| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
36,398.63 |
36,443.88 |
45.25 |
0.1% |
37,057.43 |
| High |
38,320.97 |
37,586.87 |
-734.10 |
-1.9% |
38,320.97 |
| Low |
35,829.45 |
35,987.41 |
157.96 |
0.4% |
31,203.50 |
| Close |
36,444.03 |
37,180.48 |
736.45 |
2.0% |
37,180.48 |
| Range |
2,491.52 |
1,599.46 |
-892.06 |
-35.8% |
7,117.47 |
| ATR |
4,104.41 |
3,925.49 |
-178.93 |
-4.4% |
0.00 |
| Volume |
107,460 |
31,754 |
-75,706 |
-70.5% |
508,781 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41,716.63 |
41,048.02 |
38,060.18 |
|
| R3 |
40,117.17 |
39,448.56 |
37,620.33 |
|
| R2 |
38,517.71 |
38,517.71 |
37,473.71 |
|
| R1 |
37,849.10 |
37,849.10 |
37,327.10 |
38,183.41 |
| PP |
36,918.25 |
36,918.25 |
36,918.25 |
37,085.41 |
| S1 |
36,249.64 |
36,249.64 |
37,033.86 |
36,583.95 |
| S2 |
35,318.79 |
35,318.79 |
36,887.25 |
|
| S3 |
33,719.33 |
34,650.18 |
36,740.63 |
|
| S4 |
32,119.87 |
33,050.72 |
36,300.78 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56,920.73 |
54,168.07 |
41,095.09 |
|
| R3 |
49,803.26 |
47,050.60 |
39,137.78 |
|
| R2 |
42,685.79 |
42,685.79 |
38,485.35 |
|
| R1 |
39,933.13 |
39,933.13 |
37,832.91 |
41,309.46 |
| PP |
35,568.32 |
35,568.32 |
35,568.32 |
36,256.48 |
| S1 |
32,815.66 |
32,815.66 |
36,528.05 |
34,191.99 |
| S2 |
28,450.85 |
28,450.85 |
35,875.61 |
|
| S3 |
21,333.38 |
25,698.19 |
35,223.18 |
|
| S4 |
14,215.91 |
18,580.72 |
33,265.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38,320.97 |
31,203.50 |
7,117.47 |
19.1% |
3,098.79 |
8.3% |
84% |
False |
False |
101,756 |
| 10 |
39,476.07 |
31,203.50 |
8,272.57 |
22.2% |
2,950.51 |
7.9% |
72% |
False |
False |
84,417 |
| 20 |
51,507.79 |
30,321.04 |
21,186.75 |
57.0% |
4,477.88 |
12.0% |
32% |
False |
False |
99,946 |
| 40 |
63,821.08 |
30,321.04 |
33,500.04 |
90.1% |
4,412.54 |
11.9% |
20% |
False |
False |
80,834 |
| 60 |
64,789.27 |
30,321.04 |
34,468.23 |
92.7% |
3,939.44 |
10.6% |
20% |
False |
False |
68,304 |
| 80 |
64,789.27 |
30,321.04 |
34,468.23 |
92.7% |
4,139.58 |
11.1% |
20% |
False |
False |
71,172 |
| 100 |
64,789.27 |
28,860.59 |
35,928.68 |
96.6% |
4,045.33 |
10.9% |
23% |
False |
False |
76,973 |
| 120 |
64,789.27 |
22,013.92 |
42,775.35 |
115.0% |
3,940.85 |
10.6% |
35% |
False |
False |
81,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44,384.58 |
|
2.618 |
41,774.26 |
|
1.618 |
40,174.80 |
|
1.000 |
39,186.33 |
|
0.618 |
38,575.34 |
|
HIGH |
37,586.87 |
|
0.618 |
36,975.88 |
|
0.500 |
36,787.14 |
|
0.382 |
36,598.40 |
|
LOW |
35,987.41 |
|
0.618 |
34,998.94 |
|
1.000 |
34,387.95 |
|
1.618 |
33,399.48 |
|
2.618 |
31,800.02 |
|
4.250 |
29,189.71 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
37,049.37 |
36,581.25 |
| PP |
36,918.25 |
35,982.02 |
| S1 |
36,787.14 |
35,382.79 |
|