| 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 |
1,906.6 |
1,914.8 |
8.2 |
0.4% |
1,887.9 |
| High |
1,915.4 |
1,915.7 |
0.3 |
0.0% |
1,919.2 |
| Low |
1,900.4 |
1,870.8 |
-29.6 |
-1.6% |
1,879.7 |
| Close |
1,913.7 |
1,877.1 |
-36.6 |
-1.9% |
1,909.1 |
| Range |
15.0 |
44.9 |
29.9 |
199.3% |
39.5 |
| ATR |
22.1 |
23.7 |
1.6 |
7.4% |
0.0 |
| Volume |
3,095 |
6,510 |
3,415 |
110.3% |
26,227 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.6 |
1,994.7 |
1,901.8 |
|
| R3 |
1,977.7 |
1,949.8 |
1,889.4 |
|
| R2 |
1,932.8 |
1,932.8 |
1,885.3 |
|
| R1 |
1,904.9 |
1,904.9 |
1,881.2 |
1,896.4 |
| PP |
1,887.9 |
1,887.9 |
1,887.9 |
1,883.6 |
| S1 |
1,860.0 |
1,860.0 |
1,873.0 |
1,851.5 |
| S2 |
1,843.0 |
1,843.0 |
1,868.9 |
|
| S3 |
1,798.1 |
1,815.1 |
1,864.8 |
|
| S4 |
1,753.2 |
1,770.2 |
1,852.4 |
|
|
| 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 |
1,870.8 |
51.6 |
2.7% |
24.7 |
1.3% |
12% |
False |
True |
4,290 |
| 10 |
1,922.4 |
1,870.2 |
52.2 |
2.8% |
22.4 |
1.2% |
13% |
False |
False |
5,092 |
| 20 |
1,922.4 |
1,788.2 |
134.2 |
7.1% |
23.9 |
1.3% |
66% |
False |
False |
5,389 |
| 40 |
1,922.4 |
1,730.0 |
192.4 |
10.2% |
22.9 |
1.2% |
76% |
False |
False |
3,581 |
| 60 |
1,922.4 |
1,683.0 |
239.4 |
12.8% |
22.3 |
1.2% |
81% |
False |
False |
2,802 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
12.8% |
24.0 |
1.3% |
81% |
False |
False |
2,359 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
12.8% |
24.5 |
1.3% |
81% |
False |
False |
2,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.5 |
|
2.618 |
2,033.2 |
|
1.618 |
1,988.3 |
|
1.000 |
1,960.6 |
|
0.618 |
1,943.4 |
|
HIGH |
1,915.7 |
|
0.618 |
1,898.5 |
|
0.500 |
1,893.3 |
|
0.382 |
1,888.0 |
|
LOW |
1,870.8 |
|
0.618 |
1,843.1 |
|
1.000 |
1,825.9 |
|
1.618 |
1,798.2 |
|
2.618 |
1,753.3 |
|
4.250 |
1,680.0 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,893.3 |
1,896.6 |
| PP |
1,887.9 |
1,890.1 |
| S1 |
1,882.5 |
1,883.6 |
|