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 |
1,903.5 |
1,911.3 |
7.8 |
0.4% |
1,887.9 |
High |
1,912.0 |
1,922.4 |
10.4 |
0.5% |
1,919.2 |
Low |
1,887.9 |
1,898.4 |
10.5 |
0.6% |
1,879.7 |
Close |
1,909.1 |
1,908.8 |
-0.3 |
0.0% |
1,909.1 |
Range |
24.1 |
24.0 |
-0.1 |
-0.4% |
39.5 |
ATR |
22.5 |
22.7 |
0.1 |
0.5% |
0.0 |
Volume |
3,732 |
4,131 |
399 |
10.7% |
26,227 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.9 |
1,969.3 |
1,922.0 |
|
R3 |
1,957.9 |
1,945.3 |
1,915.4 |
|
R2 |
1,933.9 |
1,933.9 |
1,913.2 |
|
R1 |
1,921.3 |
1,921.3 |
1,911.0 |
1,915.6 |
PP |
1,909.9 |
1,909.9 |
1,909.9 |
1,907.0 |
S1 |
1,897.3 |
1,897.3 |
1,906.6 |
1,891.6 |
S2 |
1,885.9 |
1,885.9 |
1,904.4 |
|
S3 |
1,861.9 |
1,873.3 |
1,902.2 |
|
S4 |
1,837.9 |
1,849.3 |
1,895.6 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.2 |
2,004.6 |
1,930.8 |
|
R3 |
1,981.7 |
1,965.1 |
1,920.0 |
|
R2 |
1,942.2 |
1,942.2 |
1,916.3 |
|
R1 |
1,925.6 |
1,925.6 |
1,912.7 |
1,933.9 |
PP |
1,902.7 |
1,902.7 |
1,902.7 |
1,906.8 |
S1 |
1,886.1 |
1,886.1 |
1,905.5 |
1,894.4 |
S2 |
1,863.2 |
1,863.2 |
1,901.9 |
|
S3 |
1,823.7 |
1,846.6 |
1,898.2 |
|
S4 |
1,784.2 |
1,807.1 |
1,887.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,922.4 |
1,879.7 |
42.7 |
2.2% |
22.6 |
1.2% |
68% |
True |
False |
5,355 |
10 |
1,922.4 |
1,858.3 |
64.1 |
3.4% |
21.3 |
1.1% |
79% |
True |
False |
5,109 |
20 |
1,922.4 |
1,775.6 |
146.8 |
7.7% |
23.3 |
1.2% |
91% |
True |
False |
5,152 |
40 |
1,922.4 |
1,730.0 |
192.4 |
10.1% |
22.2 |
1.2% |
93% |
True |
False |
3,394 |
60 |
1,922.4 |
1,683.0 |
239.4 |
12.5% |
22.5 |
1.2% |
94% |
True |
False |
2,698 |
80 |
1,922.4 |
1,683.0 |
239.4 |
12.5% |
23.9 |
1.3% |
94% |
True |
False |
2,269 |
100 |
1,945.8 |
1,683.0 |
262.8 |
13.8% |
25.0 |
1.3% |
86% |
False |
False |
1,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.4 |
2.618 |
1,985.2 |
1.618 |
1,961.2 |
1.000 |
1,946.4 |
0.618 |
1,937.2 |
HIGH |
1,922.4 |
0.618 |
1,913.2 |
0.500 |
1,910.4 |
0.382 |
1,907.6 |
LOW |
1,898.4 |
0.618 |
1,883.6 |
1.000 |
1,874.4 |
1.618 |
1,859.6 |
2.618 |
1,835.6 |
4.250 |
1,796.4 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,910.4 |
1,907.6 |
PP |
1,909.9 |
1,906.4 |
S1 |
1,909.3 |
1,905.2 |
|