Trading Metrics calculated at close of trading on 18-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,137.0 |
4,161.0 |
24.0 |
0.6% |
4,138.0 |
High |
4,170.0 |
4,167.0 |
-3.0 |
-0.1% |
4,170.0 |
Low |
4,123.0 |
4,148.0 |
25.0 |
0.6% |
4,123.0 |
Close |
4,158.0 |
4,156.9 |
-1.1 |
0.0% |
4,156.9 |
Range |
47.0 |
19.0 |
-28.0 |
-59.6% |
47.0 |
ATR |
41.9 |
40.3 |
-1.6 |
-3.9% |
0.0 |
Volume |
840,605 |
74,732 |
-765,873 |
-91.1% |
5,828,011 |
|
Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,214.3 |
4,204.6 |
4,167.4 |
|
R3 |
4,195.3 |
4,185.6 |
4,162.1 |
|
R2 |
4,176.3 |
4,176.3 |
4,160.4 |
|
R1 |
4,166.6 |
4,166.6 |
4,158.6 |
4,162.0 |
PP |
4,157.3 |
4,157.3 |
4,157.3 |
4,155.0 |
S1 |
4,147.6 |
4,147.6 |
4,155.2 |
4,143.0 |
S2 |
4,138.3 |
4,138.3 |
4,153.4 |
|
S3 |
4,119.3 |
4,128.6 |
4,151.7 |
|
S4 |
4,100.3 |
4,109.6 |
4,146.5 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,291.0 |
4,270.9 |
4,182.8 |
|
R3 |
4,244.0 |
4,223.9 |
4,169.8 |
|
R2 |
4,197.0 |
4,197.0 |
4,165.5 |
|
R1 |
4,176.9 |
4,176.9 |
4,161.2 |
4,187.0 |
PP |
4,150.0 |
4,150.0 |
4,150.0 |
4,155.0 |
S1 |
4,129.9 |
4,129.9 |
4,152.6 |
4,140.0 |
S2 |
4,103.0 |
4,103.0 |
4,148.3 |
|
S3 |
4,056.0 |
4,082.9 |
4,144.0 |
|
S4 |
4,009.0 |
4,035.9 |
4,131.1 |
|
|
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 |
4,123.0 |
47.0 |
1.1% |
27.0 |
0.6% |
72% |
False |
False |
1,165,602 |
10 |
4,170.0 |
4,068.0 |
102.0 |
2.5% |
30.6 |
0.7% |
87% |
False |
False |
985,453 |
20 |
4,170.0 |
3,991.0 |
179.0 |
4.3% |
33.7 |
0.8% |
93% |
False |
False |
838,311 |
40 |
4,170.0 |
3,844.0 |
326.0 |
7.8% |
46.4 |
1.1% |
96% |
False |
False |
833,527 |
60 |
4,170.0 |
3,727.0 |
443.0 |
10.7% |
44.3 |
1.1% |
97% |
False |
False |
792,463 |
80 |
4,170.0 |
3,559.0 |
611.0 |
14.7% |
45.4 |
1.1% |
98% |
False |
False |
695,964 |
100 |
4,170.0 |
3,360.0 |
810.0 |
19.5% |
46.4 |
1.1% |
98% |
False |
False |
558,610 |
120 |
4,170.0 |
3,360.0 |
810.0 |
19.5% |
44.5 |
1.1% |
98% |
False |
False |
465,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,247.8 |
2.618 |
4,216.7 |
1.618 |
4,197.7 |
1.000 |
4,186.0 |
0.618 |
4,178.7 |
HIGH |
4,167.0 |
0.618 |
4,159.7 |
0.500 |
4,157.5 |
0.382 |
4,155.3 |
LOW |
4,148.0 |
0.618 |
4,136.3 |
1.000 |
4,129.0 |
1.618 |
4,117.3 |
2.618 |
4,098.3 |
4.250 |
4,067.3 |
|
|
Fisher Pivots for day following 18-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,157.5 |
4,153.4 |
PP |
4,157.3 |
4,150.0 |
S1 |
4,157.1 |
4,146.5 |
|