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 |
13,523.75 |
13,765.00 |
241.25 |
1.8% |
13,691.75 |
High |
13,771.50 |
13,812.25 |
40.75 |
0.3% |
13,771.50 |
Low |
13,457.50 |
13,680.75 |
223.25 |
1.7% |
13,451.25 |
Close |
13,755.00 |
13,793.25 |
38.25 |
0.3% |
13,755.00 |
Range |
314.00 |
131.50 |
-182.50 |
-58.1% |
320.25 |
ATR |
222.55 |
216.05 |
-6.50 |
-2.9% |
0.00 |
Volume |
2,827 |
3,869 |
1,042 |
36.9% |
7,437 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,156.50 |
14,106.50 |
13,865.50 |
|
R3 |
14,025.00 |
13,975.00 |
13,829.50 |
|
R2 |
13,893.50 |
13,893.50 |
13,817.25 |
|
R1 |
13,843.50 |
13,843.50 |
13,805.25 |
13,868.50 |
PP |
13,762.00 |
13,762.00 |
13,762.00 |
13,774.50 |
S1 |
13,712.00 |
13,712.00 |
13,781.25 |
13,737.00 |
S2 |
13,630.50 |
13,630.50 |
13,769.25 |
|
S3 |
13,499.00 |
13,580.50 |
13,757.00 |
|
S4 |
13,367.50 |
13,449.00 |
13,721.00 |
|
|
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 |
13,812.25 |
13,451.25 |
361.00 |
2.6% |
194.75 |
1.4% |
95% |
True |
False |
2,261 |
10 |
13,812.25 |
13,348.75 |
463.50 |
3.4% |
169.25 |
1.2% |
96% |
True |
False |
1,570 |
20 |
13,812.25 |
12,906.00 |
906.25 |
6.6% |
241.25 |
1.7% |
98% |
True |
False |
1,477 |
40 |
14,050.25 |
12,906.00 |
1,144.25 |
8.3% |
222.00 |
1.6% |
78% |
False |
False |
1,094 |
60 |
14,050.25 |
12,602.00 |
1,448.25 |
10.5% |
232.75 |
1.7% |
82% |
False |
False |
876 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.4% |
259.75 |
1.9% |
86% |
False |
False |
664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,371.00 |
2.618 |
14,156.50 |
1.618 |
14,025.00 |
1.000 |
13,943.75 |
0.618 |
13,893.50 |
HIGH |
13,812.25 |
0.618 |
13,762.00 |
0.500 |
13,746.50 |
0.382 |
13,731.00 |
LOW |
13,680.75 |
0.618 |
13,599.50 |
1.000 |
13,549.25 |
1.618 |
13,468.00 |
2.618 |
13,336.50 |
4.250 |
13,122.00 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,777.75 |
13,739.50 |
PP |
13,762.00 |
13,685.50 |
S1 |
13,746.50 |
13,631.75 |
|