Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,099.0 |
4,103.0 |
4.0 |
0.1% |
4,090.0 |
High |
4,109.0 |
4,142.0 |
33.0 |
0.8% |
4,142.0 |
Low |
4,079.0 |
4,097.0 |
18.0 |
0.4% |
4,068.0 |
Close |
4,097.0 |
4,127.0 |
30.0 |
0.7% |
4,127.0 |
Range |
30.0 |
45.0 |
15.0 |
50.0% |
74.0 |
ATR |
45.9 |
45.9 |
-0.1 |
-0.1% |
0.0 |
Volume |
880,672 |
1,041,741 |
161,069 |
18.3% |
4,026,519 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,257.0 |
4,237.0 |
4,151.8 |
|
R3 |
4,212.0 |
4,192.0 |
4,139.4 |
|
R2 |
4,167.0 |
4,167.0 |
4,135.3 |
|
R1 |
4,147.0 |
4,147.0 |
4,131.1 |
4,157.0 |
PP |
4,122.0 |
4,122.0 |
4,122.0 |
4,127.0 |
S1 |
4,102.0 |
4,102.0 |
4,122.9 |
4,112.0 |
S2 |
4,077.0 |
4,077.0 |
4,118.8 |
|
S3 |
4,032.0 |
4,057.0 |
4,114.6 |
|
S4 |
3,987.0 |
4,012.0 |
4,102.3 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,334.3 |
4,304.7 |
4,167.7 |
|
R3 |
4,260.3 |
4,230.7 |
4,147.4 |
|
R2 |
4,186.3 |
4,186.3 |
4,140.6 |
|
R1 |
4,156.7 |
4,156.7 |
4,133.8 |
4,171.5 |
PP |
4,112.3 |
4,112.3 |
4,112.3 |
4,119.8 |
S1 |
4,082.7 |
4,082.7 |
4,120.2 |
4,097.5 |
S2 |
4,038.3 |
4,038.3 |
4,113.4 |
|
S3 |
3,964.3 |
4,008.7 |
4,106.7 |
|
S4 |
3,890.3 |
3,934.7 |
4,086.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,142.0 |
4,068.0 |
74.0 |
1.8% |
34.2 |
0.8% |
80% |
True |
False |
805,303 |
10 |
4,142.0 |
4,037.0 |
105.0 |
2.5% |
36.8 |
0.9% |
86% |
True |
False |
761,619 |
20 |
4,142.0 |
3,882.0 |
260.0 |
6.3% |
44.6 |
1.1% |
94% |
True |
False |
766,407 |
40 |
4,142.0 |
3,844.0 |
298.0 |
7.2% |
50.0 |
1.2% |
95% |
True |
False |
777,500 |
60 |
4,142.0 |
3,727.0 |
415.0 |
10.1% |
45.3 |
1.1% |
96% |
True |
False |
771,041 |
80 |
4,142.0 |
3,559.0 |
583.0 |
14.1% |
46.6 |
1.1% |
97% |
True |
False |
623,467 |
100 |
4,142.0 |
3,360.0 |
782.0 |
18.9% |
47.3 |
1.1% |
98% |
True |
False |
500,453 |
120 |
4,142.0 |
3,335.0 |
807.0 |
19.6% |
46.1 |
1.1% |
98% |
True |
False |
417,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,333.3 |
2.618 |
4,259.8 |
1.618 |
4,214.8 |
1.000 |
4,187.0 |
0.618 |
4,169.8 |
HIGH |
4,142.0 |
0.618 |
4,124.8 |
0.500 |
4,119.5 |
0.382 |
4,114.2 |
LOW |
4,097.0 |
0.618 |
4,069.2 |
1.000 |
4,052.0 |
1.618 |
4,024.2 |
2.618 |
3,979.2 |
4.250 |
3,905.8 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,124.5 |
4,121.0 |
PP |
4,122.0 |
4,115.0 |
S1 |
4,119.5 |
4,109.0 |
|