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 |
13,691.75 |
13,632.00 |
-59.75 |
-0.4% |
13,360.50 |
High |
13,761.00 |
13,700.00 |
-61.00 |
-0.4% |
13,752.00 |
Low |
13,582.50 |
13,593.75 |
11.25 |
0.1% |
13,348.75 |
Close |
13,637.75 |
13,663.00 |
25.25 |
0.2% |
13,675.50 |
Range |
178.50 |
106.25 |
-72.25 |
-40.5% |
403.25 |
ATR |
221.59 |
213.35 |
-8.24 |
-3.7% |
0.00 |
Volume |
1,450 |
884 |
-566 |
-39.0% |
4,401 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,971.00 |
13,923.25 |
13,721.50 |
|
R3 |
13,864.75 |
13,817.00 |
13,692.25 |
|
R2 |
13,758.50 |
13,758.50 |
13,682.50 |
|
R1 |
13,710.75 |
13,710.75 |
13,672.75 |
13,734.50 |
PP |
13,652.25 |
13,652.25 |
13,652.25 |
13,664.25 |
S1 |
13,604.50 |
13,604.50 |
13,653.25 |
13,628.50 |
S2 |
13,546.00 |
13,546.00 |
13,643.50 |
|
S3 |
13,439.75 |
13,498.25 |
13,633.75 |
|
S4 |
13,333.50 |
13,392.00 |
13,604.50 |
|
|
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% |
110.00 |
0.8% |
45% |
False |
False |
878 |
10 |
13,761.00 |
12,944.50 |
816.50 |
6.0% |
182.75 |
1.3% |
88% |
False |
False |
1,039 |
20 |
13,804.00 |
12,906.00 |
898.00 |
6.6% |
239.00 |
1.7% |
84% |
False |
False |
1,172 |
40 |
14,050.25 |
12,906.00 |
1,144.25 |
8.4% |
216.50 |
1.6% |
66% |
False |
False |
910 |
60 |
14,050.25 |
12,317.00 |
1,733.25 |
12.7% |
240.75 |
1.8% |
78% |
False |
False |
730 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.6% |
256.00 |
1.9% |
79% |
False |
False |
552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,151.50 |
2.618 |
13,978.25 |
1.618 |
13,872.00 |
1.000 |
13,806.25 |
0.618 |
13,765.75 |
HIGH |
13,700.00 |
0.618 |
13,659.50 |
0.500 |
13,647.00 |
0.382 |
13,634.25 |
LOW |
13,593.75 |
0.618 |
13,528.00 |
1.000 |
13,487.50 |
1.618 |
13,421.75 |
2.618 |
13,315.50 |
4.250 |
13,142.25 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,657.50 |
13,671.75 |
PP |
13,652.25 |
13,668.75 |
S1 |
13,647.00 |
13,666.00 |
|