Trading Metrics calculated at close of trading on 16-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,866.01 |
1,858.63 |
-7.38 |
-0.4% |
1,891.00 |
High |
1,868.03 |
1,861.00 |
-7.03 |
-0.4% |
1,902.67 |
Low |
1,852.04 |
1,809.82 |
-42.22 |
-2.3% |
1,873.13 |
Close |
1,858.67 |
1,810.83 |
-47.84 |
-2.6% |
1,876.32 |
Range |
15.99 |
51.18 |
35.19 |
220.1% |
29.54 |
ATR |
22.83 |
24.85 |
2.03 |
8.9% |
0.00 |
Volume |
6,182 |
6,376 |
194 |
3.1% |
32,741 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.76 |
1,946.97 |
1,838.98 |
|
R3 |
1,929.58 |
1,895.79 |
1,824.90 |
|
R2 |
1,878.40 |
1,878.40 |
1,820.21 |
|
R1 |
1,844.61 |
1,844.61 |
1,815.52 |
1,835.92 |
PP |
1,827.22 |
1,827.22 |
1,827.22 |
1,822.87 |
S1 |
1,793.43 |
1,793.43 |
1,806.14 |
1,784.74 |
S2 |
1,776.04 |
1,776.04 |
1,801.45 |
|
S3 |
1,724.86 |
1,742.25 |
1,796.76 |
|
S4 |
1,673.68 |
1,691.07 |
1,782.68 |
|
|
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 |
1,809.82 |
92.43 |
5.1% |
30.49 |
1.7% |
1% |
False |
True |
6,405 |
10 |
1,909.13 |
1,809.82 |
99.31 |
5.5% |
27.21 |
1.5% |
1% |
False |
True |
6,448 |
20 |
1,915.42 |
1,809.82 |
105.60 |
5.8% |
25.14 |
1.4% |
1% |
False |
True |
6,395 |
40 |
1,915.42 |
1,759.17 |
156.25 |
8.6% |
23.03 |
1.3% |
33% |
False |
False |
6,474 |
60 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
22.29 |
1.2% |
56% |
False |
False |
6,555 |
80 |
1,915.42 |
1,677.64 |
237.78 |
13.1% |
23.45 |
1.3% |
56% |
False |
False |
6,531 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.1% |
24.88 |
1.4% |
56% |
False |
False |
6,439 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.5% |
25.40 |
1.4% |
48% |
False |
False |
6,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,078.52 |
2.618 |
1,994.99 |
1.618 |
1,943.81 |
1.000 |
1,912.18 |
0.618 |
1,892.63 |
HIGH |
1,861.00 |
0.618 |
1,841.45 |
0.500 |
1,835.41 |
0.382 |
1,829.37 |
LOW |
1,809.82 |
0.618 |
1,778.19 |
1.000 |
1,758.64 |
1.618 |
1,727.01 |
2.618 |
1,675.83 |
4.250 |
1,592.31 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,835.41 |
1,843.47 |
PP |
1,827.22 |
1,832.59 |
S1 |
1,819.02 |
1,821.71 |
|