| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,894.9 |
1,887.7 |
-7.2 |
-0.4% |
1,905.1 |
| High |
1,897.7 |
1,899.8 |
2.1 |
0.1% |
1,916.6 |
| Low |
1,889.2 |
1,871.5 |
-17.7 |
-0.9% |
1,854.0 |
| Close |
1,893.2 |
1,894.2 |
1.0 |
0.1% |
1,889.8 |
| Range |
8.5 |
28.3 |
19.8 |
232.9% |
62.6 |
| ATR |
23.1 |
23.5 |
0.4 |
1.6% |
0.0 |
| Volume |
148 |
186 |
38 |
25.7% |
3,295 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.4 |
1,962.1 |
1,909.8 |
|
| R3 |
1,945.1 |
1,933.8 |
1,902.0 |
|
| R2 |
1,916.8 |
1,916.8 |
1,899.4 |
|
| R1 |
1,905.5 |
1,905.5 |
1,896.8 |
1,911.2 |
| PP |
1,888.5 |
1,888.5 |
1,888.5 |
1,891.3 |
| S1 |
1,877.2 |
1,877.2 |
1,891.6 |
1,882.9 |
| S2 |
1,860.2 |
1,860.2 |
1,889.0 |
|
| S3 |
1,831.9 |
1,848.9 |
1,886.4 |
|
| S4 |
1,803.6 |
1,820.6 |
1,878.6 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.6 |
2,044.8 |
1,924.2 |
|
| R3 |
2,012.0 |
1,982.2 |
1,907.0 |
|
| R2 |
1,949.4 |
1,949.4 |
1,901.3 |
|
| R1 |
1,919.6 |
1,919.6 |
1,895.5 |
1,903.2 |
| PP |
1,886.8 |
1,886.8 |
1,886.8 |
1,878.6 |
| S1 |
1,857.0 |
1,857.0 |
1,884.1 |
1,840.6 |
| S2 |
1,824.2 |
1,824.2 |
1,878.3 |
|
| S3 |
1,761.6 |
1,794.4 |
1,872.6 |
|
| S4 |
1,699.0 |
1,731.8 |
1,855.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,903.3 |
1,854.0 |
49.3 |
2.6% |
22.4 |
1.2% |
82% |
False |
False |
343 |
| 10 |
1,916.6 |
1,854.0 |
62.6 |
3.3% |
23.2 |
1.2% |
64% |
False |
False |
4,285 |
| 20 |
1,916.6 |
1,808.4 |
108.2 |
5.7% |
23.2 |
1.2% |
79% |
False |
False |
127,023 |
| 40 |
1,916.6 |
1,734.4 |
182.2 |
9.6% |
23.8 |
1.3% |
88% |
False |
False |
171,735 |
| 60 |
1,916.6 |
1,677.3 |
239.3 |
12.6% |
23.7 |
1.3% |
91% |
False |
False |
153,736 |
| 80 |
1,916.6 |
1,676.2 |
240.4 |
12.7% |
25.4 |
1.3% |
91% |
False |
False |
121,231 |
| 100 |
1,916.6 |
1,676.2 |
240.4 |
12.7% |
25.8 |
1.4% |
91% |
False |
False |
98,207 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.5% |
26.6 |
1.4% |
74% |
False |
False |
82,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,020.1 |
|
2.618 |
1,973.9 |
|
1.618 |
1,945.6 |
|
1.000 |
1,928.1 |
|
0.618 |
1,917.3 |
|
HIGH |
1,899.8 |
|
0.618 |
1,889.0 |
|
0.500 |
1,885.7 |
|
0.382 |
1,882.3 |
|
LOW |
1,871.5 |
|
0.618 |
1,854.0 |
|
1.000 |
1,843.2 |
|
1.618 |
1,825.7 |
|
2.618 |
1,797.4 |
|
4.250 |
1,751.2 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,891.4 |
1,891.9 |
| PP |
1,888.5 |
1,889.7 |
| S1 |
1,885.7 |
1,887.4 |
|