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 |
34,550.31 |
34,618.69 |
68.38 |
0.2% |
34,584.19 |
High |
34,667.41 |
34,772.12 |
104.71 |
0.3% |
34,849.32 |
Low |
34,334.41 |
34,618.69 |
284.28 |
0.8% |
34,334.41 |
Close |
34,577.04 |
34,756.39 |
179.35 |
0.5% |
34,756.39 |
Range |
333.00 |
153.43 |
-179.57 |
-53.9% |
514.91 |
ATR |
319.63 |
310.74 |
-8.90 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,176.02 |
35,119.64 |
34,840.78 |
|
R3 |
35,022.59 |
34,966.21 |
34,798.58 |
|
R2 |
34,869.16 |
34,869.16 |
34,784.52 |
|
R1 |
34,812.78 |
34,812.78 |
34,770.45 |
34,840.97 |
PP |
34,715.73 |
34,715.73 |
34,715.73 |
34,729.83 |
S1 |
34,659.35 |
34,659.35 |
34,742.33 |
34,687.54 |
S2 |
34,562.30 |
34,562.30 |
34,728.26 |
|
S3 |
34,408.87 |
34,505.92 |
34,714.20 |
|
S4 |
34,255.44 |
34,352.49 |
34,672.00 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,191.44 |
35,988.82 |
35,039.59 |
|
R3 |
35,676.53 |
35,473.91 |
34,897.99 |
|
R2 |
35,161.62 |
35,161.62 |
34,850.79 |
|
R1 |
34,959.00 |
34,959.00 |
34,803.59 |
35,060.31 |
PP |
34,646.71 |
34,646.71 |
34,646.71 |
34,697.36 |
S1 |
34,444.09 |
34,444.09 |
34,709.19 |
34,545.40 |
S2 |
34,131.80 |
34,131.80 |
34,661.99 |
|
S3 |
33,616.89 |
33,929.18 |
34,614.79 |
|
S4 |
33,101.98 |
33,414.27 |
34,473.19 |
|
|
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 |
34,334.41 |
514.91 |
1.5% |
212.92 |
0.6% |
82% |
False |
False |
|
10 |
34,849.32 |
34,121.91 |
727.41 |
2.1% |
217.65 |
0.6% |
87% |
False |
False |
|
20 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
319.44 |
0.9% |
79% |
False |
False |
|
40 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
298.06 |
0.9% |
79% |
False |
False |
|
60 |
35,091.56 |
32,074.60 |
3,016.96 |
8.7% |
299.81 |
0.9% |
89% |
False |
False |
|
80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.1% |
331.21 |
1.0% |
93% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.1% |
328.98 |
0.9% |
94% |
False |
False |
|
120 |
35,091.56 |
29,755.53 |
5,336.03 |
15.4% |
328.28 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,424.20 |
2.618 |
35,173.80 |
1.618 |
35,020.37 |
1.000 |
34,925.55 |
0.618 |
34,866.94 |
HIGH |
34,772.12 |
0.618 |
34,713.51 |
0.500 |
34,695.41 |
0.382 |
34,677.30 |
LOW |
34,618.69 |
0.618 |
34,523.87 |
1.000 |
34,465.26 |
1.618 |
34,370.44 |
2.618 |
34,217.01 |
4.250 |
33,966.61 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,736.06 |
34,688.68 |
PP |
34,715.73 |
34,620.97 |
S1 |
34,695.41 |
34,553.27 |
|