Trading Metrics calculated at close of trading on 16-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,148.0 |
4,150.0 |
2.0 |
0.0% |
4,090.0 |
High |
4,158.0 |
4,159.0 |
1.0 |
0.0% |
4,142.0 |
Low |
4,140.0 |
4,136.0 |
-4.0 |
-0.1% |
4,068.0 |
Close |
4,145.0 |
4,153.0 |
8.0 |
0.2% |
4,127.0 |
Range |
18.0 |
23.0 |
5.0 |
27.8% |
74.0 |
ATR |
42.9 |
41.5 |
-1.4 |
-3.3% |
0.0 |
Volume |
1,935,030 |
1,183,222 |
-751,808 |
-38.9% |
4,026,519 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,218.3 |
4,208.7 |
4,165.7 |
|
R3 |
4,195.3 |
4,185.7 |
4,159.3 |
|
R2 |
4,172.3 |
4,172.3 |
4,157.2 |
|
R1 |
4,162.7 |
4,162.7 |
4,155.1 |
4,167.5 |
PP |
4,149.3 |
4,149.3 |
4,149.3 |
4,151.8 |
S1 |
4,139.7 |
4,139.7 |
4,150.9 |
4,144.5 |
S2 |
4,126.3 |
4,126.3 |
4,148.8 |
|
S3 |
4,103.3 |
4,116.7 |
4,146.7 |
|
S4 |
4,080.3 |
4,093.7 |
4,140.4 |
|
|
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 |
4,159.0 |
4,079.0 |
80.0 |
1.9% |
28.8 |
0.7% |
93% |
True |
False |
1,367,017 |
10 |
4,159.0 |
4,050.0 |
109.0 |
2.6% |
31.6 |
0.8% |
94% |
True |
False |
1,036,211 |
20 |
4,159.0 |
3,882.0 |
277.0 |
6.7% |
39.2 |
0.9% |
98% |
True |
False |
903,517 |
40 |
4,159.0 |
3,844.0 |
315.0 |
7.6% |
47.1 |
1.1% |
98% |
True |
False |
849,370 |
60 |
4,159.0 |
3,727.0 |
432.0 |
10.4% |
44.4 |
1.1% |
99% |
True |
False |
799,701 |
80 |
4,159.0 |
3,559.0 |
600.0 |
14.4% |
46.2 |
1.1% |
99% |
True |
False |
684,816 |
100 |
4,159.0 |
3,360.0 |
799.0 |
19.2% |
47.2 |
1.1% |
99% |
True |
False |
549,543 |
120 |
4,159.0 |
3,360.0 |
799.0 |
19.2% |
44.4 |
1.1% |
99% |
True |
False |
458,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,256.8 |
2.618 |
4,219.2 |
1.618 |
4,196.2 |
1.000 |
4,182.0 |
0.618 |
4,173.2 |
HIGH |
4,159.0 |
0.618 |
4,150.2 |
0.500 |
4,147.5 |
0.382 |
4,144.8 |
LOW |
4,136.0 |
0.618 |
4,121.8 |
1.000 |
4,113.0 |
1.618 |
4,098.8 |
2.618 |
4,075.8 |
4.250 |
4,038.3 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,151.2 |
4,149.7 |
PP |
4,149.3 |
4,146.3 |
S1 |
4,147.5 |
4,143.0 |
|