| 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 |
2,561.7040 |
2,467.6450 |
-94.0590 |
-3.7% |
2,705.1530 |
| High |
2,622.2250 |
2,496.6940 |
-125.5310 |
-4.8% |
2,843.2850 |
| Low |
2,431.1500 |
2,370.0330 |
-61.1170 |
-2.5% |
2,318.3120 |
| Close |
2,467.6450 |
2,382.5610 |
-85.0840 |
-3.4% |
2,382.5610 |
| Range |
191.0750 |
126.6610 |
-64.4140 |
-33.7% |
524.9730 |
| ATR |
381.7151 |
363.4969 |
-18.2181 |
-4.8% |
0.0000 |
| Volume |
1,672,658 |
1,054,094 |
-618,564 |
-37.0% |
6,614,708 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.4123 |
2,716.1477 |
2,452.2246 |
|
| R3 |
2,669.7513 |
2,589.4867 |
2,417.3928 |
|
| R2 |
2,543.0903 |
2,543.0903 |
2,405.7822 |
|
| R1 |
2,462.8257 |
2,462.8257 |
2,394.1716 |
2,439.6275 |
| PP |
2,416.4293 |
2,416.4293 |
2,416.4293 |
2,404.8303 |
| S1 |
2,336.1647 |
2,336.1647 |
2,370.9504 |
2,312.9665 |
| S2 |
2,289.7683 |
2,289.7683 |
2,359.3398 |
|
| S3 |
2,163.1073 |
2,209.5037 |
2,347.7292 |
|
| S4 |
2,036.4463 |
2,082.8427 |
2,312.8975 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,089.6383 |
3,761.0727 |
2,671.2962 |
|
| R3 |
3,564.6653 |
3,236.0997 |
2,526.9286 |
|
| R2 |
3,039.6923 |
3,039.6923 |
2,478.8061 |
|
| R1 |
2,711.1267 |
2,711.1267 |
2,430.6835 |
2,612.9230 |
| PP |
2,514.7193 |
2,514.7193 |
2,514.7193 |
2,465.6175 |
| S1 |
2,186.1537 |
2,186.1537 |
2,334.4385 |
2,087.9500 |
| S2 |
1,989.7463 |
1,989.7463 |
2,286.3160 |
|
| S3 |
1,464.7733 |
1,661.1807 |
2,238.1934 |
|
| S4 |
939.8003 |
1,136.2077 |
2,093.8259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,843.2850 |
2,318.3120 |
524.9730 |
22.0% |
231.9094 |
9.7% |
12% |
False |
False |
1,322,941 |
| 10 |
2,888.0110 |
2,318.3120 |
569.6990 |
23.9% |
250.3846 |
10.5% |
11% |
False |
False |
1,144,411 |
| 20 |
4,173.5460 |
1,741.0800 |
2,432.4660 |
102.1% |
464.6680 |
19.5% |
26% |
False |
False |
1,389,522 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
110.4% |
402.5554 |
16.9% |
24% |
False |
False |
1,228,970 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
118.4% |
309.7116 |
13.0% |
30% |
False |
False |
1,015,073 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
129.1% |
277.0833 |
11.6% |
35% |
False |
False |
990,232 |
| 100 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
139.6% |
254.6714 |
10.7% |
40% |
False |
False |
1,037,615 |
| 120 |
4,370.7670 |
552.3810 |
3,818.3860 |
160.3% |
235.8998 |
9.9% |
48% |
False |
False |
1,124,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.0033 |
|
2.618 |
2,828.2925 |
|
1.618 |
2,701.6315 |
|
1.000 |
2,623.3550 |
|
0.618 |
2,574.9705 |
|
HIGH |
2,496.6940 |
|
0.618 |
2,448.3095 |
|
0.500 |
2,433.3635 |
|
0.382 |
2,418.4175 |
|
LOW |
2,370.0330 |
|
0.618 |
2,291.7565 |
|
1.000 |
2,243.3720 |
|
1.618 |
2,165.0955 |
|
2.618 |
2,038.4345 |
|
4.250 |
1,831.7238 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,433.3635 |
2,496.3395 |
| PP |
2,416.4293 |
2,458.4133 |
| S1 |
2,399.4952 |
2,420.4872 |
|