| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,269.3 |
2,295.1 |
25.8 |
1.1% |
2,210.2 |
| High |
2,298.7 |
2,304.6 |
5.9 |
0.3% |
2,286.7 |
| Low |
2,256.5 |
2,281.2 |
24.7 |
1.1% |
2,200.5 |
| Close |
2,293.9 |
2,297.0 |
3.1 |
0.1% |
2,268.6 |
| Range |
42.2 |
23.4 |
-18.8 |
-44.5% |
86.2 |
| ATR |
46.0 |
44.4 |
-1.6 |
-3.5% |
0.0 |
| Volume |
170,148 |
177,113 |
6,965 |
4.1% |
705,553 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.5 |
2,354.1 |
2,309.9 |
|
| R3 |
2,341.1 |
2,330.7 |
2,303.4 |
|
| R2 |
2,317.7 |
2,317.7 |
2,301.3 |
|
| R1 |
2,307.3 |
2,307.3 |
2,299.1 |
2,312.5 |
| PP |
2,294.3 |
2,294.3 |
2,294.3 |
2,296.9 |
| S1 |
2,283.9 |
2,283.9 |
2,294.9 |
2,289.1 |
| S2 |
2,270.9 |
2,270.9 |
2,292.7 |
|
| S3 |
2,247.5 |
2,260.5 |
2,290.6 |
|
| S4 |
2,224.1 |
2,237.1 |
2,284.1 |
|
|
| 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 |
2,304.6 |
2,208.8 |
95.8 |
4.2% |
33.9 |
1.5% |
92% |
True |
False |
157,783 |
| 10 |
2,304.6 |
2,152.3 |
152.3 |
6.6% |
38.5 |
1.7% |
95% |
True |
False |
153,932 |
| 20 |
2,304.6 |
2,112.6 |
192.0 |
8.4% |
47.7 |
2.1% |
96% |
True |
False |
176,529 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.1% |
44.6 |
1.9% |
88% |
False |
False |
175,197 |
| 60 |
2,366.0 |
2,092.7 |
273.3 |
11.9% |
49.5 |
2.2% |
75% |
False |
False |
177,912 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.4% |
54.0 |
2.4% |
76% |
False |
False |
133,683 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.8% |
53.0 |
2.3% |
80% |
False |
False |
106,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,404.1 |
|
2.618 |
2,365.9 |
|
1.618 |
2,342.5 |
|
1.000 |
2,328.0 |
|
0.618 |
2,319.1 |
|
HIGH |
2,304.6 |
|
0.618 |
2,295.7 |
|
0.500 |
2,292.9 |
|
0.382 |
2,290.1 |
|
LOW |
2,281.2 |
|
0.618 |
2,266.7 |
|
1.000 |
2,257.8 |
|
1.618 |
2,243.3 |
|
2.618 |
2,219.9 |
|
4.250 |
2,181.8 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,295.6 |
2,291.5 |
| PP |
2,294.3 |
2,286.0 |
| S1 |
2,292.9 |
2,280.6 |
|