|
| R3 |
2,403.5 |
2,385.6 |
2,331.3 |
|
| R2 |
2,353.1 |
2,353.1 |
2,326.6 |
|
| R1 |
2,335.2 |
2,335.2 |
2,322.0 |
2,344.2 |
| PP |
2,302.7 |
2,302.7 |
2,302.7 |
2,307.1 |
| S1 |
2,284.8 |
2,284.8 |
2,312.8 |
2,293.8 |
| S2 |
2,252.3 |
2,252.3 |
2,308.2 |
|
| S3 |
2,201.9 |
2,234.4 |
2,303.5 |
|
| S4 |
2,151.5 |
2,184.0 |
2,289.7 |
|
|
| 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 |
2,320.5 |
2,252.7 |
67.8 |
2.9% |
38.8 |
1.7% |
95% |
True |
False |
161,804 |
| 10 |
2,320.5 |
2,200.5 |
120.0 |
5.2% |
38.1 |
1.6% |
97% |
True |
False |
151,457 |
| 20 |
2,320.5 |
2,112.6 |
207.9 |
9.0% |
47.7 |
2.1% |
99% |
True |
False |
173,653 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.1% |
44.8 |
1.9% |
97% |
False |
False |
175,107 |
| 60 |
2,366.0 |
2,092.7 |
273.3 |
11.8% |
48.5 |
2.1% |
82% |
False |
False |
184,166 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.3% |
53.8 |
2.3% |
83% |
False |
False |
139,450 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.7% |
52.9 |
2.3% |
86% |
False |
False |
111,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.7 |
|
2.618 |
2,452.4 |
|
1.618 |
2,402.0 |
|
1.000 |
2,370.9 |
|
0.618 |
2,351.6 |
|
HIGH |
2,320.5 |
|
0.618 |
2,301.2 |
|
0.500 |
2,295.3 |
|
0.382 |
2,289.4 |
|
LOW |
2,270.1 |
|
0.618 |
2,239.0 |
|
1.000 |
2,219.7 |
|
1.618 |
2,188.6 |
|
2.618 |
2,138.2 |
|
4.250 |
2,055.9 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,310.0 |
2,307.1 |
| PP |
2,302.7 |
2,296.9 |
| S1 |
2,295.3 |
2,286.6 |
|