| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,521.4640 |
2,401.1350 |
-120.3290 |
-4.8% |
2,705.1530 |
| High |
2,564.7660 |
2,458.6910 |
-106.0750 |
-4.1% |
2,843.2850 |
| Low |
2,382.5350 |
2,306.9020 |
-75.6330 |
-3.2% |
2,318.3120 |
| Close |
2,401.2360 |
2,341.5730 |
-59.6630 |
-2.5% |
2,382.5610 |
| Range |
182.2310 |
151.7890 |
-30.4420 |
-16.7% |
524.9730 |
| ATR |
333.6765 |
320.6846 |
-12.9920 |
-3.9% |
0.0000 |
| Volume |
1,010,186 |
1,046,645 |
36,459 |
3.6% |
6,614,708 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.4223 |
2,734.7867 |
2,425.0570 |
|
| R3 |
2,672.6333 |
2,582.9977 |
2,383.3150 |
|
| R2 |
2,520.8443 |
2,520.8443 |
2,369.4010 |
|
| R1 |
2,431.2087 |
2,431.2087 |
2,355.4870 |
2,400.1320 |
| PP |
2,369.0553 |
2,369.0553 |
2,369.0553 |
2,353.5170 |
| S1 |
2,279.4197 |
2,279.4197 |
2,327.6590 |
2,248.3430 |
| S2 |
2,217.2663 |
2,217.2663 |
2,313.7450 |
|
| S3 |
2,065.4773 |
2,127.6307 |
2,299.8310 |
|
| S4 |
1,913.6883 |
1,975.8417 |
2,258.0891 |
|
|
| 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 |
2,638.3540 |
2,261.3750 |
376.9790 |
16.1% |
186.3904 |
8.0% |
21% |
False |
False |
1,093,622 |
| 10 |
2,870.5160 |
2,261.3750 |
609.1410 |
26.0% |
227.6892 |
9.7% |
13% |
False |
False |
1,190,337 |
| 20 |
2,995.2820 |
1,741.0800 |
1,254.2020 |
53.6% |
335.2556 |
14.3% |
48% |
False |
False |
1,254,232 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
112.3% |
391.1925 |
16.7% |
23% |
False |
False |
1,246,085 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
120.5% |
315.6141 |
13.5% |
28% |
False |
False |
1,051,445 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
131.4% |
273.1668 |
11.7% |
34% |
False |
False |
978,398 |
| 100 |
4,370.7670 |
1,209.5030 |
3,161.2640 |
135.0% |
253.5156 |
10.8% |
36% |
False |
False |
1,010,634 |
| 120 |
4,370.7670 |
552.3810 |
3,818.3860 |
163.1% |
240.9837 |
10.3% |
47% |
False |
False |
1,134,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.7943 |
|
2.618 |
2,856.0746 |
|
1.618 |
2,704.2856 |
|
1.000 |
2,610.4800 |
|
0.618 |
2,552.4966 |
|
HIGH |
2,458.6910 |
|
0.618 |
2,400.7076 |
|
0.500 |
2,382.7965 |
|
0.382 |
2,364.8854 |
|
LOW |
2,306.9020 |
|
0.618 |
2,213.0964 |
|
1.000 |
2,155.1130 |
|
1.618 |
2,061.3074 |
|
2.618 |
1,909.5184 |
|
4.250 |
1,661.7988 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,382.7965 |
2,472.6280 |
| PP |
2,369.0553 |
2,428.9430 |
| S1 |
2,355.3142 |
2,385.2580 |
|