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 |
1,872.7 |
1,894.3 |
21.6 |
1.2% |
1,906.8 |
High |
1,899.0 |
1,902.9 |
3.9 |
0.2% |
1,919.2 |
Low |
1,855.6 |
1,883.7 |
28.1 |
1.5% |
1,855.6 |
Close |
1,892.0 |
1,898.8 |
6.8 |
0.4% |
1,892.0 |
Range |
43.4 |
19.2 |
-24.2 |
-55.8% |
63.6 |
ATR |
25.8 |
25.3 |
-0.5 |
-1.8% |
0.0 |
Volume |
228,826 |
146,018 |
-82,808 |
-36.2% |
964,093 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.7 |
1,945.0 |
1,909.4 |
|
R3 |
1,933.5 |
1,925.8 |
1,904.1 |
|
R2 |
1,914.3 |
1,914.3 |
1,902.3 |
|
R1 |
1,906.6 |
1,906.6 |
1,900.6 |
1,910.5 |
PP |
1,895.1 |
1,895.1 |
1,895.1 |
1,897.1 |
S1 |
1,887.4 |
1,887.4 |
1,897.0 |
1,891.3 |
S2 |
1,875.9 |
1,875.9 |
1,895.3 |
|
S3 |
1,856.7 |
1,868.2 |
1,893.5 |
|
S4 |
1,837.5 |
1,849.0 |
1,888.2 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,079.7 |
2,049.5 |
1,927.0 |
|
R3 |
2,016.1 |
1,985.9 |
1,909.5 |
|
R2 |
1,952.5 |
1,952.5 |
1,903.7 |
|
R1 |
1,922.3 |
1,922.3 |
1,897.8 |
1,905.6 |
PP |
1,888.9 |
1,888.9 |
1,888.9 |
1,880.6 |
S1 |
1,858.7 |
1,858.7 |
1,886.2 |
1,842.0 |
S2 |
1,825.3 |
1,825.3 |
1,880.3 |
|
S3 |
1,761.7 |
1,795.1 |
1,874.5 |
|
S4 |
1,698.1 |
1,731.5 |
1,857.0 |
|
|
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 |
1,855.6 |
63.6 |
3.3% |
29.7 |
1.6% |
68% |
False |
False |
222,022 |
10 |
1,919.2 |
1,855.6 |
63.6 |
3.3% |
25.2 |
1.3% |
68% |
False |
False |
193,065 |
20 |
1,919.2 |
1,810.7 |
108.5 |
5.7% |
24.5 |
1.3% |
81% |
False |
False |
121,838 |
40 |
1,919.2 |
1,725.5 |
193.7 |
10.2% |
24.0 |
1.3% |
89% |
False |
False |
64,988 |
60 |
1,919.2 |
1,679.4 |
239.8 |
12.6% |
23.4 |
1.2% |
91% |
False |
False |
44,192 |
80 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
25.0 |
1.3% |
92% |
False |
False |
33,864 |
100 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
25.2 |
1.3% |
92% |
False |
False |
27,416 |
120 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
25.6 |
1.4% |
75% |
False |
False |
23,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,984.5 |
2.618 |
1,953.2 |
1.618 |
1,934.0 |
1.000 |
1,922.1 |
0.618 |
1,914.8 |
HIGH |
1,902.9 |
0.618 |
1,895.6 |
0.500 |
1,893.3 |
0.382 |
1,891.0 |
LOW |
1,883.7 |
0.618 |
1,871.8 |
1.000 |
1,864.5 |
1.618 |
1,852.6 |
2.618 |
1,833.4 |
4.250 |
1,802.1 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,897.0 |
1,893.9 |
PP |
1,895.1 |
1,888.9 |
S1 |
1,893.3 |
1,884.0 |
|