| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,467.6450 |
2,378.8760 |
-88.7690 |
-3.6% |
2,705.1530 |
| High |
2,496.6940 |
2,606.2230 |
109.5290 |
4.4% |
2,843.2850 |
| Low |
2,370.0330 |
2,261.3750 |
-108.6580 |
-4.6% |
2,318.3120 |
| Close |
2,382.5610 |
2,541.2030 |
158.6420 |
6.7% |
2,382.5610 |
| Range |
126.6610 |
344.8480 |
218.1870 |
172.3% |
524.9730 |
| ATR |
363.4969 |
362.1649 |
-1.3321 |
-0.4% |
0.0000 |
| Volume |
1,054,094 |
1,114,588 |
60,494 |
5.7% |
6,614,708 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,504.1443 |
3,367.5217 |
2,730.8694 |
|
| R3 |
3,159.2963 |
3,022.6737 |
2,636.0362 |
|
| R2 |
2,814.4483 |
2,814.4483 |
2,604.4251 |
|
| R1 |
2,677.8257 |
2,677.8257 |
2,572.8141 |
2,746.1370 |
| PP |
2,469.6003 |
2,469.6003 |
2,469.6003 |
2,503.7560 |
| S1 |
2,332.9777 |
2,332.9777 |
2,509.5919 |
2,401.2890 |
| S2 |
2,124.7523 |
2,124.7523 |
2,477.9809 |
|
| S3 |
1,779.9043 |
1,988.1297 |
2,446.3698 |
|
| S4 |
1,435.0563 |
1,643.2817 |
2,351.5366 |
|
|
| 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 |
2,661.4330 |
2,261.3750 |
400.0580 |
15.7% |
243.4996 |
9.6% |
70% |
False |
True |
1,317,637 |
| 10 |
2,888.0110 |
2,261.3750 |
626.6360 |
24.7% |
248.5363 |
9.8% |
45% |
False |
True |
1,134,179 |
| 20 |
4,131.2460 |
1,741.0800 |
2,390.1660 |
94.1% |
454.2260 |
17.9% |
33% |
False |
False |
1,382,778 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
103.5% |
405.4483 |
16.0% |
30% |
False |
False |
1,236,824 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
111.0% |
313.9964 |
12.4% |
35% |
False |
False |
1,023,466 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
121.0% |
279.9218 |
11.0% |
41% |
False |
False |
995,006 |
| 100 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
130.9% |
256.2338 |
10.1% |
45% |
False |
False |
1,032,570 |
| 120 |
4,370.7670 |
552.3810 |
3,818.3860 |
150.3% |
238.4951 |
9.4% |
52% |
False |
False |
1,127,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,071.8270 |
|
2.618 |
3,509.0351 |
|
1.618 |
3,164.1871 |
|
1.000 |
2,951.0710 |
|
0.618 |
2,819.3391 |
|
HIGH |
2,606.2230 |
|
0.618 |
2,474.4911 |
|
0.500 |
2,433.7990 |
|
0.382 |
2,393.1069 |
|
LOW |
2,261.3750 |
|
0.618 |
2,048.2589 |
|
1.000 |
1,916.5270 |
|
1.618 |
1,703.4109 |
|
2.618 |
1,358.5629 |
|
4.250 |
795.7710 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,505.4017 |
2,508.0687 |
| PP |
2,469.6003 |
2,474.9343 |
| S1 |
2,433.7990 |
2,441.8000 |
|