Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,876.35 |
1,866.01 |
-10.34 |
-0.6% |
1,891.00 |
High |
1,877.12 |
1,868.03 |
-9.09 |
-0.5% |
1,902.67 |
Low |
1,845.37 |
1,852.04 |
6.67 |
0.4% |
1,873.13 |
Close |
1,865.92 |
1,858.67 |
-7.25 |
-0.4% |
1,876.32 |
Range |
31.75 |
15.99 |
-15.76 |
-49.6% |
29.54 |
ATR |
23.35 |
22.83 |
-0.53 |
-2.3% |
0.00 |
Volume |
6,629 |
6,182 |
-447 |
-6.7% |
32,741 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.55 |
1,899.10 |
1,867.46 |
|
R3 |
1,891.56 |
1,883.11 |
1,863.07 |
|
R2 |
1,875.57 |
1,875.57 |
1,861.60 |
|
R1 |
1,867.12 |
1,867.12 |
1,860.14 |
1,863.35 |
PP |
1,859.58 |
1,859.58 |
1,859.58 |
1,857.70 |
S1 |
1,851.13 |
1,851.13 |
1,857.20 |
1,847.36 |
S2 |
1,843.59 |
1,843.59 |
1,855.74 |
|
S3 |
1,827.60 |
1,835.14 |
1,854.27 |
|
S4 |
1,811.61 |
1,819.15 |
1,849.88 |
|
|
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 |
1,902.25 |
1,845.37 |
56.88 |
3.1% |
22.10 |
1.2% |
23% |
False |
False |
6,462 |
10 |
1,909.13 |
1,845.37 |
63.76 |
3.4% |
23.45 |
1.3% |
21% |
False |
False |
6,450 |
20 |
1,915.42 |
1,845.37 |
70.05 |
3.8% |
23.38 |
1.3% |
19% |
False |
False |
6,393 |
40 |
1,915.42 |
1,759.17 |
156.25 |
8.4% |
22.14 |
1.2% |
64% |
False |
False |
6,481 |
60 |
1,915.42 |
1,678.24 |
237.18 |
12.8% |
21.83 |
1.2% |
76% |
False |
False |
6,567 |
80 |
1,915.42 |
1,677.64 |
237.78 |
12.8% |
23.18 |
1.2% |
76% |
False |
False |
6,533 |
100 |
1,915.42 |
1,677.64 |
237.78 |
12.8% |
24.70 |
1.3% |
76% |
False |
False |
6,443 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.1% |
25.17 |
1.4% |
65% |
False |
False |
6,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,935.99 |
2.618 |
1,909.89 |
1.618 |
1,893.90 |
1.000 |
1,884.02 |
0.618 |
1,877.91 |
HIGH |
1,868.03 |
0.618 |
1,861.92 |
0.500 |
1,860.04 |
0.382 |
1,858.15 |
LOW |
1,852.04 |
0.618 |
1,842.16 |
1.000 |
1,836.05 |
1.618 |
1,826.17 |
2.618 |
1,810.18 |
4.250 |
1,784.08 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,860.04 |
1,873.81 |
PP |
1,859.58 |
1,868.76 |
S1 |
1,859.13 |
1,863.72 |
|