| 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 |
2,723.8790 |
2,821.8870 |
98.0080 |
3.6% |
2,597.9960 |
| High |
2,888.0110 |
2,870.5160 |
-17.4950 |
-0.6% |
2,888.0110 |
| Low |
2,666.0030 |
2,558.4620 |
-107.5410 |
-4.0% |
2,530.7550 |
| Close |
2,821.5930 |
2,701.5020 |
-120.0910 |
-4.3% |
2,701.5020 |
| Range |
222.0080 |
312.0540 |
90.0460 |
40.6% |
357.2560 |
| ATR |
434.4214 |
425.6809 |
-8.7405 |
-2.0% |
0.0000 |
| Volume |
822,278 |
874,653 |
52,375 |
6.4% |
3,612,496 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,646.3220 |
3,485.9660 |
2,873.1317 |
|
| R3 |
3,334.2680 |
3,173.9120 |
2,787.3169 |
|
| R2 |
3,022.2140 |
3,022.2140 |
2,758.7119 |
|
| R1 |
2,861.8580 |
2,861.8580 |
2,730.1070 |
2,786.0090 |
| PP |
2,710.1600 |
2,710.1600 |
2,710.1600 |
2,672.2355 |
| S1 |
2,549.8040 |
2,549.8040 |
2,672.8971 |
2,473.9550 |
| S2 |
2,398.1060 |
2,398.1060 |
2,644.2921 |
|
| S3 |
2,086.0520 |
2,237.7500 |
2,615.6872 |
|
| S4 |
1,773.9980 |
1,925.6960 |
2,529.8723 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,778.5240 |
3,597.2690 |
2,897.9928 |
|
| R3 |
3,421.2680 |
3,240.0130 |
2,799.7474 |
|
| R2 |
3,064.0120 |
3,064.0120 |
2,766.9989 |
|
| R1 |
2,882.7570 |
2,882.7570 |
2,734.2505 |
2,973.3845 |
| PP |
2,706.7560 |
2,706.7560 |
2,706.7560 |
2,752.0698 |
| S1 |
2,525.5010 |
2,525.5010 |
2,668.7535 |
2,616.1285 |
| S2 |
2,349.5000 |
2,349.5000 |
2,636.0051 |
|
| S3 |
1,992.2440 |
2,168.2450 |
2,603.2566 |
|
| S4 |
1,634.9880 |
1,810.9890 |
2,505.0112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,888.0110 |
2,425.7940 |
462.2170 |
17.1% |
268.8598 |
10.0% |
60% |
False |
False |
965,881 |
| 10 |
2,939.2960 |
1,741.0800 |
1,198.2160 |
44.4% |
393.2910 |
14.6% |
80% |
False |
False |
1,191,659 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
97.3% |
530.0829 |
19.6% |
37% |
False |
False |
1,368,971 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
97.3% |
389.5458 |
14.4% |
37% |
False |
False |
1,137,371 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
104.4% |
301.1645 |
11.1% |
41% |
False |
False |
963,957 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
113.9% |
270.1698 |
10.0% |
46% |
False |
False |
955,862 |
| 100 |
4,370.7670 |
988.4170 |
3,382.3500 |
125.2% |
251.2442 |
9.3% |
51% |
False |
False |
1,053,088 |
| 120 |
4,370.7670 |
536.4720 |
3,834.2950 |
141.9% |
227.8581 |
8.4% |
56% |
False |
False |
1,098,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,196.7455 |
|
2.618 |
3,687.4734 |
|
1.618 |
3,375.4194 |
|
1.000 |
3,182.5700 |
|
0.618 |
3,063.3654 |
|
HIGH |
2,870.5160 |
|
0.618 |
2,751.3114 |
|
0.500 |
2,714.4890 |
|
0.382 |
2,677.6666 |
|
LOW |
2,558.4620 |
|
0.618 |
2,365.6126 |
|
1.000 |
2,246.4080 |
|
1.618 |
2,053.5586 |
|
2.618 |
1,741.5046 |
|
4.250 |
1,232.2325 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.4890 |
2,722.1785 |
| PP |
2,710.1600 |
2,715.2863 |
| S1 |
2,705.8310 |
2,708.3942 |
|