| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,903.0 |
1,910.5 |
7.5 |
0.4% |
1,885.6 |
| High |
1,911.8 |
1,912.3 |
0.5 |
0.0% |
1,915.6 |
| Low |
1,896.4 |
1,866.7 |
-29.7 |
-1.6% |
1,875.4 |
| Close |
1,909.9 |
1,873.3 |
-36.6 |
-1.9% |
1,905.3 |
| Range |
15.4 |
45.6 |
30.2 |
196.1% |
40.2 |
| ATR |
22.8 |
24.4 |
1.6 |
7.2% |
0.0 |
| Volume |
166,036 |
278,578 |
112,542 |
67.8% |
820,539 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.9 |
1,992.7 |
1,898.4 |
|
| R3 |
1,975.3 |
1,947.1 |
1,885.8 |
|
| R2 |
1,929.7 |
1,929.7 |
1,881.7 |
|
| R1 |
1,901.5 |
1,901.5 |
1,877.5 |
1,892.8 |
| PP |
1,884.1 |
1,884.1 |
1,884.1 |
1,879.8 |
| S1 |
1,855.9 |
1,855.9 |
1,869.1 |
1,847.2 |
| S2 |
1,838.5 |
1,838.5 |
1,864.9 |
|
| S3 |
1,792.9 |
1,810.3 |
1,860.8 |
|
| S4 |
1,747.3 |
1,764.7 |
1,848.2 |
|
|
| 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 |
1,866.7 |
52.5 |
2.8% |
25.2 |
1.3% |
13% |
False |
True |
229,038 |
| 10 |
1,919.2 |
1,866.1 |
53.1 |
2.8% |
23.0 |
1.2% |
14% |
False |
False |
165,374 |
| 20 |
1,919.2 |
1,784.1 |
135.1 |
7.2% |
24.8 |
1.3% |
66% |
False |
False |
105,572 |
| 40 |
1,919.2 |
1,725.5 |
193.7 |
10.3% |
23.7 |
1.3% |
76% |
False |
False |
55,818 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
12.8% |
23.0 |
1.2% |
81% |
False |
False |
38,135 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
12.9% |
24.7 |
1.3% |
81% |
False |
False |
29,221 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
12.9% |
25.2 |
1.3% |
81% |
False |
False |
23,695 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.6% |
25.5 |
1.4% |
66% |
False |
False |
19,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.1 |
|
2.618 |
2,031.7 |
|
1.618 |
1,986.1 |
|
1.000 |
1,957.9 |
|
0.618 |
1,940.5 |
|
HIGH |
1,912.3 |
|
0.618 |
1,894.9 |
|
0.500 |
1,889.5 |
|
0.382 |
1,884.1 |
|
LOW |
1,866.7 |
|
0.618 |
1,838.5 |
|
1.000 |
1,821.1 |
|
1.618 |
1,792.9 |
|
2.618 |
1,747.3 |
|
4.250 |
1,672.9 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,889.5 |
1,893.0 |
| PP |
1,884.1 |
1,886.4 |
| S1 |
1,878.7 |
1,879.9 |
|