Trading Metrics calculated at close of trading on 07-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,876.9 |
1,897.4 |
20.5 |
1.1% |
1,911.3 |
High |
1,902.3 |
1,906.7 |
4.4 |
0.2% |
1,922.4 |
Low |
1,859.9 |
1,887.6 |
27.7 |
1.5% |
1,859.9 |
Close |
1,895.8 |
1,902.7 |
6.9 |
0.4% |
1,895.8 |
Range |
42.4 |
19.1 |
-23.3 |
-55.0% |
62.5 |
ATR |
25.1 |
24.6 |
-0.4 |
-1.7% |
0.0 |
Volume |
6,504 |
4,236 |
-2,268 |
-34.9% |
20,240 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.3 |
1,948.6 |
1,913.2 |
|
R3 |
1,937.2 |
1,929.5 |
1,908.0 |
|
R2 |
1,918.1 |
1,918.1 |
1,906.2 |
|
R1 |
1,910.4 |
1,910.4 |
1,904.5 |
1,914.3 |
PP |
1,899.0 |
1,899.0 |
1,899.0 |
1,900.9 |
S1 |
1,891.3 |
1,891.3 |
1,900.9 |
1,895.2 |
S2 |
1,879.9 |
1,879.9 |
1,899.2 |
|
S3 |
1,860.8 |
1,872.2 |
1,897.4 |
|
S4 |
1,841.7 |
1,853.1 |
1,892.2 |
|
|
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% |
29.1 |
1.5% |
68% |
False |
False |
4,895 |
10 |
1,922.4 |
1,859.9 |
62.5 |
3.3% |
24.6 |
1.3% |
68% |
False |
False |
5,070 |
20 |
1,922.4 |
1,815.6 |
106.8 |
5.6% |
23.7 |
1.2% |
82% |
False |
False |
5,217 |
40 |
1,922.4 |
1,730.0 |
192.4 |
10.1% |
23.2 |
1.2% |
90% |
False |
False |
3,727 |
60 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
22.7 |
1.2% |
92% |
False |
False |
2,935 |
80 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.3 |
1.3% |
92% |
False |
False |
2,478 |
100 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.5 |
1.3% |
92% |
False |
False |
2,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,987.9 |
2.618 |
1,956.7 |
1.618 |
1,937.6 |
1.000 |
1,925.8 |
0.618 |
1,918.5 |
HIGH |
1,906.7 |
0.618 |
1,899.4 |
0.500 |
1,897.2 |
0.382 |
1,894.9 |
LOW |
1,887.6 |
0.618 |
1,875.8 |
1.000 |
1,868.5 |
1.618 |
1,856.7 |
2.618 |
1,837.6 |
4.250 |
1,806.4 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,900.9 |
1,897.7 |
PP |
1,899.0 |
1,892.8 |
S1 |
1,897.2 |
1,887.8 |
|