| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,890.5 |
1,896.5 |
6.0 |
0.3% |
1,905.1 |
| High |
1,899.7 |
1,903.3 |
3.6 |
0.2% |
1,916.6 |
| Low |
1,883.2 |
1,886.0 |
2.8 |
0.1% |
1,854.0 |
| Close |
1,896.8 |
1,892.2 |
-4.6 |
-0.2% |
1,889.8 |
| Range |
16.5 |
17.3 |
0.8 |
4.8% |
62.6 |
| ATR |
24.8 |
24.3 |
-0.5 |
-2.2% |
0.0 |
| Volume |
87 |
930 |
843 |
969.0% |
3,295 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,945.7 |
1,936.3 |
1,901.7 |
|
| R3 |
1,928.4 |
1,919.0 |
1,897.0 |
|
| R2 |
1,911.1 |
1,911.1 |
1,895.4 |
|
| R1 |
1,901.7 |
1,901.7 |
1,893.8 |
1,897.8 |
| PP |
1,893.8 |
1,893.8 |
1,893.8 |
1,891.9 |
| S1 |
1,884.4 |
1,884.4 |
1,890.6 |
1,880.5 |
| S2 |
1,876.5 |
1,876.5 |
1,889.0 |
|
| S3 |
1,859.2 |
1,867.1 |
1,887.4 |
|
| S4 |
1,841.9 |
1,849.8 |
1,882.7 |
|
|
| 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 |
1,908.8 |
1,854.0 |
54.8 |
2.9% |
26.4 |
1.4% |
70% |
False |
False |
734 |
| 10 |
1,916.6 |
1,854.0 |
62.6 |
3.3% |
24.6 |
1.3% |
61% |
False |
False |
52,972 |
| 20 |
1,916.6 |
1,808.4 |
108.2 |
5.7% |
24.2 |
1.3% |
77% |
False |
False |
159,522 |
| 40 |
1,916.6 |
1,723.2 |
193.4 |
10.2% |
24.0 |
1.3% |
87% |
False |
False |
179,748 |
| 60 |
1,916.6 |
1,677.3 |
239.3 |
12.6% |
23.6 |
1.2% |
90% |
False |
False |
154,333 |
| 80 |
1,916.6 |
1,676.2 |
240.4 |
12.7% |
25.6 |
1.4% |
90% |
False |
False |
121,355 |
| 100 |
1,916.6 |
1,676.2 |
240.4 |
12.7% |
26.1 |
1.4% |
90% |
False |
False |
98,362 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.5% |
26.7 |
1.4% |
74% |
False |
False |
82,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,976.8 |
|
2.618 |
1,948.6 |
|
1.618 |
1,931.3 |
|
1.000 |
1,920.6 |
|
0.618 |
1,914.0 |
|
HIGH |
1,903.3 |
|
0.618 |
1,896.7 |
|
0.500 |
1,894.7 |
|
0.382 |
1,892.6 |
|
LOW |
1,886.0 |
|
0.618 |
1,875.3 |
|
1.000 |
1,868.7 |
|
1.618 |
1,858.0 |
|
2.618 |
1,840.7 |
|
4.250 |
1,812.5 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,894.7 |
1,887.7 |
| PP |
1,893.8 |
1,883.2 |
| S1 |
1,893.0 |
1,878.7 |
|