| 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 |
2,279.2 |
2,269.3 |
-9.9 |
-0.4% |
2,210.2 |
| High |
2,286.7 |
2,298.7 |
12.0 |
0.5% |
2,286.7 |
| Low |
2,263.5 |
2,256.5 |
-7.0 |
-0.3% |
2,200.5 |
| Close |
2,268.6 |
2,293.9 |
25.3 |
1.1% |
2,268.6 |
| Range |
23.2 |
42.2 |
19.0 |
81.9% |
86.2 |
| ATR |
46.3 |
46.0 |
-0.3 |
-0.6% |
0.0 |
| Volume |
141,815 |
170,148 |
28,333 |
20.0% |
705,553 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.6 |
2,394.0 |
2,317.1 |
|
| R3 |
2,367.4 |
2,351.8 |
2,305.5 |
|
| R2 |
2,325.2 |
2,325.2 |
2,301.6 |
|
| R1 |
2,309.6 |
2,309.6 |
2,297.8 |
2,317.4 |
| PP |
2,283.0 |
2,283.0 |
2,283.0 |
2,287.0 |
| S1 |
2,267.4 |
2,267.4 |
2,290.0 |
2,275.2 |
| S2 |
2,240.8 |
2,240.8 |
2,286.2 |
|
| S3 |
2,198.6 |
2,225.2 |
2,282.3 |
|
| S4 |
2,156.4 |
2,183.0 |
2,270.7 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.5 |
2,475.8 |
2,316.0 |
|
| R3 |
2,424.3 |
2,389.6 |
2,292.3 |
|
| R2 |
2,338.1 |
2,338.1 |
2,284.4 |
|
| R1 |
2,303.4 |
2,303.4 |
2,276.5 |
2,320.8 |
| PP |
2,251.9 |
2,251.9 |
2,251.9 |
2,260.6 |
| S1 |
2,217.2 |
2,217.2 |
2,260.7 |
2,234.6 |
| S2 |
2,165.7 |
2,165.7 |
2,252.8 |
|
| S3 |
2,079.5 |
2,131.0 |
2,244.9 |
|
| S4 |
1,993.3 |
2,044.8 |
2,221.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,298.7 |
2,204.6 |
94.1 |
4.1% |
38.4 |
1.7% |
95% |
True |
False |
150,507 |
| 10 |
2,298.7 |
2,152.3 |
146.4 |
6.4% |
40.6 |
1.8% |
97% |
True |
False |
153,461 |
| 20 |
2,298.7 |
2,112.6 |
186.1 |
8.1% |
49.1 |
2.1% |
97% |
True |
False |
177,977 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.2% |
44.9 |
2.0% |
86% |
False |
False |
174,293 |
| 60 |
2,366.0 |
2,092.7 |
273.3 |
11.9% |
50.3 |
2.2% |
74% |
False |
False |
175,003 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.4% |
54.1 |
2.4% |
75% |
False |
False |
131,470 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.8% |
53.2 |
2.3% |
79% |
False |
False |
105,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.1 |
|
2.618 |
2,409.2 |
|
1.618 |
2,367.0 |
|
1.000 |
2,340.9 |
|
0.618 |
2,324.8 |
|
HIGH |
2,298.7 |
|
0.618 |
2,282.6 |
|
0.500 |
2,277.6 |
|
0.382 |
2,272.6 |
|
LOW |
2,256.5 |
|
0.618 |
2,230.4 |
|
1.000 |
2,214.3 |
|
1.618 |
2,188.2 |
|
2.618 |
2,146.0 |
|
4.250 |
2,077.2 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,288.5 |
2,285.6 |
| PP |
2,283.0 |
2,277.3 |
| S1 |
2,277.6 |
2,269.0 |
|