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 |
1,866.4 |
1,859.4 |
-7.0 |
-0.4% |
1,890.5 |
High |
1,868.5 |
1,860.1 |
-8.4 |
-0.4% |
1,903.3 |
Low |
1,854.4 |
1,809.2 |
-45.2 |
-2.4% |
1,871.5 |
Close |
1,854.5 |
1,859.5 |
5.0 |
0.3% |
1,877.4 |
Range |
14.1 |
50.9 |
36.8 |
261.0% |
31.8 |
ATR |
23.5 |
25.5 |
2.0 |
8.3% |
0.0 |
Volume |
78 |
117 |
39 |
50.0% |
1,700 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.6 |
1,978.5 |
1,887.5 |
|
R3 |
1,944.7 |
1,927.6 |
1,873.5 |
|
R2 |
1,893.8 |
1,893.8 |
1,868.8 |
|
R1 |
1,876.7 |
1,876.7 |
1,864.2 |
1,885.3 |
PP |
1,842.9 |
1,842.9 |
1,842.9 |
1,847.2 |
S1 |
1,825.8 |
1,825.8 |
1,854.8 |
1,834.4 |
S2 |
1,792.0 |
1,792.0 |
1,850.2 |
|
S3 |
1,741.1 |
1,774.9 |
1,845.5 |
|
S4 |
1,690.2 |
1,724.0 |
1,831.5 |
|
|
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 |
1,902.3 |
1,809.2 |
93.1 |
5.0% |
28.1 |
1.5% |
54% |
False |
True |
154 |
10 |
1,908.8 |
1,809.2 |
99.6 |
5.4% |
26.8 |
1.4% |
51% |
False |
True |
332 |
20 |
1,916.6 |
1,809.2 |
107.4 |
5.8% |
24.3 |
1.3% |
47% |
False |
True |
78,501 |
40 |
1,916.6 |
1,754.6 |
162.0 |
8.7% |
24.0 |
1.3% |
65% |
False |
False |
153,714 |
60 |
1,916.6 |
1,677.3 |
239.3 |
12.9% |
23.9 |
1.3% |
76% |
False |
False |
151,848 |
80 |
1,916.6 |
1,676.2 |
240.4 |
12.9% |
25.4 |
1.4% |
76% |
False |
False |
120,890 |
100 |
1,916.6 |
1,676.2 |
240.4 |
12.9% |
25.7 |
1.4% |
76% |
False |
False |
97,994 |
120 |
1,969.3 |
1,676.2 |
293.1 |
15.8% |
26.5 |
1.4% |
63% |
False |
False |
82,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,076.4 |
2.618 |
1,993.4 |
1.618 |
1,942.5 |
1.000 |
1,911.0 |
0.618 |
1,891.6 |
HIGH |
1,860.1 |
0.618 |
1,840.7 |
0.500 |
1,834.7 |
0.382 |
1,828.6 |
LOW |
1,809.2 |
0.618 |
1,777.7 |
1.000 |
1,758.3 |
1.618 |
1,726.8 |
2.618 |
1,675.9 |
4.250 |
1,592.9 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,851.2 |
1,852.6 |
PP |
1,842.9 |
1,845.7 |
S1 |
1,834.7 |
1,838.9 |
|