Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
37,159.93 |
39,835.21 |
2,675.28 |
7.2% |
37,057.43 |
High |
40,964.58 |
41,299.27 |
334.69 |
0.8% |
38,320.97 |
Low |
34,707.78 |
39,624.16 |
4,916.38 |
14.2% |
31,203.50 |
Close |
39,822.74 |
39,958.32 |
135.58 |
0.3% |
37,180.48 |
Range |
6,256.80 |
1,675.11 |
-4,581.69 |
-73.2% |
7,117.47 |
ATR |
4,092.01 |
3,919.37 |
-172.64 |
-4.2% |
0.00 |
Volume |
110,543 |
91,852 |
-18,691 |
-16.9% |
508,781 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45,319.25 |
44,313.89 |
40,879.63 |
|
R3 |
43,644.14 |
42,638.78 |
40,418.98 |
|
R2 |
41,969.03 |
41,969.03 |
40,265.42 |
|
R1 |
40,963.67 |
40,963.67 |
40,111.87 |
41,466.35 |
PP |
40,293.92 |
40,293.92 |
40,293.92 |
40,545.26 |
S1 |
39,288.56 |
39,288.56 |
39,804.77 |
39,791.24 |
S2 |
38,618.81 |
38,618.81 |
39,651.22 |
|
S3 |
36,943.70 |
37,613.45 |
39,497.66 |
|
S4 |
35,268.59 |
35,938.34 |
39,037.01 |
|
|
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 |
41,299.27 |
32,444.61 |
8,854.66 |
22.2% |
3,279.99 |
8.2% |
85% |
True |
False |
98,442 |
10 |
41,299.27 |
31,203.50 |
10,095.77 |
25.3% |
3,138.67 |
7.9% |
87% |
True |
False |
89,067 |
20 |
45,786.44 |
30,321.04 |
15,465.40 |
38.7% |
4,305.54 |
10.8% |
62% |
False |
False |
100,328 |
40 |
59,558.80 |
30,321.04 |
29,237.76 |
73.2% |
4,253.17 |
10.6% |
33% |
False |
False |
82,782 |
60 |
64,789.27 |
30,321.04 |
34,468.23 |
86.3% |
3,971.08 |
9.9% |
28% |
False |
False |
69,845 |
80 |
64,789.27 |
30,321.04 |
34,468.23 |
86.3% |
4,150.66 |
10.4% |
28% |
False |
False |
72,050 |
100 |
64,789.27 |
28,860.59 |
35,928.68 |
89.9% |
4,045.33 |
10.1% |
31% |
False |
False |
76,716 |
120 |
64,789.27 |
22,384.56 |
42,404.71 |
106.1% |
3,980.43 |
10.0% |
41% |
False |
False |
82,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48,418.49 |
2.618 |
45,684.71 |
1.618 |
44,009.60 |
1.000 |
42,974.38 |
0.618 |
42,334.49 |
HIGH |
41,299.27 |
0.618 |
40,659.38 |
0.500 |
40,461.72 |
0.382 |
40,264.05 |
LOW |
39,624.16 |
0.618 |
38,588.94 |
1.000 |
37,949.05 |
1.618 |
36,913.83 |
2.618 |
35,238.72 |
4.250 |
32,504.94 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
40,461.72 |
39,306.72 |
PP |
40,293.92 |
38,655.12 |
S1 |
40,126.12 |
38,003.53 |
|