| 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 |
1,866.2 |
1,866.4 |
0.2 |
0.0% |
1,890.5 |
| High |
1,866.6 |
1,868.5 |
1.9 |
0.1% |
1,903.3 |
| Low |
1,846.5 |
1,854.4 |
7.9 |
0.4% |
1,871.5 |
| Close |
1,864.0 |
1,854.5 |
-9.5 |
-0.5% |
1,877.4 |
| Range |
20.1 |
14.1 |
-6.0 |
-29.9% |
31.8 |
| ATR |
24.3 |
23.5 |
-0.7 |
-3.0% |
0.0 |
| Volume |
41 |
78 |
37 |
90.2% |
1,700 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,901.4 |
1,892.1 |
1,862.3 |
|
| R3 |
1,887.3 |
1,878.0 |
1,858.4 |
|
| R2 |
1,873.2 |
1,873.2 |
1,857.1 |
|
| R1 |
1,863.9 |
1,863.9 |
1,855.8 |
1,861.5 |
| PP |
1,859.1 |
1,859.1 |
1,859.1 |
1,858.0 |
| S1 |
1,849.8 |
1,849.8 |
1,853.2 |
1,847.4 |
| S2 |
1,845.0 |
1,845.0 |
1,851.9 |
|
| S3 |
1,830.9 |
1,835.7 |
1,850.6 |
|
| S4 |
1,816.8 |
1,821.6 |
1,846.7 |
|
|
| 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 |
1,902.3 |
1,846.5 |
55.8 |
3.0% |
19.6 |
1.1% |
14% |
False |
False |
160 |
| 10 |
1,908.8 |
1,846.5 |
62.3 |
3.4% |
23.0 |
1.2% |
13% |
False |
False |
447 |
| 20 |
1,916.6 |
1,846.5 |
70.1 |
3.8% |
22.4 |
1.2% |
11% |
False |
False |
89,946 |
| 40 |
1,916.6 |
1,754.6 |
162.0 |
8.7% |
23.2 |
1.3% |
62% |
False |
False |
157,937 |
| 60 |
1,916.6 |
1,677.3 |
239.3 |
12.9% |
23.4 |
1.3% |
74% |
False |
False |
152,485 |
| 80 |
1,916.6 |
1,676.2 |
240.4 |
13.0% |
25.2 |
1.4% |
74% |
False |
False |
120,965 |
| 100 |
1,916.6 |
1,676.2 |
240.4 |
13.0% |
25.5 |
1.4% |
74% |
False |
False |
98,041 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.8% |
26.3 |
1.4% |
61% |
False |
False |
82,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,928.4 |
|
2.618 |
1,905.4 |
|
1.618 |
1,891.3 |
|
1.000 |
1,882.6 |
|
0.618 |
1,877.2 |
|
HIGH |
1,868.5 |
|
0.618 |
1,863.1 |
|
0.500 |
1,861.5 |
|
0.382 |
1,859.8 |
|
LOW |
1,854.4 |
|
0.618 |
1,845.7 |
|
1.000 |
1,840.3 |
|
1.618 |
1,831.6 |
|
2.618 |
1,817.5 |
|
4.250 |
1,794.5 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,861.5 |
1,874.4 |
| PP |
1,859.1 |
1,867.8 |
| S1 |
1,856.8 |
1,861.1 |
|