| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,897.4 |
1,905.6 |
8.2 |
0.4% |
1,911.3 |
| High |
1,906.7 |
1,910.1 |
3.4 |
0.2% |
1,922.4 |
| Low |
1,887.6 |
1,889.8 |
2.2 |
0.1% |
1,859.9 |
| Close |
1,902.7 |
1,898.4 |
-4.3 |
-0.2% |
1,895.8 |
| Range |
19.1 |
20.3 |
1.2 |
6.3% |
62.5 |
| ATR |
24.6 |
24.3 |
-0.3 |
-1.3% |
0.0 |
| Volume |
4,236 |
4,239 |
3 |
0.1% |
20,240 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.3 |
1,949.7 |
1,909.6 |
|
| R3 |
1,940.0 |
1,929.4 |
1,904.0 |
|
| R2 |
1,919.7 |
1,919.7 |
1,902.1 |
|
| R1 |
1,909.1 |
1,909.1 |
1,900.3 |
1,904.3 |
| PP |
1,899.4 |
1,899.4 |
1,899.4 |
1,897.0 |
| S1 |
1,888.8 |
1,888.8 |
1,896.5 |
1,884.0 |
| S2 |
1,879.1 |
1,879.1 |
1,894.7 |
|
| S3 |
1,858.8 |
1,868.5 |
1,892.8 |
|
| S4 |
1,838.5 |
1,848.2 |
1,887.2 |
|
|
| 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 |
1,915.7 |
1,859.9 |
55.8 |
2.9% |
28.3 |
1.5% |
69% |
False |
False |
4,916 |
| 10 |
1,922.4 |
1,859.9 |
62.5 |
3.3% |
25.5 |
1.3% |
62% |
False |
False |
5,136 |
| 20 |
1,922.4 |
1,815.6 |
106.8 |
5.6% |
24.0 |
1.3% |
78% |
False |
False |
5,157 |
| 40 |
1,922.4 |
1,730.0 |
192.4 |
10.1% |
23.3 |
1.2% |
88% |
False |
False |
3,786 |
| 60 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
22.5 |
1.2% |
90% |
False |
False |
2,984 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.3 |
1.3% |
90% |
False |
False |
2,526 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.5 |
1.3% |
90% |
False |
False |
2,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,996.4 |
|
2.618 |
1,963.2 |
|
1.618 |
1,942.9 |
|
1.000 |
1,930.4 |
|
0.618 |
1,922.6 |
|
HIGH |
1,910.1 |
|
0.618 |
1,902.3 |
|
0.500 |
1,900.0 |
|
0.382 |
1,897.6 |
|
LOW |
1,889.8 |
|
0.618 |
1,877.3 |
|
1.000 |
1,869.5 |
|
1.618 |
1,857.0 |
|
2.618 |
1,836.7 |
|
4.250 |
1,803.5 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,900.0 |
1,893.9 |
| PP |
1,899.4 |
1,889.5 |
| S1 |
1,898.9 |
1,885.0 |
|