| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,887.7 |
1,900.9 |
13.2 |
0.7% |
1,890.5 |
| High |
1,899.8 |
1,902.3 |
2.5 |
0.1% |
1,903.3 |
| Low |
1,871.5 |
1,875.2 |
3.7 |
0.2% |
1,871.5 |
| Close |
1,894.2 |
1,877.4 |
-16.8 |
-0.9% |
1,877.4 |
| Range |
28.3 |
27.1 |
-1.2 |
-4.2% |
31.8 |
| ATR |
23.5 |
23.8 |
0.3 |
1.1% |
0.0 |
| Volume |
186 |
349 |
163 |
87.6% |
1,700 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.3 |
1,948.9 |
1,892.3 |
|
| R3 |
1,939.2 |
1,921.8 |
1,884.9 |
|
| R2 |
1,912.1 |
1,912.1 |
1,882.4 |
|
| R1 |
1,894.7 |
1,894.7 |
1,879.9 |
1,889.9 |
| PP |
1,885.0 |
1,885.0 |
1,885.0 |
1,882.5 |
| S1 |
1,867.6 |
1,867.6 |
1,874.9 |
1,862.8 |
| S2 |
1,857.9 |
1,857.9 |
1,872.4 |
|
| S3 |
1,830.8 |
1,840.5 |
1,869.9 |
|
| S4 |
1,803.7 |
1,813.4 |
1,862.5 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,979.5 |
1,960.2 |
1,894.9 |
|
| R3 |
1,947.7 |
1,928.4 |
1,886.1 |
|
| R2 |
1,915.9 |
1,915.9 |
1,883.2 |
|
| R1 |
1,896.6 |
1,896.6 |
1,880.3 |
1,890.4 |
| PP |
1,884.1 |
1,884.1 |
1,884.1 |
1,880.9 |
| S1 |
1,864.8 |
1,864.8 |
1,874.5 |
1,858.6 |
| S2 |
1,852.3 |
1,852.3 |
1,871.6 |
|
| S3 |
1,820.5 |
1,833.0 |
1,868.7 |
|
| S4 |
1,788.7 |
1,801.2 |
1,859.9 |
|
|
| 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 |
1,871.5 |
31.8 |
1.7% |
19.5 |
1.0% |
19% |
False |
False |
340 |
| 10 |
1,916.6 |
1,854.0 |
62.6 |
3.3% |
24.3 |
1.3% |
37% |
False |
False |
741 |
| 20 |
1,916.6 |
1,819.0 |
97.6 |
5.2% |
23.5 |
1.3% |
60% |
False |
False |
114,544 |
| 40 |
1,916.6 |
1,754.6 |
162.0 |
8.6% |
23.6 |
1.3% |
76% |
False |
False |
166,790 |
| 60 |
1,916.6 |
1,677.3 |
239.3 |
12.7% |
23.7 |
1.3% |
84% |
False |
False |
153,481 |
| 80 |
1,916.6 |
1,676.2 |
240.4 |
12.8% |
25.4 |
1.4% |
84% |
False |
False |
121,134 |
| 100 |
1,916.6 |
1,676.2 |
240.4 |
12.8% |
25.7 |
1.4% |
84% |
False |
False |
98,143 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.6% |
26.5 |
1.4% |
69% |
False |
False |
82,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,017.5 |
|
2.618 |
1,973.2 |
|
1.618 |
1,946.1 |
|
1.000 |
1,929.4 |
|
0.618 |
1,919.0 |
|
HIGH |
1,902.3 |
|
0.618 |
1,891.9 |
|
0.500 |
1,888.8 |
|
0.382 |
1,885.6 |
|
LOW |
1,875.2 |
|
0.618 |
1,858.5 |
|
1.000 |
1,848.1 |
|
1.618 |
1,831.4 |
|
2.618 |
1,804.3 |
|
4.250 |
1,760.0 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,888.8 |
1,886.9 |
| PP |
1,885.0 |
1,883.7 |
| S1 |
1,881.2 |
1,880.6 |
|