| 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 |
7,071.0 |
7,106.5 |
35.5 |
0.5% |
7,009.5 |
| High |
7,116.5 |
7,120.0 |
3.5 |
0.0% |
7,070.5 |
| Low |
7,060.0 |
7,009.5 |
-50.5 |
-0.7% |
6,990.5 |
| Close |
7,095.0 |
7,068.5 |
-26.5 |
-0.4% |
7,023.5 |
| Range |
56.5 |
110.5 |
54.0 |
95.6% |
80.0 |
| ATR |
88.1 |
89.7 |
1.6 |
1.8% |
0.0 |
| Volume |
93,407 |
80,009 |
-13,398 |
-14.3% |
411,929 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,397.5 |
7,343.5 |
7,129.5 |
|
| R3 |
7,287.0 |
7,233.0 |
7,099.0 |
|
| R2 |
7,176.5 |
7,176.5 |
7,089.0 |
|
| R1 |
7,122.5 |
7,122.5 |
7,078.5 |
7,094.0 |
| PP |
7,066.0 |
7,066.0 |
7,066.0 |
7,052.0 |
| S1 |
7,012.0 |
7,012.0 |
7,058.5 |
6,984.0 |
| S2 |
6,955.5 |
6,955.5 |
7,048.0 |
|
| S3 |
6,845.0 |
6,901.5 |
7,038.0 |
|
| S4 |
6,734.5 |
6,791.0 |
7,007.5 |
|
|
| 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 |
7,120.0 |
6,982.5 |
137.5 |
1.9% |
78.0 |
1.1% |
63% |
True |
False |
97,308 |
| 10 |
7,120.0 |
6,916.0 |
204.0 |
2.9% |
74.0 |
1.1% |
75% |
True |
False |
87,750 |
| 20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
93.0 |
1.3% |
78% |
False |
False |
91,881 |
| 40 |
7,143.5 |
6,781.0 |
362.5 |
5.1% |
83.5 |
1.2% |
79% |
False |
False |
87,615 |
| 60 |
7,143.5 |
6,540.5 |
603.0 |
8.5% |
82.0 |
1.2% |
88% |
False |
False |
91,734 |
| 80 |
7,143.5 |
6,380.0 |
763.5 |
10.8% |
79.5 |
1.1% |
90% |
False |
False |
68,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,589.5 |
|
2.618 |
7,409.5 |
|
1.618 |
7,299.0 |
|
1.000 |
7,230.5 |
|
0.618 |
7,188.5 |
|
HIGH |
7,120.0 |
|
0.618 |
7,078.0 |
|
0.500 |
7,065.0 |
|
0.382 |
7,051.5 |
|
LOW |
7,009.5 |
|
0.618 |
6,941.0 |
|
1.000 |
6,899.0 |
|
1.618 |
6,830.5 |
|
2.618 |
6,720.0 |
|
4.250 |
6,540.0 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,067.0 |
7,063.0 |
| PP |
7,066.0 |
7,057.0 |
| S1 |
7,065.0 |
7,051.0 |
|