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 |
13,632.00 |
13,668.00 |
36.00 |
0.3% |
13,360.50 |
High |
13,700.00 |
13,695.00 |
-5.00 |
0.0% |
13,752.00 |
Low |
13,593.75 |
13,451.25 |
-142.50 |
-1.0% |
13,348.75 |
Close |
13,663.00 |
13,518.00 |
-145.00 |
-1.1% |
13,675.50 |
Range |
106.25 |
243.75 |
137.50 |
129.4% |
403.25 |
ATR |
213.35 |
215.52 |
2.17 |
1.0% |
0.00 |
Volume |
884 |
2,276 |
1,392 |
157.5% |
4,401 |
|
Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,286.00 |
14,145.75 |
13,652.00 |
|
R3 |
14,042.25 |
13,902.00 |
13,585.00 |
|
R2 |
13,798.50 |
13,798.50 |
13,562.75 |
|
R1 |
13,658.25 |
13,658.25 |
13,540.25 |
13,606.50 |
PP |
13,554.75 |
13,554.75 |
13,554.75 |
13,529.00 |
S1 |
13,414.50 |
13,414.50 |
13,495.75 |
13,362.75 |
S2 |
13,311.00 |
13,311.00 |
13,473.25 |
|
S3 |
13,067.25 |
13,170.75 |
13,451.00 |
|
S4 |
12,823.50 |
12,927.00 |
13,384.00 |
|
|
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 |
13,451.25 |
309.75 |
2.3% |
145.00 |
1.1% |
22% |
False |
True |
1,182 |
10 |
13,761.00 |
13,140.00 |
621.00 |
4.6% |
178.75 |
1.3% |
61% |
False |
False |
1,088 |
20 |
13,804.00 |
12,906.00 |
898.00 |
6.6% |
241.25 |
1.8% |
68% |
False |
False |
1,252 |
40 |
14,050.25 |
12,906.00 |
1,144.25 |
8.5% |
219.50 |
1.6% |
53% |
False |
False |
949 |
60 |
14,050.25 |
12,602.00 |
1,448.25 |
10.7% |
236.25 |
1.7% |
63% |
False |
False |
766 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.7% |
258.00 |
1.9% |
71% |
False |
False |
581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,731.00 |
2.618 |
14,333.25 |
1.618 |
14,089.50 |
1.000 |
13,938.75 |
0.618 |
13,845.75 |
HIGH |
13,695.00 |
0.618 |
13,602.00 |
0.500 |
13,573.00 |
0.382 |
13,544.25 |
LOW |
13,451.25 |
0.618 |
13,300.50 |
1.000 |
13,207.50 |
1.618 |
13,056.75 |
2.618 |
12,813.00 |
4.250 |
12,415.25 |
|
|
Fisher Pivots for day following 03-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,573.00 |
13,606.00 |
PP |
13,554.75 |
13,576.75 |
S1 |
13,536.50 |
13,547.50 |
|