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 |
1,914.8 |
1,876.9 |
-37.9 |
-2.0% |
1,911.3 |
High |
1,915.7 |
1,902.3 |
-13.4 |
-0.7% |
1,922.4 |
Low |
1,870.8 |
1,859.9 |
-10.9 |
-0.6% |
1,859.9 |
Close |
1,877.1 |
1,895.8 |
18.7 |
1.0% |
1,895.8 |
Range |
44.9 |
42.4 |
-2.5 |
-5.6% |
62.5 |
ATR |
23.7 |
25.1 |
1.3 |
5.6% |
0.0 |
Volume |
6,510 |
6,504 |
-6 |
-0.1% |
20,240 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,013.2 |
1,996.9 |
1,919.1 |
|
R3 |
1,970.8 |
1,954.5 |
1,907.5 |
|
R2 |
1,928.4 |
1,928.4 |
1,903.6 |
|
R1 |
1,912.1 |
1,912.1 |
1,899.7 |
1,920.3 |
PP |
1,886.0 |
1,886.0 |
1,886.0 |
1,890.1 |
S1 |
1,869.7 |
1,869.7 |
1,891.9 |
1,877.9 |
S2 |
1,843.6 |
1,843.6 |
1,888.0 |
|
S3 |
1,801.2 |
1,827.3 |
1,884.1 |
|
S4 |
1,758.8 |
1,784.9 |
1,872.5 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.2 |
2,050.5 |
1,930.2 |
|
R3 |
2,017.7 |
1,988.0 |
1,913.0 |
|
R2 |
1,955.2 |
1,955.2 |
1,907.3 |
|
R1 |
1,925.5 |
1,925.5 |
1,901.5 |
1,909.1 |
PP |
1,892.7 |
1,892.7 |
1,892.7 |
1,884.5 |
S1 |
1,863.0 |
1,863.0 |
1,890.1 |
1,846.6 |
S2 |
1,830.2 |
1,830.2 |
1,884.3 |
|
S3 |
1,767.7 |
1,800.5 |
1,878.6 |
|
S4 |
1,705.2 |
1,738.0 |
1,861.4 |
|
|
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 |
1,859.9 |
62.5 |
3.3% |
30.1 |
1.6% |
57% |
False |
True |
4,794 |
10 |
1,922.4 |
1,859.9 |
62.5 |
3.3% |
24.6 |
1.3% |
57% |
False |
True |
5,317 |
20 |
1,922.4 |
1,815.6 |
106.8 |
5.6% |
24.3 |
1.3% |
75% |
False |
False |
5,274 |
40 |
1,922.4 |
1,730.0 |
192.4 |
10.1% |
23.3 |
1.2% |
86% |
False |
False |
3,669 |
60 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
22.7 |
1.2% |
89% |
False |
False |
2,890 |
80 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.3 |
1.3% |
89% |
False |
False |
2,436 |
100 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.6 |
1.3% |
89% |
False |
False |
2,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,082.5 |
2.618 |
2,013.3 |
1.618 |
1,970.9 |
1.000 |
1,944.7 |
0.618 |
1,928.5 |
HIGH |
1,902.3 |
0.618 |
1,886.1 |
0.500 |
1,881.1 |
0.382 |
1,876.1 |
LOW |
1,859.9 |
0.618 |
1,833.7 |
1.000 |
1,817.5 |
1.618 |
1,791.3 |
2.618 |
1,748.9 |
4.250 |
1,679.7 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,890.9 |
1,893.1 |
PP |
1,886.0 |
1,890.5 |
S1 |
1,881.1 |
1,887.8 |
|