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 |
39,200 |
38,315 |
-885 |
-2.3% |
36,480 |
High |
40,075 |
39,795 |
-280 |
-0.7% |
40,075 |
Low |
37,775 |
36,035 |
-1,740 |
-4.6% |
34,650 |
Close |
39,115 |
37,345 |
-1,770 |
-4.5% |
37,345 |
Range |
2,300 |
3,760 |
1,460 |
63.5% |
5,425 |
ATR |
4,515 |
4,461 |
-54 |
-1.2% |
0 |
Volume |
68 |
33 |
-35 |
-51.5% |
194 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,005 |
46,935 |
39,413 |
|
R3 |
45,245 |
43,175 |
38,379 |
|
R2 |
41,485 |
41,485 |
38,034 |
|
R1 |
39,415 |
39,415 |
37,690 |
38,570 |
PP |
37,725 |
37,725 |
37,725 |
37,303 |
S1 |
35,655 |
35,655 |
37,000 |
34,810 |
S2 |
33,965 |
33,965 |
36,656 |
|
S3 |
30,205 |
31,895 |
36,311 |
|
S4 |
26,445 |
28,135 |
35,277 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53,632 |
50,913 |
40,329 |
|
R3 |
48,207 |
45,488 |
38,837 |
|
R2 |
42,782 |
42,782 |
38,340 |
|
R1 |
40,063 |
40,063 |
37,842 |
41,423 |
PP |
37,357 |
37,357 |
37,357 |
38,036 |
S1 |
34,638 |
34,638 |
36,848 |
35,998 |
S2 |
31,932 |
31,932 |
36,350 |
|
S3 |
26,507 |
29,213 |
35,853 |
|
S4 |
21,082 |
23,788 |
34,361 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40,075 |
34,650 |
5,425 |
14.5% |
3,263 |
8.7% |
50% |
False |
False |
49 |
10 |
42,455 |
34,305 |
8,150 |
21.8% |
3,778 |
10.1% |
37% |
False |
False |
50 |
20 |
61,490 |
30,810 |
30,680 |
82.2% |
4,765 |
12.8% |
21% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55,775 |
2.618 |
49,639 |
1.618 |
45,879 |
1.000 |
43,555 |
0.618 |
42,119 |
HIGH |
39,795 |
0.618 |
38,359 |
0.500 |
37,915 |
0.382 |
37,471 |
LOW |
36,035 |
0.618 |
33,711 |
1.000 |
32,275 |
1.618 |
29,951 |
2.618 |
26,191 |
4.250 |
20,055 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
37,915 |
38,055 |
PP |
37,725 |
37,818 |
S1 |
37,535 |
37,582 |
|