Trading Metrics calculated at close of trading on 10-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,104.0 |
4,099.0 |
-5.0 |
-0.1% |
4,044.0 |
High |
4,109.0 |
4,109.0 |
0.0 |
0.0% |
4,100.0 |
Low |
4,076.0 |
4,079.0 |
3.0 |
0.1% |
4,037.0 |
Close |
4,100.0 |
4,097.0 |
-3.0 |
-0.1% |
4,089.0 |
Range |
33.0 |
30.0 |
-3.0 |
-9.1% |
63.0 |
ATR |
47.2 |
45.9 |
-1.2 |
-2.6% |
0.0 |
Volume |
711,001 |
880,672 |
169,671 |
23.9% |
2,878,694 |
|
Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,185.0 |
4,171.0 |
4,113.5 |
|
R3 |
4,155.0 |
4,141.0 |
4,105.3 |
|
R2 |
4,125.0 |
4,125.0 |
4,102.5 |
|
R1 |
4,111.0 |
4,111.0 |
4,099.8 |
4,103.0 |
PP |
4,095.0 |
4,095.0 |
4,095.0 |
4,091.0 |
S1 |
4,081.0 |
4,081.0 |
4,094.3 |
4,073.0 |
S2 |
4,065.0 |
4,065.0 |
4,091.5 |
|
S3 |
4,035.0 |
4,051.0 |
4,088.8 |
|
S4 |
4,005.0 |
4,021.0 |
4,080.5 |
|
|
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 |
4,066.0 |
50.0 |
1.2% |
31.6 |
0.8% |
62% |
False |
False |
724,121 |
10 |
4,116.0 |
4,016.0 |
100.0 |
2.4% |
36.1 |
0.9% |
81% |
False |
False |
732,925 |
20 |
4,116.0 |
3,844.0 |
272.0 |
6.6% |
48.2 |
1.2% |
93% |
False |
False |
766,299 |
40 |
4,116.0 |
3,844.0 |
272.0 |
6.6% |
49.6 |
1.2% |
93% |
False |
False |
767,794 |
60 |
4,116.0 |
3,727.0 |
389.0 |
9.5% |
44.9 |
1.1% |
95% |
False |
False |
777,895 |
80 |
4,116.0 |
3,559.0 |
557.0 |
13.6% |
46.4 |
1.1% |
97% |
False |
False |
610,541 |
100 |
4,116.0 |
3,360.0 |
756.0 |
18.5% |
47.2 |
1.2% |
97% |
False |
False |
490,037 |
120 |
4,116.0 |
3,335.0 |
781.0 |
19.1% |
45.9 |
1.1% |
98% |
False |
False |
408,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,236.5 |
2.618 |
4,187.5 |
1.618 |
4,157.5 |
1.000 |
4,139.0 |
0.618 |
4,127.5 |
HIGH |
4,109.0 |
0.618 |
4,097.5 |
0.500 |
4,094.0 |
0.382 |
4,090.5 |
LOW |
4,079.0 |
0.618 |
4,060.5 |
1.000 |
4,049.0 |
1.618 |
4,030.5 |
2.618 |
4,000.5 |
4.250 |
3,951.5 |
|
|
Fisher Pivots for day following 10-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,096.0 |
4,096.7 |
PP |
4,095.0 |
4,096.3 |
S1 |
4,094.0 |
4,096.0 |
|