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 |
7,042.0 |
7,071.0 |
29.0 |
0.4% |
7,009.5 |
High |
7,112.5 |
7,116.5 |
4.0 |
0.1% |
7,070.5 |
Low |
6,982.5 |
7,060.0 |
77.5 |
1.1% |
6,990.5 |
Close |
7,078.0 |
7,095.0 |
17.0 |
0.2% |
7,023.5 |
Range |
130.0 |
56.5 |
-73.5 |
-56.5% |
80.0 |
ATR |
90.5 |
88.1 |
-2.4 |
-2.7% |
0.0 |
Volume |
114,480 |
93,407 |
-21,073 |
-18.4% |
411,929 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,260.0 |
7,234.0 |
7,126.0 |
|
R3 |
7,203.5 |
7,177.5 |
7,110.5 |
|
R2 |
7,147.0 |
7,147.0 |
7,105.5 |
|
R1 |
7,121.0 |
7,121.0 |
7,100.0 |
7,134.0 |
PP |
7,090.5 |
7,090.5 |
7,090.5 |
7,097.0 |
S1 |
7,064.5 |
7,064.5 |
7,090.0 |
7,077.5 |
S2 |
7,034.0 |
7,034.0 |
7,084.5 |
|
S3 |
6,977.5 |
7,008.0 |
7,079.5 |
|
S4 |
6,921.0 |
6,951.5 |
7,064.0 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,268.0 |
7,226.0 |
7,067.5 |
|
R3 |
7,188.0 |
7,146.0 |
7,045.5 |
|
R2 |
7,108.0 |
7,108.0 |
7,038.0 |
|
R1 |
7,066.0 |
7,066.0 |
7,031.0 |
7,087.0 |
PP |
7,028.0 |
7,028.0 |
7,028.0 |
7,039.0 |
S1 |
6,986.0 |
6,986.0 |
7,016.0 |
7,007.0 |
S2 |
6,948.0 |
6,948.0 |
7,009.0 |
|
S3 |
6,868.0 |
6,906.0 |
7,001.5 |
|
S4 |
6,788.0 |
6,826.0 |
6,979.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,116.5 |
6,982.5 |
134.0 |
1.9% |
66.5 |
0.9% |
84% |
True |
False |
96,898 |
10 |
7,116.5 |
6,876.5 |
240.0 |
3.4% |
75.0 |
1.1% |
91% |
True |
False |
91,701 |
20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
93.0 |
1.3% |
86% |
False |
False |
92,189 |
40 |
7,143.5 |
6,709.0 |
434.5 |
6.1% |
83.0 |
1.2% |
89% |
False |
False |
87,949 |
60 |
7,143.5 |
6,491.0 |
652.5 |
9.2% |
82.5 |
1.2% |
93% |
False |
False |
90,423 |
80 |
7,143.5 |
6,380.0 |
763.5 |
10.8% |
78.5 |
1.1% |
94% |
False |
False |
67,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,356.5 |
2.618 |
7,264.5 |
1.618 |
7,208.0 |
1.000 |
7,173.0 |
0.618 |
7,151.5 |
HIGH |
7,116.5 |
0.618 |
7,095.0 |
0.500 |
7,088.0 |
0.382 |
7,081.5 |
LOW |
7,060.0 |
0.618 |
7,025.0 |
1.000 |
7,003.5 |
1.618 |
6,968.5 |
2.618 |
6,912.0 |
4.250 |
6,820.0 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
7,093.0 |
7,080.0 |
PP |
7,090.5 |
7,064.5 |
S1 |
7,088.0 |
7,049.5 |
|