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 |
4,201.75 |
4,195.75 |
-6.00 |
-0.1% |
4,142.00 |
High |
4,207.50 |
4,220.00 |
12.50 |
0.3% |
4,207.50 |
Low |
4,191.75 |
4,180.75 |
-11.00 |
-0.3% |
4,133.50 |
Close |
4,192.50 |
4,188.50 |
-4.00 |
-0.1% |
4,192.50 |
Range |
15.75 |
39.25 |
23.50 |
149.2% |
74.00 |
ATR |
48.85 |
48.16 |
-0.69 |
-1.4% |
0.00 |
Volume |
3,250 |
14,813 |
11,563 |
355.8% |
24,730 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,314.25 |
4,290.50 |
4,210.00 |
|
R3 |
4,275.00 |
4,251.25 |
4,199.25 |
|
R2 |
4,235.75 |
4,235.75 |
4,195.75 |
|
R1 |
4,212.00 |
4,212.00 |
4,192.00 |
4,204.25 |
PP |
4,196.50 |
4,196.50 |
4,196.50 |
4,192.50 |
S1 |
4,172.75 |
4,172.75 |
4,185.00 |
4,165.00 |
S2 |
4,157.25 |
4,157.25 |
4,181.25 |
|
S3 |
4,118.00 |
4,133.50 |
4,177.75 |
|
S4 |
4,078.75 |
4,094.25 |
4,167.00 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,399.75 |
4,370.25 |
4,233.25 |
|
R3 |
4,325.75 |
4,296.25 |
4,212.75 |
|
R2 |
4,251.75 |
4,251.75 |
4,206.00 |
|
R1 |
4,222.25 |
4,222.25 |
4,199.25 |
4,237.00 |
PP |
4,177.75 |
4,177.75 |
4,177.75 |
4,185.25 |
S1 |
4,148.25 |
4,148.25 |
4,185.75 |
4,163.00 |
S2 |
4,103.75 |
4,103.75 |
4,179.00 |
|
S3 |
4,029.75 |
4,074.25 |
4,172.25 |
|
S4 |
3,955.75 |
4,000.25 |
4,151.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,220.00 |
4,168.00 |
52.00 |
1.2% |
28.75 |
0.7% |
39% |
True |
False |
7,120 |
10 |
4,220.00 |
4,046.00 |
174.00 |
4.2% |
46.00 |
1.1% |
82% |
True |
False |
5,782 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
55.00 |
1.3% |
81% |
False |
False |
5,284 |
40 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
44.75 |
1.1% |
81% |
False |
False |
3,288 |
60 |
4,228.25 |
3,777.25 |
451.00 |
10.8% |
47.50 |
1.1% |
91% |
False |
False |
2,462 |
80 |
4,228.25 |
3,701.50 |
526.75 |
12.6% |
51.00 |
1.2% |
92% |
False |
False |
1,873 |
100 |
4,228.25 |
3,639.25 |
589.00 |
14.1% |
52.25 |
1.2% |
93% |
False |
False |
1,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,386.75 |
2.618 |
4,322.75 |
1.618 |
4,283.50 |
1.000 |
4,259.25 |
0.618 |
4,244.25 |
HIGH |
4,220.00 |
0.618 |
4,205.00 |
0.500 |
4,200.50 |
0.382 |
4,195.75 |
LOW |
4,180.75 |
0.618 |
4,156.50 |
1.000 |
4,141.50 |
1.618 |
4,117.25 |
2.618 |
4,078.00 |
4.250 |
4,014.00 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,200.50 |
4,194.00 |
PP |
4,196.50 |
4,192.25 |
S1 |
4,192.50 |
4,190.25 |
|