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 |
4,185.25 |
4,196.50 |
11.25 |
0.3% |
4,142.00 |
High |
4,204.75 |
4,203.00 |
-1.75 |
0.0% |
4,207.50 |
Low |
4,181.00 |
4,155.25 |
-25.75 |
-0.6% |
4,133.50 |
Close |
4,196.25 |
4,181.25 |
-15.00 |
-0.4% |
4,192.50 |
Range |
23.75 |
47.75 |
24.00 |
101.1% |
74.00 |
ATR |
46.42 |
46.52 |
0.09 |
0.2% |
0.00 |
Volume |
15,353 |
13,174 |
-2,179 |
-14.2% |
24,730 |
|
Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,323.00 |
4,300.00 |
4,207.50 |
|
R3 |
4,275.25 |
4,252.25 |
4,194.50 |
|
R2 |
4,227.50 |
4,227.50 |
4,190.00 |
|
R1 |
4,204.50 |
4,204.50 |
4,185.75 |
4,192.00 |
PP |
4,179.75 |
4,179.75 |
4,179.75 |
4,173.75 |
S1 |
4,156.75 |
4,156.75 |
4,176.75 |
4,144.50 |
S2 |
4,132.00 |
4,132.00 |
4,172.50 |
|
S3 |
4,084.25 |
4,109.00 |
4,168.00 |
|
S4 |
4,036.50 |
4,061.25 |
4,155.00 |
|
|
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 |
4,155.25 |
64.75 |
1.5% |
31.75 |
0.8% |
40% |
False |
True |
10,753 |
10 |
4,220.00 |
4,075.00 |
145.00 |
3.5% |
39.75 |
1.0% |
73% |
False |
False |
7,802 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
54.25 |
1.3% |
77% |
False |
False |
6,214 |
40 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
45.50 |
1.1% |
77% |
False |
False |
3,960 |
60 |
4,228.25 |
3,833.75 |
394.50 |
9.4% |
46.25 |
1.1% |
88% |
False |
False |
2,934 |
80 |
4,228.25 |
3,701.50 |
526.75 |
12.6% |
51.50 |
1.2% |
91% |
False |
False |
2,228 |
100 |
4,228.25 |
3,639.25 |
589.00 |
14.1% |
52.25 |
1.3% |
92% |
False |
False |
1,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,406.00 |
2.618 |
4,328.00 |
1.618 |
4,280.25 |
1.000 |
4,250.75 |
0.618 |
4,232.50 |
HIGH |
4,203.00 |
0.618 |
4,184.75 |
0.500 |
4,179.00 |
0.382 |
4,173.50 |
LOW |
4,155.25 |
0.618 |
4,125.75 |
1.000 |
4,107.50 |
1.618 |
4,078.00 |
2.618 |
4,030.25 |
4.250 |
3,952.25 |
|
|
Fisher Pivots for day following 03-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,180.50 |
4,187.50 |
PP |
4,179.75 |
4,185.50 |
S1 |
4,179.00 |
4,183.50 |
|