Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
34,558.50 |
34,584.19 |
25.69 |
0.1% |
34,253.87 |
High |
34,631.11 |
34,849.32 |
218.21 |
0.6% |
34,631.11 |
Low |
34,520.09 |
34,542.87 |
22.78 |
0.1% |
34,253.87 |
Close |
34,529.45 |
34,575.31 |
45.86 |
0.1% |
34,529.45 |
Range |
111.02 |
306.45 |
195.43 |
176.0% |
377.24 |
ATR |
331.59 |
330.75 |
-0.84 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,575.18 |
35,381.70 |
34,743.86 |
|
R3 |
35,268.73 |
35,075.25 |
34,659.58 |
|
R2 |
34,962.28 |
34,962.28 |
34,631.49 |
|
R1 |
34,768.80 |
34,768.80 |
34,603.40 |
34,712.32 |
PP |
34,655.83 |
34,655.83 |
34,655.83 |
34,627.59 |
S1 |
34,462.35 |
34,462.35 |
34,547.22 |
34,405.87 |
S2 |
34,349.38 |
34,349.38 |
34,519.13 |
|
S3 |
34,042.93 |
34,155.90 |
34,491.04 |
|
S4 |
33,736.48 |
33,849.45 |
34,406.76 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,603.20 |
35,443.56 |
34,736.93 |
|
R3 |
35,225.96 |
35,066.32 |
34,633.19 |
|
R2 |
34,848.72 |
34,848.72 |
34,598.61 |
|
R1 |
34,689.08 |
34,689.08 |
34,564.03 |
34,768.90 |
PP |
34,471.48 |
34,471.48 |
34,471.48 |
34,511.39 |
S1 |
34,311.84 |
34,311.84 |
34,494.87 |
34,391.66 |
S2 |
34,094.24 |
34,094.24 |
34,460.29 |
|
S3 |
33,717.00 |
33,934.60 |
34,425.71 |
|
S4 |
33,339.76 |
33,557.36 |
34,321.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,849.32 |
34,266.03 |
583.29 |
1.7% |
203.44 |
0.6% |
53% |
True |
False |
|
10 |
34,849.32 |
33,473.80 |
1,375.52 |
4.0% |
272.73 |
0.8% |
80% |
True |
False |
|
20 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
338.96 |
1.0% |
68% |
False |
False |
|
40 |
35,091.56 |
33,342.64 |
1,748.92 |
5.1% |
294.44 |
0.9% |
70% |
False |
False |
|
60 |
35,091.56 |
31,512.15 |
3,579.41 |
10.4% |
311.57 |
0.9% |
86% |
False |
False |
|
80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.1% |
330.08 |
1.0% |
89% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.1% |
331.53 |
1.0% |
90% |
False |
False |
|
120 |
35,091.56 |
29,755.53 |
5,336.03 |
15.4% |
329.79 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,151.73 |
2.618 |
35,651.61 |
1.618 |
35,345.16 |
1.000 |
35,155.77 |
0.618 |
35,038.71 |
HIGH |
34,849.32 |
0.618 |
34,732.26 |
0.500 |
34,696.10 |
0.382 |
34,659.93 |
LOW |
34,542.87 |
0.618 |
34,353.48 |
1.000 |
34,236.42 |
1.618 |
34,047.03 |
2.618 |
33,740.58 |
4.250 |
33,240.46 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,696.10 |
34,619.28 |
PP |
34,655.83 |
34,604.62 |
S1 |
34,615.57 |
34,589.97 |
|