| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
7,039.0 |
7,042.0 |
3.0 |
0.0% |
7,009.5 |
| High |
7,050.0 |
7,112.5 |
62.5 |
0.9% |
7,070.5 |
| Low |
7,004.0 |
6,982.5 |
-21.5 |
-0.3% |
6,990.5 |
| Close |
7,023.5 |
7,078.0 |
54.5 |
0.8% |
7,023.5 |
| Range |
46.0 |
130.0 |
84.0 |
182.6% |
80.0 |
| ATR |
87.5 |
90.5 |
3.0 |
3.5% |
0.0 |
| Volume |
97,215 |
114,480 |
17,265 |
17.8% |
411,929 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,447.5 |
7,393.0 |
7,149.5 |
|
| R3 |
7,317.5 |
7,263.0 |
7,114.0 |
|
| R2 |
7,187.5 |
7,187.5 |
7,102.0 |
|
| R1 |
7,133.0 |
7,133.0 |
7,090.0 |
7,160.0 |
| PP |
7,057.5 |
7,057.5 |
7,057.5 |
7,071.5 |
| S1 |
7,003.0 |
7,003.0 |
7,066.0 |
7,030.0 |
| S2 |
6,927.5 |
6,927.5 |
7,054.0 |
|
| S3 |
6,797.5 |
6,873.0 |
7,042.0 |
|
| S4 |
6,667.5 |
6,743.0 |
7,006.5 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,268.0 |
7,226.0 |
7,067.5 |
|
| R3 |
7,188.0 |
7,146.0 |
7,045.5 |
|
| R2 |
7,108.0 |
7,108.0 |
7,038.0 |
|
| R1 |
7,066.0 |
7,066.0 |
7,031.0 |
7,087.0 |
| PP |
7,028.0 |
7,028.0 |
7,028.0 |
7,039.0 |
| S1 |
6,986.0 |
6,986.0 |
7,016.0 |
7,007.0 |
| S2 |
6,948.0 |
6,948.0 |
7,009.0 |
|
| S3 |
6,868.0 |
6,906.0 |
7,001.5 |
|
| S4 |
6,788.0 |
6,826.0 |
6,979.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,112.5 |
6,982.5 |
130.0 |
1.8% |
71.0 |
1.0% |
73% |
True |
True |
93,917 |
| 10 |
7,112.5 |
6,876.5 |
236.0 |
3.3% |
79.0 |
1.1% |
85% |
True |
False |
90,158 |
| 20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
96.5 |
1.4% |
81% |
False |
False |
93,130 |
| 40 |
7,143.5 |
6,669.5 |
474.0 |
6.7% |
83.0 |
1.2% |
86% |
False |
False |
87,383 |
| 60 |
7,143.5 |
6,491.0 |
652.5 |
9.2% |
83.5 |
1.2% |
90% |
False |
False |
88,877 |
| 80 |
7,143.5 |
6,380.0 |
763.5 |
10.8% |
77.5 |
1.1% |
91% |
False |
False |
66,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,665.0 |
|
2.618 |
7,453.0 |
|
1.618 |
7,323.0 |
|
1.000 |
7,242.5 |
|
0.618 |
7,193.0 |
|
HIGH |
7,112.5 |
|
0.618 |
7,063.0 |
|
0.500 |
7,047.5 |
|
0.382 |
7,032.0 |
|
LOW |
6,982.5 |
|
0.618 |
6,902.0 |
|
1.000 |
6,852.5 |
|
1.618 |
6,772.0 |
|
2.618 |
6,642.0 |
|
4.250 |
6,430.0 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,068.0 |
7,068.0 |
| PP |
7,057.5 |
7,057.5 |
| S1 |
7,047.5 |
7,047.5 |
|