| 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 |
34,766.20 |
34,645.84 |
-120.36 |
-0.3% |
34,584.19 |
| High |
34,820.91 |
34,665.38 |
-155.53 |
-0.4% |
34,849.32 |
| Low |
34,574.51 |
34,452.94 |
-121.57 |
-0.4% |
34,334.41 |
| Close |
34,630.24 |
34,599.82 |
-30.42 |
-0.1% |
34,756.39 |
| Range |
246.40 |
212.44 |
-33.96 |
-13.8% |
514.91 |
| ATR |
306.14 |
299.45 |
-6.69 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,210.03 |
35,117.37 |
34,716.66 |
|
| R3 |
34,997.59 |
34,904.93 |
34,658.24 |
|
| R2 |
34,785.15 |
34,785.15 |
34,638.77 |
|
| R1 |
34,692.49 |
34,692.49 |
34,619.29 |
34,632.60 |
| PP |
34,572.71 |
34,572.71 |
34,572.71 |
34,542.77 |
| S1 |
34,480.05 |
34,480.05 |
34,580.35 |
34,420.16 |
| S2 |
34,360.27 |
34,360.27 |
34,560.87 |
|
| S3 |
34,147.83 |
34,267.61 |
34,541.40 |
|
| S4 |
33,935.39 |
34,055.17 |
34,482.98 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,191.44 |
35,988.82 |
35,039.59 |
|
| R3 |
35,676.53 |
35,473.91 |
34,897.99 |
|
| R2 |
35,161.62 |
35,161.62 |
34,850.79 |
|
| R1 |
34,959.00 |
34,959.00 |
34,803.59 |
35,060.31 |
| PP |
34,646.71 |
34,646.71 |
34,646.71 |
34,697.36 |
| S1 |
34,444.09 |
34,444.09 |
34,709.19 |
34,545.40 |
| S2 |
34,131.80 |
34,131.80 |
34,661.99 |
|
| S3 |
33,616.89 |
33,929.18 |
34,614.79 |
|
| S4 |
33,101.98 |
33,414.27 |
34,473.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,820.91 |
34,334.41 |
486.50 |
1.4% |
221.19 |
0.6% |
55% |
False |
False |
|
| 10 |
34,849.32 |
34,266.03 |
583.29 |
1.7% |
212.32 |
0.6% |
57% |
False |
False |
|
| 20 |
34,849.32 |
33,473.80 |
1,375.52 |
4.0% |
307.53 |
0.9% |
82% |
False |
False |
|
| 40 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
299.39 |
0.9% |
70% |
False |
False |
|
| 60 |
35,091.56 |
32,074.60 |
3,016.96 |
8.7% |
296.70 |
0.9% |
84% |
False |
False |
|
| 80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.1% |
329.59 |
1.0% |
89% |
False |
False |
|
| 100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.1% |
329.69 |
1.0% |
91% |
False |
False |
|
| 120 |
35,091.56 |
29,755.53 |
5,336.03 |
15.4% |
326.04 |
0.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,568.25 |
|
2.618 |
35,221.55 |
|
1.618 |
35,009.11 |
|
1.000 |
34,877.82 |
|
0.618 |
34,796.67 |
|
HIGH |
34,665.38 |
|
0.618 |
34,584.23 |
|
0.500 |
34,559.16 |
|
0.382 |
34,534.09 |
|
LOW |
34,452.94 |
|
0.618 |
34,321.65 |
|
1.000 |
34,240.50 |
|
1.618 |
34,109.21 |
|
2.618 |
33,896.77 |
|
4.250 |
33,550.07 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
34,586.27 |
34,636.93 |
| PP |
34,572.71 |
34,624.56 |
| S1 |
34,559.16 |
34,612.19 |
|