| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,910.5 |
1,872.7 |
-37.8 |
-2.0% |
1,906.8 |
| High |
1,912.3 |
1,899.0 |
-13.3 |
-0.7% |
1,919.2 |
| Low |
1,866.7 |
1,855.6 |
-11.1 |
-0.6% |
1,855.6 |
| Close |
1,873.3 |
1,892.0 |
18.7 |
1.0% |
1,892.0 |
| Range |
45.6 |
43.4 |
-2.2 |
-4.8% |
63.6 |
| ATR |
24.4 |
25.8 |
1.4 |
5.6% |
0.0 |
| Volume |
278,578 |
228,826 |
-49,752 |
-17.9% |
964,093 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,012.4 |
1,995.6 |
1,915.9 |
|
| R3 |
1,969.0 |
1,952.2 |
1,903.9 |
|
| R2 |
1,925.6 |
1,925.6 |
1,900.0 |
|
| R1 |
1,908.8 |
1,908.8 |
1,896.0 |
1,917.2 |
| PP |
1,882.2 |
1,882.2 |
1,882.2 |
1,886.4 |
| S1 |
1,865.4 |
1,865.4 |
1,888.0 |
1,873.8 |
| S2 |
1,838.8 |
1,838.8 |
1,884.0 |
|
| S3 |
1,795.4 |
1,822.0 |
1,880.1 |
|
| S4 |
1,752.0 |
1,778.6 |
1,868.1 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.7 |
2,049.5 |
1,927.0 |
|
| R3 |
2,016.1 |
1,985.9 |
1,909.5 |
|
| R2 |
1,952.5 |
1,952.5 |
1,903.7 |
|
| R1 |
1,922.3 |
1,922.3 |
1,897.8 |
1,905.6 |
| PP |
1,888.9 |
1,888.9 |
1,888.9 |
1,880.6 |
| S1 |
1,858.7 |
1,858.7 |
1,886.2 |
1,842.0 |
| S2 |
1,825.3 |
1,825.3 |
1,880.3 |
|
| S3 |
1,761.7 |
1,795.1 |
1,874.5 |
|
| S4 |
1,698.1 |
1,731.5 |
1,857.0 |
|
|
| 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 |
1,855.6 |
63.6 |
3.4% |
30.7 |
1.6% |
57% |
False |
True |
232,446 |
| 10 |
1,919.2 |
1,855.6 |
63.6 |
3.4% |
25.2 |
1.3% |
57% |
False |
True |
183,766 |
| 20 |
1,919.2 |
1,810.7 |
108.5 |
5.7% |
25.1 |
1.3% |
75% |
False |
False |
115,859 |
| 40 |
1,919.2 |
1,725.5 |
193.7 |
10.2% |
24.1 |
1.3% |
86% |
False |
False |
61,438 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
12.7% |
23.4 |
1.2% |
89% |
False |
False |
41,829 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
25.0 |
1.3% |
89% |
False |
False |
32,065 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
25.3 |
1.3% |
89% |
False |
False |
25,970 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.5% |
25.7 |
1.4% |
73% |
False |
False |
21,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.5 |
|
2.618 |
2,012.6 |
|
1.618 |
1,969.2 |
|
1.000 |
1,942.4 |
|
0.618 |
1,925.8 |
|
HIGH |
1,899.0 |
|
0.618 |
1,882.4 |
|
0.500 |
1,877.3 |
|
0.382 |
1,872.2 |
|
LOW |
1,855.6 |
|
0.618 |
1,828.8 |
|
1.000 |
1,812.2 |
|
1.618 |
1,785.4 |
|
2.618 |
1,742.0 |
|
4.250 |
1,671.2 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,887.1 |
1,889.3 |
| PP |
1,882.2 |
1,886.6 |
| S1 |
1,877.3 |
1,884.0 |
|