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 |
34,575 |
34,760 |
185 |
0.5% |
34,570 |
High |
34,755 |
34,825 |
70 |
0.2% |
34,827 |
Low |
34,472 |
34,558 |
86 |
0.2% |
34,310 |
Close |
34,742 |
34,616 |
-126 |
-0.4% |
34,742 |
Range |
283 |
267 |
-16 |
-5.7% |
517 |
ATR |
372 |
365 |
-8 |
-2.0% |
0 |
Volume |
116,011 |
117,598 |
1,587 |
1.4% |
533,387 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,467 |
35,309 |
34,763 |
|
R3 |
35,200 |
35,042 |
34,690 |
|
R2 |
34,933 |
34,933 |
34,665 |
|
R1 |
34,775 |
34,775 |
34,641 |
34,721 |
PP |
34,666 |
34,666 |
34,666 |
34,639 |
S1 |
34,508 |
34,508 |
34,592 |
34,454 |
S2 |
34,399 |
34,399 |
34,567 |
|
S3 |
34,132 |
34,241 |
34,543 |
|
S4 |
33,865 |
33,974 |
34,469 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,177 |
35,977 |
35,026 |
|
R3 |
35,660 |
35,460 |
34,884 |
|
R2 |
35,143 |
35,143 |
34,837 |
|
R1 |
34,943 |
34,943 |
34,790 |
35,043 |
PP |
34,626 |
34,626 |
34,626 |
34,677 |
S1 |
34,426 |
34,426 |
34,695 |
34,526 |
S2 |
34,109 |
34,109 |
34,647 |
|
S3 |
33,592 |
33,909 |
34,600 |
|
S4 |
33,075 |
33,392 |
34,458 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,827 |
34,310 |
517 |
1.5% |
305 |
0.9% |
59% |
False |
False |
130,197 |
10 |
34,827 |
34,101 |
726 |
2.1% |
285 |
0.8% |
71% |
False |
False |
122,752 |
20 |
35,000 |
33,200 |
1,800 |
5.2% |
423 |
1.2% |
79% |
False |
False |
162,605 |
40 |
35,000 |
33,200 |
1,800 |
5.2% |
366 |
1.1% |
79% |
False |
False |
155,304 |
60 |
35,000 |
31,951 |
3,049 |
8.8% |
358 |
1.0% |
87% |
False |
False |
159,185 |
80 |
35,000 |
30,409 |
4,591 |
13.3% |
393 |
1.1% |
92% |
False |
False |
119,890 |
100 |
35,000 |
29,447 |
5,553 |
16.0% |
397 |
1.1% |
93% |
False |
False |
95,942 |
120 |
35,000 |
29,198 |
5,802 |
16.8% |
395 |
1.1% |
93% |
False |
False |
79,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,960 |
2.618 |
35,524 |
1.618 |
35,257 |
1.000 |
35,092 |
0.618 |
34,990 |
HIGH |
34,825 |
0.618 |
34,723 |
0.500 |
34,692 |
0.382 |
34,660 |
LOW |
34,558 |
0.618 |
34,393 |
1.000 |
34,291 |
1.618 |
34,126 |
2.618 |
33,859 |
4.250 |
33,423 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,692 |
34,600 |
PP |
34,666 |
34,584 |
S1 |
34,641 |
34,568 |
|