| 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 |
7,058.0 |
7,076.5 |
18.5 |
0.3% |
7,042.0 |
| High |
7,083.0 |
7,097.0 |
14.0 |
0.2% |
7,120.0 |
| Low |
7,036.0 |
7,037.0 |
1.0 |
0.0% |
6,982.5 |
| Close |
7,066.0 |
7,081.5 |
15.5 |
0.2% |
7,066.0 |
| Range |
47.0 |
60.0 |
13.0 |
27.7% |
137.5 |
| ATR |
86.6 |
84.7 |
-1.9 |
-2.2% |
0.0 |
| Volume |
54,991 |
53,610 |
-1,381 |
-2.5% |
342,887 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,252.0 |
7,226.5 |
7,114.5 |
|
| R3 |
7,192.0 |
7,166.5 |
7,098.0 |
|
| R2 |
7,132.0 |
7,132.0 |
7,092.5 |
|
| R1 |
7,106.5 |
7,106.5 |
7,087.0 |
7,119.0 |
| PP |
7,072.0 |
7,072.0 |
7,072.0 |
7,078.0 |
| S1 |
7,046.5 |
7,046.5 |
7,076.0 |
7,059.0 |
| S2 |
7,012.0 |
7,012.0 |
7,070.5 |
|
| S3 |
6,952.0 |
6,986.5 |
7,065.0 |
|
| S4 |
6,892.0 |
6,926.5 |
7,048.5 |
|
|
| 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% |
81.0 |
1.1% |
72% |
False |
False |
79,299 |
| 10 |
7,120.0 |
6,982.5 |
137.5 |
1.9% |
68.0 |
1.0% |
72% |
False |
False |
80,842 |
| 20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
91.0 |
1.3% |
82% |
False |
False |
89,296 |
| 40 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
82.5 |
1.2% |
82% |
False |
False |
85,861 |
| 60 |
7,143.5 |
6,567.5 |
576.0 |
8.1% |
80.5 |
1.1% |
89% |
False |
False |
93,456 |
| 80 |
7,143.5 |
6,380.0 |
763.5 |
10.8% |
80.5 |
1.1% |
92% |
False |
False |
70,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,352.0 |
|
2.618 |
7,254.0 |
|
1.618 |
7,194.0 |
|
1.000 |
7,157.0 |
|
0.618 |
7,134.0 |
|
HIGH |
7,097.0 |
|
0.618 |
7,074.0 |
|
0.500 |
7,067.0 |
|
0.382 |
7,060.0 |
|
LOW |
7,037.0 |
|
0.618 |
7,000.0 |
|
1.000 |
6,977.0 |
|
1.618 |
6,940.0 |
|
2.618 |
6,880.0 |
|
4.250 |
6,782.0 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,076.5 |
7,076.0 |
| PP |
7,072.0 |
7,070.5 |
| S1 |
7,067.0 |
7,065.0 |
|