| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,894.3 |
1,901.6 |
7.3 |
0.4% |
1,906.8 |
| High |
1,902.9 |
1,906.9 |
4.0 |
0.2% |
1,919.2 |
| Low |
1,883.7 |
1,885.7 |
2.0 |
0.1% |
1,855.6 |
| Close |
1,898.8 |
1,894.4 |
-4.4 |
-0.2% |
1,892.0 |
| Range |
19.2 |
21.2 |
2.0 |
10.4% |
63.6 |
| ATR |
25.3 |
25.0 |
-0.3 |
-1.2% |
0.0 |
| Volume |
146,018 |
173,604 |
27,586 |
18.9% |
964,093 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.3 |
1,948.0 |
1,906.1 |
|
| R3 |
1,938.1 |
1,926.8 |
1,900.2 |
|
| R2 |
1,916.9 |
1,916.9 |
1,898.3 |
|
| R1 |
1,905.6 |
1,905.6 |
1,896.3 |
1,900.7 |
| PP |
1,895.7 |
1,895.7 |
1,895.7 |
1,893.2 |
| S1 |
1,884.4 |
1,884.4 |
1,892.5 |
1,879.5 |
| S2 |
1,874.5 |
1,874.5 |
1,890.5 |
|
| S3 |
1,853.3 |
1,863.2 |
1,888.6 |
|
| S4 |
1,832.1 |
1,842.0 |
1,882.7 |
|
|
| 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 |
1,912.3 |
1,855.6 |
56.7 |
3.0% |
29.0 |
1.5% |
68% |
False |
False |
198,612 |
| 10 |
1,919.2 |
1,855.6 |
63.6 |
3.4% |
26.1 |
1.4% |
61% |
False |
False |
204,841 |
| 20 |
1,919.2 |
1,810.7 |
108.5 |
5.7% |
24.8 |
1.3% |
77% |
False |
False |
127,270 |
| 40 |
1,919.2 |
1,725.5 |
193.7 |
10.2% |
24.0 |
1.3% |
87% |
False |
False |
69,238 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
12.7% |
23.3 |
1.2% |
90% |
False |
False |
47,066 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
24.9 |
1.3% |
90% |
False |
False |
36,019 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
25.2 |
1.3% |
90% |
False |
False |
29,134 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.5% |
25.6 |
1.4% |
74% |
False |
False |
24,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,997.0 |
|
2.618 |
1,962.4 |
|
1.618 |
1,941.2 |
|
1.000 |
1,928.1 |
|
0.618 |
1,920.0 |
|
HIGH |
1,906.9 |
|
0.618 |
1,898.8 |
|
0.500 |
1,896.3 |
|
0.382 |
1,893.8 |
|
LOW |
1,885.7 |
|
0.618 |
1,872.6 |
|
1.000 |
1,864.5 |
|
1.618 |
1,851.4 |
|
2.618 |
1,830.2 |
|
4.250 |
1,795.6 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,896.3 |
1,890.0 |
| PP |
1,895.7 |
1,885.6 |
| S1 |
1,895.0 |
1,881.3 |
|