| 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 |
13,717.00 |
13,762.92 |
45.92 |
0.3% |
13,504.39 |
| High |
13,765.80 |
13,773.45 |
7.65 |
0.1% |
13,765.80 |
| Low |
13,684.83 |
13,602.12 |
-82.71 |
-0.6% |
13,500.12 |
| Close |
13,686.51 |
13,654.59 |
-31.92 |
-0.2% |
13,686.51 |
| Range |
80.97 |
171.33 |
90.36 |
111.6% |
265.68 |
| ATR |
198.90 |
196.93 |
-1.97 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,190.71 |
14,093.98 |
13,748.82 |
|
| R3 |
14,019.38 |
13,922.65 |
13,701.71 |
|
| R2 |
13,848.05 |
13,848.05 |
13,686.00 |
|
| R1 |
13,751.32 |
13,751.32 |
13,670.30 |
13,714.02 |
| PP |
13,676.72 |
13,676.72 |
13,676.72 |
13,658.07 |
| S1 |
13,579.99 |
13,579.99 |
13,638.88 |
13,542.69 |
| S2 |
13,505.39 |
13,505.39 |
13,623.18 |
|
| S3 |
13,334.06 |
13,408.66 |
13,607.47 |
|
| S4 |
13,162.73 |
13,237.33 |
13,560.36 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,447.85 |
14,332.86 |
13,832.63 |
|
| R3 |
14,182.17 |
14,067.18 |
13,759.57 |
|
| R2 |
13,916.49 |
13,916.49 |
13,735.22 |
|
| R1 |
13,801.50 |
13,801.50 |
13,710.86 |
13,859.00 |
| PP |
13,650.81 |
13,650.81 |
13,650.81 |
13,679.56 |
| S1 |
13,535.82 |
13,535.82 |
13,662.16 |
13,593.32 |
| S2 |
13,385.13 |
13,385.13 |
13,637.80 |
|
| S3 |
13,119.45 |
13,270.14 |
13,613.45 |
|
| S4 |
12,853.77 |
13,004.46 |
13,540.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,773.45 |
13,602.12 |
171.33 |
1.3% |
101.07 |
0.7% |
31% |
True |
True |
|
| 10 |
13,773.45 |
12,994.35 |
779.10 |
5.7% |
153.54 |
1.1% |
85% |
True |
False |
|
| 20 |
13,814.65 |
12,967.18 |
847.47 |
6.2% |
190.80 |
1.4% |
81% |
False |
False |
|
| 40 |
14,067.10 |
12,967.18 |
1,099.92 |
8.1% |
170.31 |
1.2% |
62% |
False |
False |
|
| 60 |
14,067.10 |
12,287.57 |
1,779.53 |
13.0% |
187.89 |
1.4% |
77% |
False |
False |
|
| 80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
205.81 |
1.5% |
78% |
False |
False |
|
| 100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
203.06 |
1.5% |
78% |
False |
False |
|
| 120 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
195.81 |
1.4% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,501.60 |
|
2.618 |
14,221.99 |
|
1.618 |
14,050.66 |
|
1.000 |
13,944.78 |
|
0.618 |
13,879.33 |
|
HIGH |
13,773.45 |
|
0.618 |
13,708.00 |
|
0.500 |
13,687.79 |
|
0.382 |
13,667.57 |
|
LOW |
13,602.12 |
|
0.618 |
13,496.24 |
|
1.000 |
13,430.79 |
|
1.618 |
13,324.91 |
|
2.618 |
13,153.58 |
|
4.250 |
12,873.97 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,687.79 |
13,687.79 |
| PP |
13,676.72 |
13,676.72 |
| S1 |
13,665.66 |
13,665.66 |
|