Trading Metrics calculated at close of trading on 02-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
34,584.19 |
34,614.62 |
30.43 |
0.1% |
34,253.87 |
High |
34,849.32 |
34,706.65 |
-142.67 |
-0.4% |
34,631.11 |
Low |
34,542.87 |
34,545.96 |
3.09 |
0.0% |
34,253.87 |
Close |
34,575.31 |
34,600.38 |
25.07 |
0.1% |
34,529.45 |
Range |
306.45 |
160.69 |
-145.76 |
-47.6% |
377.24 |
ATR |
330.75 |
318.60 |
-12.15 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,099.73 |
35,010.75 |
34,688.76 |
|
R3 |
34,939.04 |
34,850.06 |
34,644.57 |
|
R2 |
34,778.35 |
34,778.35 |
34,629.84 |
|
R1 |
34,689.37 |
34,689.37 |
34,615.11 |
34,653.52 |
PP |
34,617.66 |
34,617.66 |
34,617.66 |
34,599.74 |
S1 |
34,528.68 |
34,528.68 |
34,585.65 |
34,492.83 |
S2 |
34,456.97 |
34,456.97 |
34,570.92 |
|
S3 |
34,296.28 |
34,367.99 |
34,556.19 |
|
S4 |
34,135.59 |
34,207.30 |
34,512.00 |
|
|
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 |
34,271.44 |
577.88 |
1.7% |
186.51 |
0.5% |
57% |
False |
False |
|
10 |
34,849.32 |
33,473.80 |
1,375.52 |
4.0% |
252.31 |
0.7% |
82% |
False |
False |
|
20 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
327.96 |
0.9% |
70% |
False |
False |
|
40 |
35,091.56 |
33,342.64 |
1,748.92 |
5.1% |
294.34 |
0.9% |
72% |
False |
False |
|
60 |
35,091.56 |
31,822.64 |
3,268.92 |
9.4% |
303.65 |
0.9% |
85% |
False |
False |
|
80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.1% |
329.97 |
1.0% |
89% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.1% |
330.18 |
1.0% |
91% |
False |
False |
|
120 |
35,091.56 |
29,755.53 |
5,336.03 |
15.4% |
328.85 |
1.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,389.58 |
2.618 |
35,127.34 |
1.618 |
34,966.65 |
1.000 |
34,867.34 |
0.618 |
34,805.96 |
HIGH |
34,706.65 |
0.618 |
34,645.27 |
0.500 |
34,626.31 |
0.382 |
34,607.34 |
LOW |
34,545.96 |
0.618 |
34,446.65 |
1.000 |
34,385.27 |
1.618 |
34,285.96 |
2.618 |
34,125.27 |
4.250 |
33,863.03 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,626.31 |
34,684.71 |
PP |
34,617.66 |
34,656.60 |
S1 |
34,609.02 |
34,628.49 |
|