Trading Metrics calculated at close of trading on 08-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,690.0 |
15,711.0 |
21.0 |
0.1% |
15,455.0 |
High |
15,730.0 |
15,727.0 |
-3.0 |
0.0% |
15,704.0 |
Low |
15,608.0 |
15,633.0 |
25.0 |
0.2% |
15,432.0 |
Close |
15,689.0 |
15,653.0 |
-36.0 |
-0.2% |
15,691.0 |
Range |
122.0 |
94.0 |
-28.0 |
-23.0% |
272.0 |
ATR |
190.2 |
183.3 |
-6.9 |
-3.6% |
0.0 |
Volume |
45,599 |
48,613 |
3,014 |
6.6% |
199,935 |
|
Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,953.0 |
15,897.0 |
15,704.7 |
|
R3 |
15,859.0 |
15,803.0 |
15,678.9 |
|
R2 |
15,765.0 |
15,765.0 |
15,670.2 |
|
R1 |
15,709.0 |
15,709.0 |
15,661.6 |
15,690.0 |
PP |
15,671.0 |
15,671.0 |
15,671.0 |
15,661.5 |
S1 |
15,615.0 |
15,615.0 |
15,644.4 |
15,596.0 |
S2 |
15,577.0 |
15,577.0 |
15,635.8 |
|
S3 |
15,483.0 |
15,521.0 |
15,627.2 |
|
S4 |
15,389.0 |
15,427.0 |
15,601.3 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,425.0 |
16,330.0 |
15,840.6 |
|
R3 |
16,153.0 |
16,058.0 |
15,765.8 |
|
R2 |
15,881.0 |
15,881.0 |
15,740.9 |
|
R1 |
15,786.0 |
15,786.0 |
15,715.9 |
15,833.5 |
PP |
15,609.0 |
15,609.0 |
15,609.0 |
15,632.8 |
S1 |
15,514.0 |
15,514.0 |
15,666.1 |
15,561.5 |
S2 |
15,337.0 |
15,337.0 |
15,641.1 |
|
S3 |
15,065.0 |
15,242.0 |
15,616.2 |
|
S4 |
14,793.0 |
14,970.0 |
15,541.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,730.0 |
15,469.0 |
261.0 |
1.7% |
121.8 |
0.8% |
70% |
False |
False |
45,005 |
10 |
15,730.0 |
15,345.0 |
385.0 |
2.5% |
141.0 |
0.9% |
80% |
False |
False |
47,115 |
20 |
15,730.0 |
14,806.0 |
924.0 |
5.9% |
198.1 |
1.3% |
92% |
False |
False |
55,393 |
40 |
15,730.0 |
14,806.0 |
924.0 |
5.9% |
191.6 |
1.2% |
92% |
False |
False |
55,214 |
60 |
15,730.0 |
14,420.0 |
1,310.0 |
8.4% |
177.5 |
1.1% |
94% |
False |
False |
52,482 |
80 |
15,730.0 |
13,682.0 |
2,048.0 |
13.1% |
174.8 |
1.1% |
96% |
False |
False |
39,484 |
100 |
15,730.0 |
13,333.0 |
2,397.0 |
15.3% |
171.2 |
1.1% |
97% |
False |
False |
31,605 |
120 |
15,730.0 |
12,666.0 |
3,064.0 |
19.6% |
163.4 |
1.0% |
97% |
False |
False |
26,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,126.5 |
2.618 |
15,973.1 |
1.618 |
15,879.1 |
1.000 |
15,821.0 |
0.618 |
15,785.1 |
HIGH |
15,727.0 |
0.618 |
15,691.1 |
0.500 |
15,680.0 |
0.382 |
15,668.9 |
LOW |
15,633.0 |
0.618 |
15,574.9 |
1.000 |
15,539.0 |
1.618 |
15,480.9 |
2.618 |
15,386.9 |
4.250 |
15,233.5 |
|
|
Fisher Pivots for day following 08-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,680.0 |
15,655.0 |
PP |
15,671.0 |
15,654.3 |
S1 |
15,662.0 |
15,653.7 |
|