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 |
4,196.50 |
4,184.00 |
-12.50 |
-0.3% |
4,195.75 |
High |
4,203.00 |
4,221.75 |
18.75 |
0.4% |
4,221.75 |
Low |
4,155.25 |
4,167.25 |
12.00 |
0.3% |
4,155.25 |
Close |
4,181.25 |
4,218.25 |
37.00 |
0.9% |
4,218.25 |
Range |
47.75 |
54.50 |
6.75 |
14.1% |
66.50 |
ATR |
46.52 |
47.09 |
0.57 |
1.2% |
0.00 |
Volume |
13,174 |
21,270 |
8,096 |
61.5% |
64,610 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,366.00 |
4,346.50 |
4,248.25 |
|
R3 |
4,311.50 |
4,292.00 |
4,233.25 |
|
R2 |
4,257.00 |
4,257.00 |
4,228.25 |
|
R1 |
4,237.50 |
4,237.50 |
4,223.25 |
4,247.25 |
PP |
4,202.50 |
4,202.50 |
4,202.50 |
4,207.25 |
S1 |
4,183.00 |
4,183.00 |
4,213.25 |
4,192.75 |
S2 |
4,148.00 |
4,148.00 |
4,208.25 |
|
S3 |
4,093.50 |
4,128.50 |
4,203.25 |
|
S4 |
4,039.00 |
4,074.00 |
4,188.25 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,398.00 |
4,374.50 |
4,254.75 |
|
R3 |
4,331.50 |
4,308.00 |
4,236.50 |
|
R2 |
4,265.00 |
4,265.00 |
4,230.50 |
|
R1 |
4,241.50 |
4,241.50 |
4,224.25 |
4,253.25 |
PP |
4,198.50 |
4,198.50 |
4,198.50 |
4,204.25 |
S1 |
4,175.00 |
4,175.00 |
4,212.25 |
4,186.75 |
S2 |
4,132.00 |
4,132.00 |
4,206.00 |
|
S3 |
4,065.50 |
4,108.50 |
4,200.00 |
|
S4 |
3,999.00 |
4,042.00 |
4,181.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,221.75 |
4,155.25 |
66.50 |
1.6% |
36.25 |
0.9% |
95% |
True |
False |
13,572 |
10 |
4,221.75 |
4,133.50 |
88.25 |
2.1% |
37.00 |
0.9% |
96% |
True |
False |
9,494 |
20 |
4,228.25 |
4,020.00 |
208.25 |
4.9% |
54.00 |
1.3% |
95% |
False |
False |
7,018 |
40 |
4,228.25 |
4,020.00 |
208.25 |
4.9% |
46.25 |
1.1% |
95% |
False |
False |
4,469 |
60 |
4,228.25 |
3,833.75 |
394.50 |
9.4% |
46.25 |
1.1% |
97% |
False |
False |
3,286 |
80 |
4,228.25 |
3,701.50 |
526.75 |
12.5% |
52.00 |
1.2% |
98% |
False |
False |
2,494 |
100 |
4,228.25 |
3,639.25 |
589.00 |
14.0% |
52.50 |
1.2% |
98% |
False |
False |
2,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,453.50 |
2.618 |
4,364.50 |
1.618 |
4,310.00 |
1.000 |
4,276.25 |
0.618 |
4,255.50 |
HIGH |
4,221.75 |
0.618 |
4,201.00 |
0.500 |
4,194.50 |
0.382 |
4,188.00 |
LOW |
4,167.25 |
0.618 |
4,133.50 |
1.000 |
4,112.75 |
1.618 |
4,079.00 |
2.618 |
4,024.50 |
4.250 |
3,935.50 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,210.25 |
4,208.25 |
PP |
4,202.50 |
4,198.50 |
S1 |
4,194.50 |
4,188.50 |
|