| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,911.3 |
1,906.6 |
-4.7 |
-0.2% |
1,887.9 |
| High |
1,922.4 |
1,915.4 |
-7.0 |
-0.4% |
1,919.2 |
| Low |
1,898.4 |
1,900.4 |
2.0 |
0.1% |
1,879.7 |
| Close |
1,908.8 |
1,913.7 |
4.9 |
0.3% |
1,909.1 |
| Range |
24.0 |
15.0 |
-9.0 |
-37.5% |
39.5 |
| ATR |
22.7 |
22.1 |
-0.5 |
-2.4% |
0.0 |
| Volume |
4,131 |
3,095 |
-1,036 |
-25.1% |
26,227 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,954.8 |
1,949.3 |
1,922.0 |
|
| R3 |
1,939.8 |
1,934.3 |
1,917.8 |
|
| R2 |
1,924.8 |
1,924.8 |
1,916.5 |
|
| R1 |
1,919.3 |
1,919.3 |
1,915.1 |
1,922.1 |
| PP |
1,909.8 |
1,909.8 |
1,909.8 |
1,911.2 |
| S1 |
1,904.3 |
1,904.3 |
1,912.3 |
1,907.1 |
| S2 |
1,894.8 |
1,894.8 |
1,911.0 |
|
| S3 |
1,879.8 |
1,889.3 |
1,909.6 |
|
| S4 |
1,864.8 |
1,874.3 |
1,905.5 |
|
|
| 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 |
1,887.9 |
34.5 |
1.8% |
20.1 |
1.1% |
75% |
False |
False |
4,080 |
| 10 |
1,922.4 |
1,858.3 |
64.1 |
3.3% |
21.7 |
1.1% |
86% |
False |
False |
5,066 |
| 20 |
1,922.4 |
1,776.0 |
146.4 |
7.7% |
22.6 |
1.2% |
94% |
False |
False |
5,169 |
| 40 |
1,922.4 |
1,730.0 |
192.4 |
10.1% |
22.1 |
1.2% |
95% |
False |
False |
3,441 |
| 60 |
1,922.4 |
1,683.0 |
239.4 |
12.5% |
22.2 |
1.2% |
96% |
False |
False |
2,720 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
12.5% |
23.8 |
1.2% |
96% |
False |
False |
2,303 |
| 100 |
1,932.5 |
1,683.0 |
249.5 |
13.0% |
24.9 |
1.3% |
92% |
False |
False |
1,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,979.2 |
|
2.618 |
1,954.7 |
|
1.618 |
1,939.7 |
|
1.000 |
1,930.4 |
|
0.618 |
1,924.7 |
|
HIGH |
1,915.4 |
|
0.618 |
1,909.7 |
|
0.500 |
1,907.9 |
|
0.382 |
1,906.1 |
|
LOW |
1,900.4 |
|
0.618 |
1,891.1 |
|
1.000 |
1,885.4 |
|
1.618 |
1,876.1 |
|
2.618 |
1,861.1 |
|
4.250 |
1,836.7 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,911.8 |
1,910.9 |
| PP |
1,909.8 |
1,908.0 |
| S1 |
1,907.9 |
1,905.2 |
|