Trading Metrics calculated at close of trading on 04-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,668.00 |
13,523.75 |
-144.25 |
-1.1% |
13,691.75 |
High |
13,695.00 |
13,771.50 |
76.50 |
0.6% |
13,771.50 |
Low |
13,451.25 |
13,457.50 |
6.25 |
0.0% |
13,451.25 |
Close |
13,518.00 |
13,755.00 |
237.00 |
1.8% |
13,755.00 |
Range |
243.75 |
314.00 |
70.25 |
28.8% |
320.25 |
ATR |
215.52 |
222.55 |
7.03 |
3.3% |
0.00 |
Volume |
2,276 |
2,827 |
551 |
24.2% |
7,437 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,603.25 |
14,493.25 |
13,927.75 |
|
R3 |
14,289.25 |
14,179.25 |
13,841.25 |
|
R2 |
13,975.25 |
13,975.25 |
13,812.50 |
|
R1 |
13,865.25 |
13,865.25 |
13,783.75 |
13,920.25 |
PP |
13,661.25 |
13,661.25 |
13,661.25 |
13,689.00 |
S1 |
13,551.25 |
13,551.25 |
13,726.25 |
13,606.25 |
S2 |
13,347.25 |
13,347.25 |
13,697.50 |
|
S3 |
13,033.25 |
13,237.25 |
13,668.75 |
|
S4 |
12,719.25 |
12,923.25 |
13,582.25 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,620.00 |
14,507.75 |
13,931.25 |
|
R3 |
14,299.75 |
14,187.50 |
13,843.00 |
|
R2 |
13,979.50 |
13,979.50 |
13,813.75 |
|
R1 |
13,867.25 |
13,867.25 |
13,784.25 |
13,923.50 |
PP |
13,659.25 |
13,659.25 |
13,659.25 |
13,687.25 |
S1 |
13,547.00 |
13,547.00 |
13,725.75 |
13,603.00 |
S2 |
13,339.00 |
13,339.00 |
13,696.25 |
|
S3 |
13,018.75 |
13,226.75 |
13,667.00 |
|
S4 |
12,698.50 |
12,906.50 |
13,578.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,771.50 |
13,451.25 |
320.25 |
2.3% |
188.25 |
1.4% |
95% |
True |
False |
1,597 |
10 |
13,771.50 |
13,348.75 |
422.75 |
3.1% |
173.00 |
1.3% |
96% |
True |
False |
1,263 |
20 |
13,804.00 |
12,906.00 |
898.00 |
6.5% |
246.00 |
1.8% |
95% |
False |
False |
1,340 |
40 |
14,050.25 |
12,906.00 |
1,144.25 |
8.3% |
223.50 |
1.6% |
74% |
False |
False |
1,008 |
60 |
14,050.25 |
12,602.00 |
1,448.25 |
10.5% |
236.75 |
1.7% |
80% |
False |
False |
813 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.5% |
261.00 |
1.9% |
84% |
False |
False |
616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,106.00 |
2.618 |
14,593.50 |
1.618 |
14,279.50 |
1.000 |
14,085.50 |
0.618 |
13,965.50 |
HIGH |
13,771.50 |
0.618 |
13,651.50 |
0.500 |
13,614.50 |
0.382 |
13,577.50 |
LOW |
13,457.50 |
0.618 |
13,263.50 |
1.000 |
13,143.50 |
1.618 |
12,949.50 |
2.618 |
12,635.50 |
4.250 |
12,123.00 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,708.25 |
13,707.00 |
PP |
13,661.25 |
13,659.25 |
S1 |
13,614.50 |
13,611.50 |
|