| 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 |
13,747.80 |
13,873.15 |
125.35 |
0.9% |
13,762.92 |
| High |
13,808.42 |
13,913.40 |
104.98 |
0.8% |
13,784.77 |
| Low |
13,710.11 |
13,746.42 |
36.31 |
0.3% |
13,469.85 |
| Close |
13,802.89 |
13,810.86 |
7.97 |
0.1% |
13,770.77 |
| Range |
98.31 |
166.98 |
68.67 |
69.9% |
314.92 |
| ATR |
188.90 |
187.33 |
-1.57 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,324.50 |
14,234.66 |
13,902.70 |
|
| R3 |
14,157.52 |
14,067.68 |
13,856.78 |
|
| R2 |
13,990.54 |
13,990.54 |
13,841.47 |
|
| R1 |
13,900.70 |
13,900.70 |
13,826.17 |
13,862.13 |
| PP |
13,823.56 |
13,823.56 |
13,823.56 |
13,804.28 |
| S1 |
13,733.72 |
13,733.72 |
13,795.55 |
13,695.15 |
| S2 |
13,656.58 |
13,656.58 |
13,780.25 |
|
| S3 |
13,489.60 |
13,566.74 |
13,764.94 |
|
| S4 |
13,322.62 |
13,399.76 |
13,719.02 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,619.89 |
14,510.25 |
13,943.98 |
|
| R3 |
14,304.97 |
14,195.33 |
13,857.37 |
|
| R2 |
13,990.05 |
13,990.05 |
13,828.51 |
|
| R1 |
13,880.41 |
13,880.41 |
13,799.64 |
13,935.23 |
| PP |
13,675.13 |
13,675.13 |
13,675.13 |
13,702.54 |
| S1 |
13,565.49 |
13,565.49 |
13,741.90 |
13,620.31 |
| S2 |
13,360.21 |
13,360.21 |
13,713.03 |
|
| S3 |
13,045.29 |
13,250.57 |
13,684.17 |
|
| S4 |
12,730.37 |
12,935.65 |
13,597.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,913.40 |
13,469.85 |
443.55 |
3.2% |
135.54 |
1.0% |
77% |
True |
False |
|
| 10 |
13,913.40 |
13,469.85 |
443.55 |
3.2% |
118.31 |
0.9% |
77% |
True |
False |
|
| 20 |
13,913.40 |
12,967.18 |
946.22 |
6.9% |
167.39 |
1.2% |
89% |
True |
False |
|
| 40 |
14,067.10 |
12,967.18 |
1,099.92 |
8.0% |
173.48 |
1.3% |
77% |
False |
False |
|
| 60 |
14,067.10 |
12,627.93 |
1,439.17 |
10.4% |
177.15 |
1.3% |
82% |
False |
False |
|
| 80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.5% |
206.43 |
1.5% |
86% |
False |
False |
|
| 100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.5% |
201.50 |
1.5% |
86% |
False |
False |
|
| 120 |
14,067.10 |
12,208.39 |
1,858.71 |
13.5% |
193.46 |
1.4% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,623.07 |
|
2.618 |
14,350.55 |
|
1.618 |
14,183.57 |
|
1.000 |
14,080.38 |
|
0.618 |
14,016.59 |
|
HIGH |
13,913.40 |
|
0.618 |
13,849.61 |
|
0.500 |
13,829.91 |
|
0.382 |
13,810.21 |
|
LOW |
13,746.42 |
|
0.618 |
13,643.23 |
|
1.000 |
13,579.44 |
|
1.618 |
13,476.25 |
|
2.618 |
13,309.27 |
|
4.250 |
13,036.76 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,829.91 |
13,795.07 |
| PP |
13,823.56 |
13,779.28 |
| S1 |
13,817.21 |
13,763.49 |
|