Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,138.0 |
4,148.0 |
10.0 |
0.2% |
4,090.0 |
High |
4,155.0 |
4,158.0 |
3.0 |
0.1% |
4,142.0 |
Low |
4,127.0 |
4,140.0 |
13.0 |
0.3% |
4,068.0 |
Close |
4,137.0 |
4,145.0 |
8.0 |
0.2% |
4,127.0 |
Range |
28.0 |
18.0 |
-10.0 |
-35.7% |
74.0 |
ATR |
44.6 |
42.9 |
-1.7 |
-3.8% |
0.0 |
Volume |
1,794,422 |
1,935,030 |
140,608 |
7.8% |
4,026,519 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,201.7 |
4,191.3 |
4,154.9 |
|
R3 |
4,183.7 |
4,173.3 |
4,150.0 |
|
R2 |
4,165.7 |
4,165.7 |
4,148.3 |
|
R1 |
4,155.3 |
4,155.3 |
4,146.7 |
4,151.5 |
PP |
4,147.7 |
4,147.7 |
4,147.7 |
4,145.8 |
S1 |
4,137.3 |
4,137.3 |
4,143.4 |
4,133.5 |
S2 |
4,129.7 |
4,129.7 |
4,141.7 |
|
S3 |
4,111.7 |
4,119.3 |
4,140.1 |
|
S4 |
4,093.7 |
4,101.3 |
4,135.1 |
|
|
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 |
4,158.0 |
4,076.0 |
82.0 |
2.0% |
30.8 |
0.7% |
84% |
True |
False |
1,272,573 |
10 |
4,158.0 |
4,050.0 |
108.0 |
2.6% |
32.2 |
0.8% |
88% |
True |
False |
985,088 |
20 |
4,158.0 |
3,882.0 |
276.0 |
6.7% |
40.9 |
1.0% |
95% |
True |
False |
880,471 |
40 |
4,158.0 |
3,844.0 |
314.0 |
7.6% |
48.7 |
1.2% |
96% |
True |
False |
834,474 |
60 |
4,158.0 |
3,727.0 |
431.0 |
10.4% |
44.7 |
1.1% |
97% |
True |
False |
802,556 |
80 |
4,158.0 |
3,559.0 |
599.0 |
14.5% |
46.3 |
1.1% |
98% |
True |
False |
670,028 |
100 |
4,158.0 |
3,360.0 |
798.0 |
19.3% |
47.4 |
1.1% |
98% |
True |
False |
537,718 |
120 |
4,158.0 |
3,335.0 |
823.0 |
19.9% |
45.2 |
1.1% |
98% |
True |
False |
448,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,234.5 |
2.618 |
4,205.1 |
1.618 |
4,187.1 |
1.000 |
4,176.0 |
0.618 |
4,169.1 |
HIGH |
4,158.0 |
0.618 |
4,151.1 |
0.500 |
4,149.0 |
0.382 |
4,146.9 |
LOW |
4,140.0 |
0.618 |
4,128.9 |
1.000 |
4,122.0 |
1.618 |
4,110.9 |
2.618 |
4,092.9 |
4.250 |
4,063.5 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,149.0 |
4,139.2 |
PP |
4,147.7 |
4,133.3 |
S1 |
4,146.3 |
4,127.5 |
|