Trading Metrics calculated at close of trading on 14-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,103.0 |
4,138.0 |
35.0 |
0.9% |
4,090.0 |
High |
4,142.0 |
4,155.0 |
13.0 |
0.3% |
4,142.0 |
Low |
4,097.0 |
4,127.0 |
30.0 |
0.7% |
4,068.0 |
Close |
4,127.0 |
4,137.0 |
10.0 |
0.2% |
4,127.0 |
Range |
45.0 |
28.0 |
-17.0 |
-37.8% |
74.0 |
ATR |
45.9 |
44.6 |
-1.3 |
-2.8% |
0.0 |
Volume |
1,041,741 |
1,794,422 |
752,681 |
72.3% |
4,026,519 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,223.7 |
4,208.3 |
4,152.4 |
|
R3 |
4,195.7 |
4,180.3 |
4,144.7 |
|
R2 |
4,167.7 |
4,167.7 |
4,142.1 |
|
R1 |
4,152.3 |
4,152.3 |
4,139.6 |
4,146.0 |
PP |
4,139.7 |
4,139.7 |
4,139.7 |
4,136.5 |
S1 |
4,124.3 |
4,124.3 |
4,134.4 |
4,118.0 |
S2 |
4,111.7 |
4,111.7 |
4,131.9 |
|
S3 |
4,083.7 |
4,096.3 |
4,129.3 |
|
S4 |
4,055.7 |
4,068.3 |
4,121.6 |
|
|
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 |
4,155.0 |
4,076.0 |
79.0 |
1.9% |
32.2 |
0.8% |
77% |
True |
False |
1,043,091 |
10 |
4,155.0 |
4,037.0 |
118.0 |
2.9% |
36.7 |
0.9% |
85% |
True |
False |
869,963 |
20 |
4,155.0 |
3,882.0 |
273.0 |
6.6% |
42.0 |
1.0% |
93% |
True |
False |
815,250 |
40 |
4,155.0 |
3,844.0 |
311.0 |
7.5% |
49.2 |
1.2% |
94% |
True |
False |
800,784 |
60 |
4,155.0 |
3,727.0 |
428.0 |
10.3% |
45.3 |
1.1% |
96% |
True |
False |
785,816 |
80 |
4,155.0 |
3,559.0 |
596.0 |
14.4% |
46.7 |
1.1% |
97% |
True |
False |
645,842 |
100 |
4,155.0 |
3,360.0 |
795.0 |
19.2% |
47.4 |
1.1% |
98% |
True |
False |
518,385 |
120 |
4,155.0 |
3,335.0 |
820.0 |
19.8% |
45.4 |
1.1% |
98% |
True |
False |
432,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,274.0 |
2.618 |
4,228.3 |
1.618 |
4,200.3 |
1.000 |
4,183.0 |
0.618 |
4,172.3 |
HIGH |
4,155.0 |
0.618 |
4,144.3 |
0.500 |
4,141.0 |
0.382 |
4,137.7 |
LOW |
4,127.0 |
0.618 |
4,109.7 |
1.000 |
4,099.0 |
1.618 |
4,081.7 |
2.618 |
4,053.7 |
4.250 |
4,008.0 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,141.0 |
4,130.3 |
PP |
4,139.7 |
4,123.7 |
S1 |
4,138.3 |
4,117.0 |
|