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 |
1,899.8 |
1,906.8 |
7.0 |
0.4% |
1,885.6 |
High |
1,908.8 |
1,919.2 |
10.4 |
0.5% |
1,915.6 |
Low |
1,884.3 |
1,894.5 |
10.2 |
0.5% |
1,875.4 |
Close |
1,905.3 |
1,905.0 |
-0.3 |
0.0% |
1,905.3 |
Range |
24.5 |
24.7 |
0.2 |
0.8% |
40.2 |
ATR |
23.2 |
23.3 |
0.1 |
0.5% |
0.0 |
Volume |
198,141 |
290,653 |
92,512 |
46.7% |
820,539 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.3 |
1,967.4 |
1,918.6 |
|
R3 |
1,955.6 |
1,942.7 |
1,911.8 |
|
R2 |
1,930.9 |
1,930.9 |
1,909.5 |
|
R1 |
1,918.0 |
1,918.0 |
1,907.3 |
1,912.1 |
PP |
1,906.2 |
1,906.2 |
1,906.2 |
1,903.3 |
S1 |
1,893.3 |
1,893.3 |
1,902.7 |
1,887.4 |
S2 |
1,881.5 |
1,881.5 |
1,900.5 |
|
S3 |
1,856.8 |
1,868.6 |
1,898.2 |
|
S4 |
1,832.1 |
1,843.9 |
1,891.4 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.4 |
2,002.5 |
1,927.4 |
|
R3 |
1,979.2 |
1,962.3 |
1,916.4 |
|
R2 |
1,939.0 |
1,939.0 |
1,912.7 |
|
R1 |
1,922.1 |
1,922.1 |
1,909.0 |
1,930.6 |
PP |
1,898.8 |
1,898.8 |
1,898.8 |
1,903.0 |
S1 |
1,881.9 |
1,881.9 |
1,901.6 |
1,890.4 |
S2 |
1,858.6 |
1,858.6 |
1,897.9 |
|
S3 |
1,818.4 |
1,841.7 |
1,894.2 |
|
S4 |
1,778.2 |
1,801.5 |
1,883.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,919.2 |
1,875.4 |
43.8 |
2.3% |
23.2 |
1.2% |
68% |
True |
False |
211,071 |
10 |
1,919.2 |
1,854.4 |
64.8 |
3.4% |
22.0 |
1.2% |
78% |
True |
False |
131,749 |
20 |
1,919.2 |
1,771.5 |
147.7 |
7.8% |
24.2 |
1.3% |
90% |
True |
False |
84,861 |
40 |
1,919.2 |
1,725.5 |
193.7 |
10.2% |
22.9 |
1.2% |
93% |
True |
False |
44,842 |
60 |
1,919.2 |
1,678.4 |
240.8 |
12.6% |
23.2 |
1.2% |
94% |
True |
False |
30,933 |
80 |
1,919.2 |
1,678.4 |
240.8 |
12.6% |
24.6 |
1.3% |
94% |
True |
False |
23,717 |
100 |
1,938.0 |
1,678.4 |
259.6 |
13.6% |
25.6 |
1.3% |
87% |
False |
False |
19,317 |
120 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
25.5 |
1.3% |
77% |
False |
False |
16,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.2 |
2.618 |
1,983.9 |
1.618 |
1,959.2 |
1.000 |
1,943.9 |
0.618 |
1,934.5 |
HIGH |
1,919.2 |
0.618 |
1,909.8 |
0.500 |
1,906.9 |
0.382 |
1,903.9 |
LOW |
1,894.5 |
0.618 |
1,879.2 |
1.000 |
1,869.8 |
1.618 |
1,854.5 |
2.618 |
1,829.8 |
4.250 |
1,789.5 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,906.9 |
1,903.9 |
PP |
1,906.2 |
1,902.8 |
S1 |
1,905.6 |
1,901.8 |
|