| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,537.6520 |
2,561.7040 |
24.0520 |
0.9% |
2,597.9960 |
| High |
2,622.6460 |
2,622.2250 |
-0.4210 |
0.0% |
2,888.0110 |
| Low |
2,410.8530 |
2,431.1500 |
20.2970 |
0.8% |
2,530.7550 |
| Close |
2,563.0660 |
2,467.6450 |
-95.4210 |
-3.7% |
2,701.5020 |
| Range |
211.7930 |
191.0750 |
-20.7180 |
-9.8% |
357.2560 |
| ATR |
396.3797 |
381.7151 |
-14.6646 |
-3.7% |
0.0000 |
| Volume |
1,343,287 |
1,672,658 |
329,371 |
24.5% |
3,612,496 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,080.2317 |
2,965.0133 |
2,572.7363 |
|
| R3 |
2,889.1567 |
2,773.9383 |
2,520.1906 |
|
| R2 |
2,698.0817 |
2,698.0817 |
2,502.6754 |
|
| R1 |
2,582.8633 |
2,582.8633 |
2,485.1602 |
2,544.9350 |
| PP |
2,507.0067 |
2,507.0067 |
2,507.0067 |
2,488.0425 |
| S1 |
2,391.7883 |
2,391.7883 |
2,450.1298 |
2,353.8600 |
| S2 |
2,315.9317 |
2,315.9317 |
2,432.6146 |
|
| S3 |
2,124.8567 |
2,200.7133 |
2,415.0994 |
|
| S4 |
1,933.7817 |
2,009.6383 |
2,362.5538 |
|
|
| 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 |
2,870.5160 |
2,318.3120 |
552.2040 |
22.4% |
268.9880 |
10.9% |
27% |
False |
False |
1,287,053 |
| 10 |
2,888.0110 |
2,318.3120 |
569.6990 |
23.1% |
262.2084 |
10.6% |
26% |
False |
False |
1,135,419 |
| 20 |
4,239.5830 |
1,741.0800 |
2,498.5030 |
101.3% |
492.7027 |
20.0% |
29% |
False |
False |
1,425,593 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
106.6% |
402.6828 |
16.3% |
28% |
False |
False |
1,218,799 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
114.3% |
309.1367 |
12.5% |
33% |
False |
False |
1,009,098 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
124.7% |
276.9966 |
11.2% |
38% |
False |
False |
985,468 |
| 100 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
134.8% |
255.4424 |
10.4% |
43% |
False |
False |
1,045,151 |
| 120 |
4,370.7670 |
552.3810 |
3,818.3860 |
154.7% |
235.2443 |
9.5% |
50% |
False |
False |
1,127,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,434.2938 |
|
2.618 |
3,122.4594 |
|
1.618 |
2,931.3844 |
|
1.000 |
2,813.3000 |
|
0.618 |
2,740.3094 |
|
HIGH |
2,622.2250 |
|
0.618 |
2,549.2344 |
|
0.500 |
2,526.6875 |
|
0.382 |
2,504.1407 |
|
LOW |
2,431.1500 |
|
0.618 |
2,313.0657 |
|
1.000 |
2,240.0750 |
|
1.618 |
2,121.9907 |
|
2.618 |
1,930.9157 |
|
4.250 |
1,619.0813 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,526.6875 |
2,489.8725 |
| PP |
2,507.0067 |
2,482.4633 |
| S1 |
2,487.3258 |
2,475.0542 |
|