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 |
1,900.9 |
1,866.2 |
-34.7 |
-1.8% |
1,890.5 |
High |
1,902.3 |
1,866.6 |
-35.7 |
-1.9% |
1,903.3 |
Low |
1,875.2 |
1,846.5 |
-28.7 |
-1.5% |
1,871.5 |
Close |
1,877.4 |
1,864.0 |
-13.4 |
-0.7% |
1,877.4 |
Range |
27.1 |
20.1 |
-7.0 |
-25.8% |
31.8 |
ATR |
23.8 |
24.3 |
0.5 |
2.1% |
0.0 |
Volume |
349 |
41 |
-308 |
-88.3% |
1,700 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.3 |
1,911.8 |
1,875.1 |
|
R3 |
1,899.2 |
1,891.7 |
1,869.5 |
|
R2 |
1,879.1 |
1,879.1 |
1,867.7 |
|
R1 |
1,871.6 |
1,871.6 |
1,865.8 |
1,865.3 |
PP |
1,859.0 |
1,859.0 |
1,859.0 |
1,855.9 |
S1 |
1,851.5 |
1,851.5 |
1,862.2 |
1,845.2 |
S2 |
1,838.9 |
1,838.9 |
1,860.3 |
|
S3 |
1,818.8 |
1,831.4 |
1,858.5 |
|
S4 |
1,798.7 |
1,811.3 |
1,852.9 |
|
|
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 |
1,846.5 |
56.8 |
3.0% |
20.3 |
1.1% |
31% |
False |
True |
330 |
10 |
1,916.6 |
1,846.5 |
70.1 |
3.8% |
24.0 |
1.3% |
25% |
False |
True |
503 |
20 |
1,916.6 |
1,841.1 |
75.5 |
4.1% |
23.1 |
1.2% |
30% |
False |
False |
103,327 |
40 |
1,916.6 |
1,754.6 |
162.0 |
8.7% |
23.4 |
1.3% |
68% |
False |
False |
162,454 |
60 |
1,916.6 |
1,677.3 |
239.3 |
12.8% |
23.4 |
1.3% |
78% |
False |
False |
153,159 |
80 |
1,916.6 |
1,676.2 |
240.4 |
12.9% |
25.4 |
1.4% |
78% |
False |
False |
121,063 |
100 |
1,916.6 |
1,676.2 |
240.4 |
12.9% |
25.5 |
1.4% |
78% |
False |
False |
98,085 |
120 |
1,969.3 |
1,676.2 |
293.1 |
15.7% |
26.6 |
1.4% |
64% |
False |
False |
82,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.0 |
2.618 |
1,919.2 |
1.618 |
1,899.1 |
1.000 |
1,886.7 |
0.618 |
1,879.0 |
HIGH |
1,866.6 |
0.618 |
1,858.9 |
0.500 |
1,856.6 |
0.382 |
1,854.2 |
LOW |
1,846.5 |
0.618 |
1,834.1 |
1.000 |
1,826.4 |
1.618 |
1,814.0 |
2.618 |
1,793.9 |
4.250 |
1,761.1 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,861.5 |
1,874.4 |
PP |
1,859.0 |
1,870.9 |
S1 |
1,856.6 |
1,867.5 |
|