| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,295.1 |
2,298.0 |
2.9 |
0.1% |
2,210.2 |
| High |
2,304.6 |
2,303.3 |
-1.3 |
-0.1% |
2,286.7 |
| Low |
2,281.2 |
2,252.7 |
-28.5 |
-1.2% |
2,200.5 |
| Close |
2,297.0 |
2,277.2 |
-19.8 |
-0.9% |
2,268.6 |
| Range |
23.4 |
50.6 |
27.2 |
116.2% |
86.2 |
| ATR |
44.4 |
44.8 |
0.4 |
1.0% |
0.0 |
| Volume |
177,113 |
200,157 |
23,044 |
13.0% |
705,553 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.5 |
2,404.0 |
2,305.0 |
|
| R3 |
2,378.9 |
2,353.4 |
2,291.1 |
|
| R2 |
2,328.3 |
2,328.3 |
2,286.5 |
|
| R1 |
2,302.8 |
2,302.8 |
2,281.8 |
2,290.3 |
| PP |
2,277.7 |
2,277.7 |
2,277.7 |
2,271.5 |
| S1 |
2,252.2 |
2,252.2 |
2,272.6 |
2,239.7 |
| S2 |
2,227.1 |
2,227.1 |
2,267.9 |
|
| S3 |
2,176.5 |
2,201.6 |
2,263.3 |
|
| S4 |
2,125.9 |
2,151.0 |
2,249.4 |
|
|
| 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 |
2,239.3 |
65.3 |
2.9% |
35.8 |
1.6% |
58% |
False |
False |
169,960 |
| 10 |
2,304.6 |
2,170.2 |
134.4 |
5.9% |
37.8 |
1.7% |
80% |
False |
False |
154,153 |
| 20 |
2,304.6 |
2,112.6 |
192.0 |
8.4% |
48.5 |
2.1% |
86% |
False |
False |
178,166 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.2% |
44.5 |
2.0% |
78% |
False |
False |
176,095 |
| 60 |
2,366.0 |
2,092.7 |
273.3 |
12.0% |
49.3 |
2.2% |
68% |
False |
False |
181,126 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.5% |
53.9 |
2.4% |
69% |
False |
False |
136,184 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.9% |
52.9 |
2.3% |
74% |
False |
False |
108,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,518.4 |
|
2.618 |
2,435.8 |
|
1.618 |
2,385.2 |
|
1.000 |
2,353.9 |
|
0.618 |
2,334.6 |
|
HIGH |
2,303.3 |
|
0.618 |
2,284.0 |
|
0.500 |
2,278.0 |
|
0.382 |
2,272.0 |
|
LOW |
2,252.7 |
|
0.618 |
2,221.4 |
|
1.000 |
2,202.1 |
|
1.618 |
2,170.8 |
|
2.618 |
2,120.2 |
|
4.250 |
2,037.7 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,278.0 |
2,278.7 |
| PP |
2,277.7 |
2,278.2 |
| S1 |
2,277.5 |
2,277.7 |
|