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 |
13,559.37 |
13,613.58 |
54.21 |
0.4% |
13,762.92 |
High |
13,608.54 |
13,784.77 |
176.23 |
1.3% |
13,784.77 |
Low |
13,469.85 |
13,613.58 |
143.73 |
1.1% |
13,469.85 |
Close |
13,529.68 |
13,770.77 |
241.09 |
1.8% |
13,770.77 |
Range |
138.69 |
171.19 |
32.50 |
23.4% |
314.92 |
ATR |
191.31 |
195.87 |
4.56 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,236.61 |
14,174.88 |
13,864.92 |
|
R3 |
14,065.42 |
14,003.69 |
13,817.85 |
|
R2 |
13,894.23 |
13,894.23 |
13,802.15 |
|
R1 |
13,832.50 |
13,832.50 |
13,786.46 |
13,863.37 |
PP |
13,723.04 |
13,723.04 |
13,723.04 |
13,738.47 |
S1 |
13,661.31 |
13,661.31 |
13,755.08 |
13,692.18 |
S2 |
13,551.85 |
13,551.85 |
13,739.39 |
|
S3 |
13,380.66 |
13,490.12 |
13,723.69 |
|
S4 |
13,209.47 |
13,318.93 |
13,676.62 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,619.89 |
14,510.25 |
13,943.98 |
|
R3 |
14,304.97 |
14,195.33 |
13,857.37 |
|
R2 |
13,990.05 |
13,990.05 |
13,828.51 |
|
R1 |
13,880.41 |
13,880.41 |
13,799.64 |
13,935.23 |
PP |
13,675.13 |
13,675.13 |
13,675.13 |
13,702.54 |
S1 |
13,565.49 |
13,565.49 |
13,741.90 |
13,620.31 |
S2 |
13,360.21 |
13,360.21 |
13,713.03 |
|
S3 |
13,045.29 |
13,250.57 |
13,684.17 |
|
S4 |
12,730.37 |
12,935.65 |
13,597.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,784.77 |
13,469.85 |
314.92 |
2.3% |
132.94 |
1.0% |
96% |
True |
False |
|
10 |
13,784.77 |
13,401.53 |
383.24 |
2.8% |
127.76 |
0.9% |
96% |
True |
False |
|
20 |
13,814.65 |
12,967.18 |
847.47 |
6.2% |
175.53 |
1.3% |
95% |
False |
False |
|
40 |
14,067.10 |
12,967.18 |
1,099.92 |
8.0% |
173.50 |
1.3% |
73% |
False |
False |
|
60 |
14,067.10 |
12,627.93 |
1,439.17 |
10.5% |
178.78 |
1.3% |
79% |
False |
False |
|
80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.5% |
207.45 |
1.5% |
84% |
False |
False |
|
100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.5% |
201.89 |
1.5% |
84% |
False |
False |
|
120 |
14,067.10 |
12,208.39 |
1,858.71 |
13.5% |
193.42 |
1.4% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,512.33 |
2.618 |
14,232.95 |
1.618 |
14,061.76 |
1.000 |
13,955.96 |
0.618 |
13,890.57 |
HIGH |
13,784.77 |
0.618 |
13,719.38 |
0.500 |
13,699.18 |
0.382 |
13,678.97 |
LOW |
13,613.58 |
0.618 |
13,507.78 |
1.000 |
13,442.39 |
1.618 |
13,336.59 |
2.618 |
13,165.40 |
4.250 |
12,886.02 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,746.91 |
13,722.95 |
PP |
13,723.04 |
13,675.13 |
S1 |
13,699.18 |
13,627.31 |
|