Trading Metrics calculated at close of trading on 03-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
34,614.62 |
34,550.31 |
-64.31 |
-0.2% |
34,253.87 |
High |
34,706.65 |
34,667.41 |
-39.24 |
-0.1% |
34,631.11 |
Low |
34,545.96 |
34,334.41 |
-211.55 |
-0.6% |
34,253.87 |
Close |
34,600.38 |
34,577.04 |
-23.34 |
-0.1% |
34,529.45 |
Range |
160.69 |
333.00 |
172.31 |
107.2% |
377.24 |
ATR |
318.60 |
319.63 |
1.03 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,525.29 |
35,384.16 |
34,760.19 |
|
R3 |
35,192.29 |
35,051.16 |
34,668.62 |
|
R2 |
34,859.29 |
34,859.29 |
34,638.09 |
|
R1 |
34,718.16 |
34,718.16 |
34,607.57 |
34,788.73 |
PP |
34,526.29 |
34,526.29 |
34,526.29 |
34,561.57 |
S1 |
34,385.16 |
34,385.16 |
34,546.52 |
34,455.73 |
S2 |
34,193.29 |
34,193.29 |
34,515.99 |
|
S3 |
33,860.29 |
34,052.16 |
34,485.47 |
|
S4 |
33,527.29 |
33,719.16 |
34,393.89 |
|
|
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 |
34,334.41 |
514.91 |
1.5% |
226.15 |
0.7% |
47% |
False |
True |
|
10 |
34,849.32 |
33,872.41 |
976.91 |
2.8% |
238.41 |
0.7% |
72% |
False |
False |
|
20 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
330.04 |
1.0% |
68% |
False |
False |
|
40 |
35,091.56 |
33,342.64 |
1,748.92 |
5.1% |
298.32 |
0.9% |
71% |
False |
False |
|
60 |
35,091.56 |
32,000.14 |
3,091.42 |
8.9% |
303.74 |
0.9% |
83% |
False |
False |
|
80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.1% |
331.70 |
1.0% |
89% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.1% |
330.07 |
1.0% |
90% |
False |
False |
|
120 |
35,091.56 |
29,755.53 |
5,336.03 |
15.4% |
328.56 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,082.66 |
2.618 |
35,539.20 |
1.618 |
35,206.20 |
1.000 |
35,000.41 |
0.618 |
34,873.20 |
HIGH |
34,667.41 |
0.618 |
34,540.20 |
0.500 |
34,500.91 |
0.382 |
34,461.62 |
LOW |
34,334.41 |
0.618 |
34,128.62 |
1.000 |
34,001.41 |
1.618 |
33,795.62 |
2.618 |
33,462.62 |
4.250 |
32,919.16 |
|
|
Fisher Pivots for day following 03-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,551.66 |
34,591.87 |
PP |
34,526.29 |
34,586.92 |
S1 |
34,500.91 |
34,581.98 |
|