Trading Metrics calculated at close of trading on 09-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,109.0 |
4,104.0 |
-5.0 |
-0.1% |
4,044.0 |
High |
4,116.0 |
4,109.0 |
-7.0 |
-0.2% |
4,100.0 |
Low |
4,091.0 |
4,076.0 |
-15.0 |
-0.4% |
4,037.0 |
Close |
4,099.0 |
4,100.0 |
1.0 |
0.0% |
4,089.0 |
Range |
25.0 |
33.0 |
8.0 |
32.0% |
63.0 |
ATR |
48.3 |
47.2 |
-1.1 |
-2.3% |
0.0 |
Volume |
787,621 |
711,001 |
-76,620 |
-9.7% |
2,878,694 |
|
Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,194.0 |
4,180.0 |
4,118.2 |
|
R3 |
4,161.0 |
4,147.0 |
4,109.1 |
|
R2 |
4,128.0 |
4,128.0 |
4,106.1 |
|
R1 |
4,114.0 |
4,114.0 |
4,103.0 |
4,104.5 |
PP |
4,095.0 |
4,095.0 |
4,095.0 |
4,090.3 |
S1 |
4,081.0 |
4,081.0 |
4,097.0 |
4,071.5 |
S2 |
4,062.0 |
4,062.0 |
4,094.0 |
|
S3 |
4,029.0 |
4,048.0 |
4,090.9 |
|
S4 |
3,996.0 |
4,015.0 |
4,081.9 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,264.3 |
4,239.7 |
4,123.7 |
|
R3 |
4,201.3 |
4,176.7 |
4,106.3 |
|
R2 |
4,138.3 |
4,138.3 |
4,100.6 |
|
R1 |
4,113.7 |
4,113.7 |
4,094.8 |
4,126.0 |
PP |
4,075.3 |
4,075.3 |
4,075.3 |
4,081.5 |
S1 |
4,050.7 |
4,050.7 |
4,083.2 |
4,063.0 |
S2 |
4,012.3 |
4,012.3 |
4,077.5 |
|
S3 |
3,949.3 |
3,987.7 |
4,071.7 |
|
S4 |
3,886.3 |
3,924.7 |
4,054.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,116.0 |
4,050.0 |
66.0 |
1.6% |
34.4 |
0.8% |
76% |
False |
False |
705,405 |
10 |
4,116.0 |
4,016.0 |
100.0 |
2.4% |
36.6 |
0.9% |
84% |
False |
False |
709,870 |
20 |
4,116.0 |
3,844.0 |
272.0 |
6.6% |
49.6 |
1.2% |
94% |
False |
False |
774,944 |
40 |
4,116.0 |
3,844.0 |
272.0 |
6.6% |
49.4 |
1.2% |
94% |
False |
False |
760,375 |
60 |
4,116.0 |
3,727.0 |
389.0 |
9.5% |
45.1 |
1.1% |
96% |
False |
False |
781,955 |
80 |
4,116.0 |
3,559.0 |
557.0 |
13.6% |
46.4 |
1.1% |
97% |
False |
False |
599,768 |
100 |
4,116.0 |
3,360.0 |
756.0 |
18.4% |
47.1 |
1.1% |
98% |
False |
False |
481,231 |
120 |
4,116.0 |
3,335.0 |
781.0 |
19.0% |
45.7 |
1.1% |
98% |
False |
False |
401,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,249.3 |
2.618 |
4,195.4 |
1.618 |
4,162.4 |
1.000 |
4,142.0 |
0.618 |
4,129.4 |
HIGH |
4,109.0 |
0.618 |
4,096.4 |
0.500 |
4,092.5 |
0.382 |
4,088.6 |
LOW |
4,076.0 |
0.618 |
4,055.6 |
1.000 |
4,043.0 |
1.618 |
4,022.6 |
2.618 |
3,989.6 |
4.250 |
3,935.8 |
|
|
Fisher Pivots for day following 09-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,097.5 |
4,097.3 |
PP |
4,095.0 |
4,094.7 |
S1 |
4,092.5 |
4,092.0 |
|