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 |
1,898.74 |
1,876.35 |
-22.39 |
-1.2% |
1,891.00 |
High |
1,902.25 |
1,877.12 |
-25.13 |
-1.3% |
1,902.67 |
Low |
1,875.04 |
1,845.37 |
-29.67 |
-1.6% |
1,873.13 |
Close |
1,876.32 |
1,865.92 |
-10.40 |
-0.6% |
1,876.32 |
Range |
27.21 |
31.75 |
4.54 |
16.7% |
29.54 |
ATR |
22.71 |
23.35 |
0.65 |
2.8% |
0.00 |
Volume |
6,483 |
6,629 |
146 |
2.3% |
32,741 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,958.05 |
1,943.74 |
1,883.38 |
|
R3 |
1,926.30 |
1,911.99 |
1,874.65 |
|
R2 |
1,894.55 |
1,894.55 |
1,871.74 |
|
R1 |
1,880.24 |
1,880.24 |
1,868.83 |
1,871.52 |
PP |
1,862.80 |
1,862.80 |
1,862.80 |
1,858.45 |
S1 |
1,848.49 |
1,848.49 |
1,863.01 |
1,839.77 |
S2 |
1,831.05 |
1,831.05 |
1,860.10 |
|
S3 |
1,799.30 |
1,816.74 |
1,857.19 |
|
S4 |
1,767.55 |
1,784.99 |
1,848.46 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.66 |
1,954.03 |
1,892.57 |
|
R3 |
1,943.12 |
1,924.49 |
1,884.44 |
|
R2 |
1,913.58 |
1,913.58 |
1,881.74 |
|
R1 |
1,894.95 |
1,894.95 |
1,879.03 |
1,889.50 |
PP |
1,884.04 |
1,884.04 |
1,884.04 |
1,881.31 |
S1 |
1,865.41 |
1,865.41 |
1,873.61 |
1,859.96 |
S2 |
1,854.50 |
1,854.50 |
1,870.90 |
|
S3 |
1,824.96 |
1,835.87 |
1,868.20 |
|
S4 |
1,795.42 |
1,806.33 |
1,860.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,902.67 |
1,845.37 |
57.30 |
3.1% |
22.22 |
1.2% |
36% |
False |
True |
6,565 |
10 |
1,915.42 |
1,845.37 |
70.05 |
3.8% |
24.06 |
1.3% |
29% |
False |
True |
6,462 |
20 |
1,915.42 |
1,838.68 |
76.74 |
4.1% |
24.05 |
1.3% |
35% |
False |
False |
6,390 |
40 |
1,915.42 |
1,759.17 |
156.25 |
8.4% |
22.25 |
1.2% |
68% |
False |
False |
6,487 |
60 |
1,915.42 |
1,678.24 |
237.18 |
12.7% |
21.84 |
1.2% |
79% |
False |
False |
6,568 |
80 |
1,915.42 |
1,677.64 |
237.78 |
12.7% |
23.30 |
1.2% |
79% |
False |
False |
6,534 |
100 |
1,915.42 |
1,677.64 |
237.78 |
12.7% |
24.68 |
1.3% |
79% |
False |
False |
6,449 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.0% |
25.35 |
1.4% |
67% |
False |
False |
6,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,012.06 |
2.618 |
1,960.24 |
1.618 |
1,928.49 |
1.000 |
1,908.87 |
0.618 |
1,896.74 |
HIGH |
1,877.12 |
0.618 |
1,864.99 |
0.500 |
1,861.25 |
0.382 |
1,857.50 |
LOW |
1,845.37 |
0.618 |
1,825.75 |
1.000 |
1,813.62 |
1.618 |
1,794.00 |
2.618 |
1,762.25 |
4.250 |
1,710.43 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,864.36 |
1,873.81 |
PP |
1,862.80 |
1,871.18 |
S1 |
1,861.25 |
1,868.55 |
|