| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,821.8870 |
2,705.1530 |
-116.7340 |
-4.1% |
2,597.9960 |
| High |
2,870.5160 |
2,843.2850 |
-27.2310 |
-0.9% |
2,888.0110 |
| Low |
2,558.4620 |
2,556.3880 |
-2.0740 |
-0.1% |
2,530.7550 |
| Close |
2,701.5020 |
2,653.9270 |
-47.5750 |
-1.8% |
2,701.5020 |
| Range |
312.0540 |
286.8970 |
-25.1570 |
-8.1% |
357.2560 |
| ATR |
425.6809 |
415.7677 |
-9.9131 |
-2.3% |
0.0000 |
| Volume |
874,653 |
1,141,111 |
266,458 |
30.5% |
3,612,496 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,545.2243 |
3,386.4727 |
2,811.7204 |
|
| R3 |
3,258.3273 |
3,099.5757 |
2,732.8237 |
|
| R2 |
2,971.4303 |
2,971.4303 |
2,706.5248 |
|
| R1 |
2,812.6787 |
2,812.6787 |
2,680.2259 |
2,748.6060 |
| PP |
2,684.5333 |
2,684.5333 |
2,684.5333 |
2,652.4970 |
| S1 |
2,525.7817 |
2,525.7817 |
2,627.6281 |
2,461.7090 |
| S2 |
2,397.6363 |
2,397.6363 |
2,601.3292 |
|
| S3 |
2,110.7393 |
2,238.8847 |
2,575.0303 |
|
| S4 |
1,823.8423 |
1,951.9877 |
2,496.1337 |
|
|
| 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 |
2,530.7550 |
357.2560 |
13.5% |
253.5730 |
9.6% |
34% |
False |
False |
950,721 |
| 10 |
2,911.7250 |
1,741.0800 |
1,170.6450 |
44.1% |
353.3465 |
13.3% |
78% |
False |
False |
1,135,498 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
99.1% |
533.1520 |
20.1% |
35% |
False |
False |
1,390,688 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
99.1% |
395.3290 |
14.9% |
35% |
False |
False |
1,154,336 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
106.3% |
304.0350 |
11.5% |
39% |
False |
False |
972,523 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
115.9% |
271.8116 |
10.2% |
44% |
False |
False |
958,367 |
| 100 |
4,370.7670 |
988.4170 |
3,382.3500 |
127.4% |
252.6957 |
9.5% |
49% |
False |
False |
1,047,175 |
| 120 |
4,370.7670 |
543.7820 |
3,826.9850 |
144.2% |
230.0150 |
8.7% |
55% |
False |
False |
1,102,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,062.5973 |
|
2.618 |
3,594.3813 |
|
1.618 |
3,307.4843 |
|
1.000 |
3,130.1820 |
|
0.618 |
3,020.5873 |
|
HIGH |
2,843.2850 |
|
0.618 |
2,733.6903 |
|
0.500 |
2,699.8365 |
|
0.382 |
2,665.9827 |
|
LOW |
2,556.3880 |
|
0.618 |
2,379.0857 |
|
1.000 |
2,269.4910 |
|
1.618 |
2,092.1887 |
|
2.618 |
1,805.2917 |
|
4.250 |
1,337.0758 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.8365 |
2,722.1995 |
| PP |
2,684.5333 |
2,699.4420 |
| S1 |
2,669.2302 |
2,676.6845 |
|