| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
109.802 |
109.566 |
-0.236 |
-0.2% |
108.914 |
| High |
110.198 |
109.701 |
-0.497 |
-0.5% |
110.198 |
| Low |
109.705 |
109.332 |
-0.373 |
-0.3% |
108.563 |
| Close |
109.705 |
109.476 |
-0.229 |
-0.2% |
109.705 |
| Range |
0.493 |
0.369 |
-0.124 |
-25.2% |
1.635 |
| ATR |
0.563 |
0.550 |
-0.014 |
-2.4% |
0.000 |
| Volume |
141,306 |
121,975 |
-19,331 |
-13.7% |
683,814 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.610 |
110.412 |
109.679 |
|
| R3 |
110.241 |
110.043 |
109.577 |
|
| R2 |
109.872 |
109.872 |
109.544 |
|
| R1 |
109.674 |
109.674 |
109.510 |
109.589 |
| PP |
109.503 |
109.503 |
109.503 |
109.460 |
| S1 |
109.305 |
109.305 |
109.442 |
109.220 |
| S2 |
109.134 |
109.134 |
109.408 |
|
| S3 |
108.765 |
108.936 |
109.375 |
|
| S4 |
108.396 |
108.567 |
109.273 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.394 |
113.684 |
110.604 |
|
| R3 |
112.759 |
112.049 |
110.155 |
|
| R2 |
111.124 |
111.124 |
110.005 |
|
| R1 |
110.414 |
110.414 |
109.855 |
110.769 |
| PP |
109.489 |
109.489 |
109.489 |
109.666 |
| S1 |
108.779 |
108.779 |
109.555 |
109.134 |
| S2 |
107.854 |
107.854 |
109.405 |
|
| S3 |
106.219 |
107.144 |
109.255 |
|
| S4 |
104.584 |
105.509 |
108.806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.198 |
108.563 |
1.635 |
1.5% |
0.540 |
0.5% |
56% |
False |
False |
138,798 |
| 10 |
110.198 |
108.563 |
1.635 |
1.5% |
0.514 |
0.5% |
56% |
False |
False |
138,731 |
| 20 |
110.198 |
108.339 |
1.859 |
1.7% |
0.546 |
0.5% |
61% |
False |
False |
140,977 |
| 40 |
110.550 |
107.478 |
3.072 |
2.8% |
0.574 |
0.5% |
65% |
False |
False |
136,414 |
| 60 |
110.963 |
107.478 |
3.485 |
3.2% |
0.574 |
0.5% |
57% |
False |
False |
137,271 |
| 80 |
110.963 |
104.413 |
6.550 |
6.0% |
0.579 |
0.5% |
77% |
False |
False |
136,102 |
| 100 |
110.963 |
103.327 |
7.636 |
7.0% |
0.552 |
0.5% |
81% |
False |
False |
133,259 |
| 120 |
110.963 |
102.594 |
8.369 |
7.6% |
0.549 |
0.5% |
82% |
False |
False |
132,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.269 |
|
2.618 |
110.667 |
|
1.618 |
110.298 |
|
1.000 |
110.070 |
|
0.618 |
109.929 |
|
HIGH |
109.701 |
|
0.618 |
109.560 |
|
0.500 |
109.517 |
|
0.382 |
109.473 |
|
LOW |
109.332 |
|
0.618 |
109.104 |
|
1.000 |
108.963 |
|
1.618 |
108.735 |
|
2.618 |
108.366 |
|
4.250 |
107.764 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
109.517 |
109.617 |
| PP |
109.503 |
109.570 |
| S1 |
109.490 |
109.523 |
|