| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,285.6 |
2,319.0 |
33.4 |
1.5% |
2,269.3 |
| High |
2,320.5 |
2,347.8 |
27.3 |
1.2% |
2,304.6 |
| Low |
2,270.1 |
2,308.7 |
38.6 |
1.7% |
2,252.7 |
| Close |
2,317.4 |
2,341.7 |
24.3 |
1.0% |
2,286.7 |
| Range |
50.4 |
39.1 |
-11.3 |
-22.4% |
51.9 |
| ATR |
44.0 |
43.7 |
-0.4 |
-0.8% |
0.0 |
| Volume |
135,705 |
178,811 |
43,106 |
31.8% |
673,317 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.0 |
2,435.0 |
2,363.2 |
|
| R3 |
2,410.9 |
2,395.9 |
2,352.5 |
|
| R2 |
2,371.8 |
2,371.8 |
2,348.9 |
|
| R1 |
2,356.8 |
2,356.8 |
2,345.3 |
2,364.3 |
| PP |
2,332.7 |
2,332.7 |
2,332.7 |
2,336.5 |
| S1 |
2,317.7 |
2,317.7 |
2,338.1 |
2,325.2 |
| S2 |
2,293.6 |
2,293.6 |
2,334.5 |
|
| S3 |
2,254.5 |
2,278.6 |
2,330.9 |
|
| S4 |
2,215.4 |
2,239.5 |
2,320.2 |
|
|
| 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 |
2,347.8 |
2,252.7 |
95.1 |
4.1% |
38.2 |
1.6% |
94% |
True |
False |
163,537 |
| 10 |
2,347.8 |
2,204.6 |
143.2 |
6.1% |
38.3 |
1.6% |
96% |
True |
False |
157,022 |
| 20 |
2,347.8 |
2,112.6 |
235.2 |
10.0% |
45.8 |
2.0% |
97% |
True |
False |
173,464 |
| 40 |
2,347.8 |
2,112.6 |
235.2 |
10.0% |
45.1 |
1.9% |
97% |
True |
False |
176,369 |
| 60 |
2,366.0 |
2,092.7 |
273.3 |
11.7% |
48.7 |
2.1% |
91% |
False |
False |
183,982 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.2% |
53.6 |
2.3% |
91% |
False |
False |
141,682 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.5% |
53.1 |
2.3% |
93% |
False |
False |
113,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,514.0 |
|
2.618 |
2,450.2 |
|
1.618 |
2,411.1 |
|
1.000 |
2,386.9 |
|
0.618 |
2,372.0 |
|
HIGH |
2,347.8 |
|
0.618 |
2,332.9 |
|
0.500 |
2,328.3 |
|
0.382 |
2,323.6 |
|
LOW |
2,308.7 |
|
0.618 |
2,284.5 |
|
1.000 |
2,269.6 |
|
1.618 |
2,245.4 |
|
2.618 |
2,206.3 |
|
4.250 |
2,142.5 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.2 |
2,330.1 |
| PP |
2,332.7 |
2,318.5 |
| S1 |
2,328.3 |
2,307.0 |
|