| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,906.8 |
1,903.0 |
-3.8 |
-0.2% |
1,885.6 |
| High |
1,919.2 |
1,911.8 |
-7.4 |
-0.4% |
1,915.6 |
| Low |
1,894.5 |
1,896.4 |
1.9 |
0.1% |
1,875.4 |
| Close |
1,905.0 |
1,909.9 |
4.9 |
0.3% |
1,905.3 |
| Range |
24.7 |
15.4 |
-9.3 |
-37.7% |
40.2 |
| ATR |
23.3 |
22.8 |
-0.6 |
-2.4% |
0.0 |
| Volume |
290,653 |
166,036 |
-124,617 |
-42.9% |
820,539 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,952.2 |
1,946.5 |
1,918.4 |
|
| R3 |
1,936.8 |
1,931.1 |
1,914.1 |
|
| R2 |
1,921.4 |
1,921.4 |
1,912.7 |
|
| R1 |
1,915.7 |
1,915.7 |
1,911.3 |
1,918.6 |
| PP |
1,906.0 |
1,906.0 |
1,906.0 |
1,907.5 |
| S1 |
1,900.3 |
1,900.3 |
1,908.5 |
1,903.2 |
| S2 |
1,890.6 |
1,890.6 |
1,907.1 |
|
| S3 |
1,875.2 |
1,884.9 |
1,905.7 |
|
| S4 |
1,859.8 |
1,869.5 |
1,901.4 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.4 |
2,002.5 |
1,927.4 |
|
| R3 |
1,979.2 |
1,962.3 |
1,916.4 |
|
| R2 |
1,939.0 |
1,939.0 |
1,912.7 |
|
| R1 |
1,922.1 |
1,922.1 |
1,909.0 |
1,930.6 |
| PP |
1,898.8 |
1,898.8 |
1,898.8 |
1,903.0 |
| S1 |
1,881.9 |
1,881.9 |
1,901.6 |
1,890.4 |
| S2 |
1,858.6 |
1,858.6 |
1,897.9 |
|
| S3 |
1,818.4 |
1,841.7 |
1,894.2 |
|
| S4 |
1,778.2 |
1,801.5 |
1,883.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,919.2 |
1,884.3 |
34.9 |
1.8% |
20.6 |
1.1% |
73% |
False |
False |
208,958 |
| 10 |
1,919.2 |
1,854.4 |
64.8 |
3.4% |
22.3 |
1.2% |
86% |
False |
False |
143,397 |
| 20 |
1,919.2 |
1,771.5 |
147.7 |
7.7% |
23.4 |
1.2% |
94% |
False |
False |
92,666 |
| 40 |
1,919.2 |
1,725.5 |
193.7 |
10.1% |
22.9 |
1.2% |
95% |
False |
False |
48,896 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
12.6% |
22.8 |
1.2% |
96% |
False |
False |
33,569 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
12.6% |
24.5 |
1.3% |
96% |
False |
False |
25,774 |
| 100 |
1,926.6 |
1,678.4 |
248.2 |
13.0% |
25.6 |
1.3% |
93% |
False |
False |
20,944 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.3% |
25.5 |
1.3% |
79% |
False |
False |
17,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,977.3 |
|
2.618 |
1,952.1 |
|
1.618 |
1,936.7 |
|
1.000 |
1,927.2 |
|
0.618 |
1,921.3 |
|
HIGH |
1,911.8 |
|
0.618 |
1,905.9 |
|
0.500 |
1,904.1 |
|
0.382 |
1,902.3 |
|
LOW |
1,896.4 |
|
0.618 |
1,886.9 |
|
1.000 |
1,881.0 |
|
1.618 |
1,871.5 |
|
2.618 |
1,856.1 |
|
4.250 |
1,831.0 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,908.0 |
1,907.2 |
| PP |
1,906.0 |
1,904.5 |
| S1 |
1,904.1 |
1,901.8 |
|