Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,684.50 |
13,691.75 |
7.25 |
0.1% |
13,360.50 |
High |
13,752.00 |
13,761.00 |
9.00 |
0.1% |
13,752.00 |
Low |
13,653.50 |
13,582.50 |
-71.00 |
-0.5% |
13,348.75 |
Close |
13,675.50 |
13,637.75 |
-37.75 |
-0.3% |
13,675.50 |
Range |
98.50 |
178.50 |
80.00 |
81.2% |
403.25 |
ATR |
224.90 |
221.59 |
-3.31 |
-1.5% |
0.00 |
Volume |
548 |
1,450 |
902 |
164.6% |
4,401 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,196.00 |
14,095.25 |
13,736.00 |
|
R3 |
14,017.50 |
13,916.75 |
13,686.75 |
|
R2 |
13,839.00 |
13,839.00 |
13,670.50 |
|
R1 |
13,738.25 |
13,738.25 |
13,654.00 |
13,699.50 |
PP |
13,660.50 |
13,660.50 |
13,660.50 |
13,641.00 |
S1 |
13,559.75 |
13,559.75 |
13,621.50 |
13,521.00 |
S2 |
13,482.00 |
13,482.00 |
13,605.00 |
|
S3 |
13,303.50 |
13,381.25 |
13,588.75 |
|
S4 |
13,125.00 |
13,202.75 |
13,539.50 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,801.75 |
14,642.00 |
13,897.25 |
|
R3 |
14,398.50 |
14,238.75 |
13,786.50 |
|
R2 |
13,995.25 |
13,995.25 |
13,749.50 |
|
R1 |
13,835.50 |
13,835.50 |
13,712.50 |
13,915.50 |
PP |
13,592.00 |
13,592.00 |
13,592.00 |
13,632.00 |
S1 |
13,432.25 |
13,432.25 |
13,638.50 |
13,512.00 |
S2 |
13,188.75 |
13,188.75 |
13,601.50 |
|
S3 |
12,785.50 |
13,029.00 |
13,564.50 |
|
S4 |
12,382.25 |
12,625.75 |
13,453.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,761.00 |
13,582.50 |
178.50 |
1.3% |
114.50 |
0.8% |
31% |
True |
True |
965 |
10 |
13,761.00 |
12,944.50 |
816.50 |
6.0% |
197.25 |
1.4% |
85% |
True |
False |
1,038 |
20 |
13,804.00 |
12,906.00 |
898.00 |
6.6% |
253.75 |
1.9% |
81% |
False |
False |
1,202 |
40 |
14,050.25 |
12,906.00 |
1,144.25 |
8.4% |
217.00 |
1.6% |
64% |
False |
False |
896 |
60 |
14,050.25 |
12,272.50 |
1,777.75 |
13.0% |
246.00 |
1.8% |
77% |
False |
False |
716 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.6% |
256.00 |
1.9% |
78% |
False |
False |
541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,519.50 |
2.618 |
14,228.25 |
1.618 |
14,049.75 |
1.000 |
13,939.50 |
0.618 |
13,871.25 |
HIGH |
13,761.00 |
0.618 |
13,692.75 |
0.500 |
13,671.75 |
0.382 |
13,650.75 |
LOW |
13,582.50 |
0.618 |
13,472.25 |
1.000 |
13,404.00 |
1.618 |
13,293.75 |
2.618 |
13,115.25 |
4.250 |
12,824.00 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,671.75 |
13,671.75 |
PP |
13,660.50 |
13,660.50 |
S1 |
13,649.00 |
13,649.00 |
|