| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
13,762.92 |
13,661.08 |
-101.84 |
-0.7% |
13,504.39 |
| High |
13,773.45 |
13,712.68 |
-60.77 |
-0.4% |
13,765.80 |
| Low |
13,602.12 |
13,610.16 |
8.04 |
0.1% |
13,500.12 |
| Close |
13,654.59 |
13,675.79 |
21.20 |
0.2% |
13,686.51 |
| Range |
171.33 |
102.52 |
-68.81 |
-40.2% |
265.68 |
| ATR |
196.93 |
190.19 |
-6.74 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,973.77 |
13,927.30 |
13,732.18 |
|
| R3 |
13,871.25 |
13,824.78 |
13,703.98 |
|
| R2 |
13,768.73 |
13,768.73 |
13,694.59 |
|
| R1 |
13,722.26 |
13,722.26 |
13,685.19 |
13,745.50 |
| PP |
13,666.21 |
13,666.21 |
13,666.21 |
13,677.83 |
| S1 |
13,619.74 |
13,619.74 |
13,666.39 |
13,642.98 |
| S2 |
13,563.69 |
13,563.69 |
13,656.99 |
|
| S3 |
13,461.17 |
13,517.22 |
13,647.60 |
|
| S4 |
13,358.65 |
13,414.70 |
13,619.40 |
|
|
| 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% |
98.49 |
0.7% |
43% |
False |
False |
|
| 10 |
13,773.45 |
12,994.35 |
779.10 |
5.7% |
145.02 |
1.1% |
87% |
False |
False |
|
| 20 |
13,814.65 |
12,967.18 |
847.47 |
6.2% |
180.46 |
1.3% |
84% |
False |
False |
|
| 40 |
14,067.10 |
12,967.18 |
1,099.92 |
8.0% |
170.15 |
1.2% |
64% |
False |
False |
|
| 60 |
14,067.10 |
12,592.83 |
1,474.27 |
10.8% |
182.42 |
1.3% |
73% |
False |
False |
|
| 80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
205.66 |
1.5% |
79% |
False |
False |
|
| 100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
201.89 |
1.5% |
79% |
False |
False |
|
| 120 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
195.45 |
1.4% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,148.39 |
|
2.618 |
13,981.08 |
|
1.618 |
13,878.56 |
|
1.000 |
13,815.20 |
|
0.618 |
13,776.04 |
|
HIGH |
13,712.68 |
|
0.618 |
13,673.52 |
|
0.500 |
13,661.42 |
|
0.382 |
13,649.32 |
|
LOW |
13,610.16 |
|
0.618 |
13,546.80 |
|
1.000 |
13,507.64 |
|
1.618 |
13,444.28 |
|
2.618 |
13,341.76 |
|
4.250 |
13,174.45 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,671.00 |
13,687.79 |
| PP |
13,666.21 |
13,683.79 |
| S1 |
13,661.42 |
13,679.79 |
|