Trading Metrics calculated at close of trading on 17-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,150.0 |
4,137.0 |
-13.0 |
-0.3% |
4,090.0 |
High |
4,159.0 |
4,170.0 |
11.0 |
0.3% |
4,142.0 |
Low |
4,136.0 |
4,123.0 |
-13.0 |
-0.3% |
4,068.0 |
Close |
4,153.0 |
4,158.0 |
5.0 |
0.1% |
4,127.0 |
Range |
23.0 |
47.0 |
24.0 |
104.3% |
74.0 |
ATR |
41.5 |
41.9 |
0.4 |
0.9% |
0.0 |
Volume |
1,183,222 |
840,605 |
-342,617 |
-29.0% |
4,026,519 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,291.3 |
4,271.7 |
4,183.9 |
|
R3 |
4,244.3 |
4,224.7 |
4,170.9 |
|
R2 |
4,197.3 |
4,197.3 |
4,166.6 |
|
R1 |
4,177.7 |
4,177.7 |
4,162.3 |
4,187.5 |
PP |
4,150.3 |
4,150.3 |
4,150.3 |
4,155.3 |
S1 |
4,130.7 |
4,130.7 |
4,153.7 |
4,140.5 |
S2 |
4,103.3 |
4,103.3 |
4,149.4 |
|
S3 |
4,056.3 |
4,083.7 |
4,145.1 |
|
S4 |
4,009.3 |
4,036.7 |
4,132.2 |
|
|
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 |
4,170.0 |
4,097.0 |
73.0 |
1.8% |
32.2 |
0.8% |
84% |
True |
False |
1,359,004 |
10 |
4,170.0 |
4,066.0 |
104.0 |
2.5% |
31.9 |
0.8% |
88% |
True |
False |
1,041,562 |
20 |
4,170.0 |
3,927.0 |
243.0 |
5.8% |
36.5 |
0.9% |
95% |
True |
False |
880,106 |
40 |
4,170.0 |
3,844.0 |
326.0 |
7.8% |
46.7 |
1.1% |
96% |
True |
False |
849,928 |
60 |
4,170.0 |
3,727.0 |
443.0 |
10.7% |
44.6 |
1.1% |
97% |
True |
False |
804,032 |
80 |
4,170.0 |
3,559.0 |
611.0 |
14.7% |
46.0 |
1.1% |
98% |
True |
False |
695,135 |
100 |
4,170.0 |
3,360.0 |
810.0 |
19.5% |
46.9 |
1.1% |
99% |
True |
False |
557,933 |
120 |
4,170.0 |
3,360.0 |
810.0 |
19.5% |
44.7 |
1.1% |
99% |
True |
False |
465,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,369.8 |
2.618 |
4,293.0 |
1.618 |
4,246.0 |
1.000 |
4,217.0 |
0.618 |
4,199.0 |
HIGH |
4,170.0 |
0.618 |
4,152.0 |
0.500 |
4,146.5 |
0.382 |
4,141.0 |
LOW |
4,123.0 |
0.618 |
4,094.0 |
1.000 |
4,076.0 |
1.618 |
4,047.0 |
2.618 |
4,000.0 |
4.250 |
3,923.3 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,154.2 |
4,154.2 |
PP |
4,150.3 |
4,150.3 |
S1 |
4,146.5 |
4,146.5 |
|