| 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 |
1,908.8 |
1,869.3 |
-39.5 |
-2.1% |
1,905.1 |
| High |
1,908.8 |
1,895.5 |
-13.3 |
-0.7% |
1,916.6 |
| Low |
1,865.0 |
1,854.0 |
-11.0 |
-0.6% |
1,854.0 |
| Close |
1,871.2 |
1,889.8 |
18.6 |
1.0% |
1,889.8 |
| Range |
43.8 |
41.5 |
-2.3 |
-5.3% |
62.6 |
| ATR |
24.2 |
25.4 |
1.2 |
5.1% |
0.0 |
| Volume |
1,021 |
367 |
-654 |
-64.1% |
3,295 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,004.3 |
1,988.5 |
1,912.6 |
|
| R3 |
1,962.8 |
1,947.0 |
1,901.2 |
|
| R2 |
1,921.3 |
1,921.3 |
1,897.4 |
|
| R1 |
1,905.5 |
1,905.5 |
1,893.6 |
1,913.4 |
| PP |
1,879.8 |
1,879.8 |
1,879.8 |
1,883.7 |
| S1 |
1,864.0 |
1,864.0 |
1,886.0 |
1,871.9 |
| S2 |
1,838.3 |
1,838.3 |
1,882.2 |
|
| S3 |
1,796.8 |
1,822.5 |
1,878.4 |
|
| S4 |
1,755.3 |
1,781.0 |
1,867.0 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.6 |
2,044.8 |
1,924.2 |
|
| R3 |
2,012.0 |
1,982.2 |
1,907.0 |
|
| R2 |
1,949.4 |
1,949.4 |
1,901.3 |
|
| R1 |
1,919.6 |
1,919.6 |
1,895.5 |
1,903.2 |
| PP |
1,886.8 |
1,886.8 |
1,886.8 |
1,878.6 |
| S1 |
1,857.0 |
1,857.0 |
1,884.1 |
1,840.6 |
| S2 |
1,824.2 |
1,824.2 |
1,878.3 |
|
| S3 |
1,761.6 |
1,794.4 |
1,872.6 |
|
| S4 |
1,699.0 |
1,731.8 |
1,855.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,916.6 |
1,854.0 |
62.6 |
3.3% |
29.1 |
1.5% |
57% |
False |
True |
1,142 |
| 10 |
1,916.6 |
1,854.0 |
62.6 |
3.3% |
24.4 |
1.3% |
57% |
False |
True |
94,630 |
| 20 |
1,916.6 |
1,808.4 |
108.2 |
5.7% |
24.8 |
1.3% |
75% |
False |
False |
191,341 |
| 40 |
1,916.6 |
1,723.2 |
193.4 |
10.2% |
24.3 |
1.3% |
86% |
False |
False |
187,141 |
| 60 |
1,916.6 |
1,677.3 |
239.3 |
12.7% |
23.9 |
1.3% |
89% |
False |
False |
155,869 |
| 80 |
1,916.6 |
1,676.2 |
240.4 |
12.7% |
25.8 |
1.4% |
89% |
False |
False |
121,468 |
| 100 |
1,916.6 |
1,676.2 |
240.4 |
12.7% |
26.3 |
1.4% |
89% |
False |
False |
98,508 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.5% |
26.8 |
1.4% |
73% |
False |
False |
82,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.9 |
|
2.618 |
2,004.1 |
|
1.618 |
1,962.6 |
|
1.000 |
1,937.0 |
|
0.618 |
1,921.1 |
|
HIGH |
1,895.5 |
|
0.618 |
1,879.6 |
|
0.500 |
1,874.8 |
|
0.382 |
1,869.9 |
|
LOW |
1,854.0 |
|
0.618 |
1,828.4 |
|
1.000 |
1,812.5 |
|
1.618 |
1,786.9 |
|
2.618 |
1,745.4 |
|
4.250 |
1,677.6 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.8 |
1,887.0 |
| PP |
1,879.8 |
1,884.2 |
| S1 |
1,874.8 |
1,881.4 |
|