| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,653.9270 |
2,537.6520 |
-116.2750 |
-4.4% |
2,597.9960 |
| High |
2,661.4330 |
2,622.6460 |
-38.7870 |
-1.5% |
2,888.0110 |
| Low |
2,318.3120 |
2,410.8530 |
92.5410 |
4.0% |
2,530.7550 |
| Close |
2,537.6500 |
2,563.0660 |
25.4160 |
1.0% |
2,701.5020 |
| Range |
343.1210 |
211.7930 |
-131.3280 |
-38.3% |
357.2560 |
| ATR |
410.5787 |
396.3797 |
-14.1990 |
-3.5% |
0.0000 |
| Volume |
1,403,558 |
1,343,287 |
-60,271 |
-4.3% |
3,612,496 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,167.5673 |
3,077.1097 |
2,679.5522 |
|
| R3 |
2,955.7743 |
2,865.3167 |
2,621.3091 |
|
| R2 |
2,743.9813 |
2,743.9813 |
2,601.8947 |
|
| R1 |
2,653.5237 |
2,653.5237 |
2,582.4804 |
2,698.7525 |
| PP |
2,532.1883 |
2,532.1883 |
2,532.1883 |
2,554.8028 |
| S1 |
2,441.7307 |
2,441.7307 |
2,543.6516 |
2,486.9595 |
| S2 |
2,320.3953 |
2,320.3953 |
2,524.2373 |
|
| S3 |
2,108.6023 |
2,229.9377 |
2,504.8229 |
|
| S4 |
1,896.8093 |
2,018.1447 |
2,446.5799 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,778.5240 |
3,597.2690 |
2,897.9928 |
|
| R3 |
3,421.2680 |
3,240.0130 |
2,799.7474 |
|
| R2 |
3,064.0120 |
3,064.0120 |
2,766.9989 |
|
| R1 |
2,882.7570 |
2,882.7570 |
2,734.2505 |
2,973.3845 |
| PP |
2,706.7560 |
2,706.7560 |
2,706.7560 |
2,752.0698 |
| S1 |
2,525.5010 |
2,525.5010 |
2,668.7535 |
2,616.1285 |
| S2 |
2,349.5000 |
2,349.5000 |
2,636.0051 |
|
| S3 |
1,992.2440 |
2,168.2450 |
2,603.2566 |
|
| S4 |
1,634.9880 |
1,810.9890 |
2,505.0112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,888.0110 |
2,318.3120 |
569.6990 |
22.2% |
275.1746 |
10.7% |
43% |
False |
False |
1,116,977 |
| 10 |
2,911.7250 |
2,318.3120 |
593.4130 |
23.2% |
280.7966 |
11.0% |
41% |
False |
False |
1,089,428 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
102.6% |
504.4620 |
19.7% |
31% |
False |
False |
1,413,906 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
102.6% |
401.1689 |
15.7% |
31% |
False |
False |
1,197,000 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
110.0% |
307.6723 |
12.0% |
36% |
False |
False |
993,685 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
120.0% |
275.8548 |
10.8% |
41% |
False |
False |
973,603 |
| 100 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
129.8% |
255.2923 |
10.0% |
46% |
False |
False |
1,045,069 |
| 120 |
4,370.7670 |
552.3810 |
3,818.3860 |
149.0% |
234.0742 |
9.1% |
53% |
False |
False |
1,120,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,522.7663 |
|
2.618 |
3,177.1201 |
|
1.618 |
2,965.3271 |
|
1.000 |
2,834.4390 |
|
0.618 |
2,753.5341 |
|
HIGH |
2,622.6460 |
|
0.618 |
2,541.7411 |
|
0.500 |
2,516.7495 |
|
0.382 |
2,491.7579 |
|
LOW |
2,410.8530 |
|
0.618 |
2,279.9649 |
|
1.000 |
2,199.0600 |
|
1.618 |
2,068.1719 |
|
2.618 |
1,856.3789 |
|
4.250 |
1,510.7328 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,547.6272 |
2,580.7985 |
| PP |
2,532.1883 |
2,574.8877 |
| S1 |
2,516.7495 |
2,568.9768 |
|