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 |
7,106.5 |
7,058.0 |
-48.5 |
-0.7% |
7,042.0 |
High |
7,120.0 |
7,083.0 |
-37.0 |
-0.5% |
7,120.0 |
Low |
7,009.5 |
7,036.0 |
26.5 |
0.4% |
6,982.5 |
Close |
7,068.5 |
7,066.0 |
-2.5 |
0.0% |
7,066.0 |
Range |
110.5 |
47.0 |
-63.5 |
-57.5% |
137.5 |
ATR |
89.7 |
86.6 |
-3.0 |
-3.4% |
0.0 |
Volume |
80,009 |
54,991 |
-25,018 |
-31.3% |
342,887 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,202.5 |
7,181.5 |
7,092.0 |
|
R3 |
7,155.5 |
7,134.5 |
7,079.0 |
|
R2 |
7,108.5 |
7,108.5 |
7,074.5 |
|
R1 |
7,087.5 |
7,087.5 |
7,070.5 |
7,098.0 |
PP |
7,061.5 |
7,061.5 |
7,061.5 |
7,067.0 |
S1 |
7,040.5 |
7,040.5 |
7,061.5 |
7,051.0 |
S2 |
7,014.5 |
7,014.5 |
7,057.5 |
|
S3 |
6,967.5 |
6,993.5 |
7,053.0 |
|
S4 |
6,920.5 |
6,946.5 |
7,040.0 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,468.5 |
7,405.0 |
7,141.5 |
|
R3 |
7,331.0 |
7,267.5 |
7,104.0 |
|
R2 |
7,193.5 |
7,193.5 |
7,091.0 |
|
R1 |
7,130.0 |
7,130.0 |
7,078.5 |
7,162.0 |
PP |
7,056.0 |
7,056.0 |
7,056.0 |
7,072.0 |
S1 |
6,992.5 |
6,992.5 |
7,053.5 |
7,024.0 |
S2 |
6,918.5 |
6,918.5 |
7,041.0 |
|
S3 |
6,781.0 |
6,855.0 |
7,028.0 |
|
S4 |
6,643.5 |
6,717.5 |
6,990.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,120.0 |
6,982.5 |
137.5 |
1.9% |
78.0 |
1.1% |
61% |
False |
False |
88,020 |
10 |
7,120.0 |
6,962.5 |
157.5 |
2.2% |
68.5 |
1.0% |
66% |
False |
False |
83,763 |
20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
91.5 |
1.3% |
78% |
False |
False |
90,584 |
40 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
82.5 |
1.2% |
78% |
False |
False |
86,678 |
60 |
7,143.5 |
6,567.5 |
576.0 |
8.2% |
81.0 |
1.1% |
87% |
False |
False |
92,634 |
80 |
7,143.5 |
6,380.0 |
763.5 |
10.8% |
80.0 |
1.1% |
90% |
False |
False |
69,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,283.0 |
2.618 |
7,206.0 |
1.618 |
7,159.0 |
1.000 |
7,130.0 |
0.618 |
7,112.0 |
HIGH |
7,083.0 |
0.618 |
7,065.0 |
0.500 |
7,059.5 |
0.382 |
7,054.0 |
LOW |
7,036.0 |
0.618 |
7,007.0 |
1.000 |
6,989.0 |
1.618 |
6,960.0 |
2.618 |
6,913.0 |
4.250 |
6,836.0 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
7,064.0 |
7,065.5 |
PP |
7,061.5 |
7,065.0 |
S1 |
7,059.5 |
7,065.0 |
|