Trading Metrics calculated at close of trading on 09-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,711.0 |
15,660.0 |
-51.0 |
-0.3% |
15,455.0 |
High |
15,727.0 |
15,678.0 |
-49.0 |
-0.3% |
15,704.0 |
Low |
15,633.0 |
15,500.0 |
-133.0 |
-0.9% |
15,432.0 |
Close |
15,653.0 |
15,591.0 |
-62.0 |
-0.4% |
15,691.0 |
Range |
94.0 |
178.0 |
84.0 |
89.4% |
272.0 |
ATR |
183.3 |
182.9 |
-0.4 |
-0.2% |
0.0 |
Volume |
48,613 |
54,259 |
5,646 |
11.6% |
199,935 |
|
Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,123.7 |
16,035.3 |
15,688.9 |
|
R3 |
15,945.7 |
15,857.3 |
15,640.0 |
|
R2 |
15,767.7 |
15,767.7 |
15,623.6 |
|
R1 |
15,679.3 |
15,679.3 |
15,607.3 |
15,634.5 |
PP |
15,589.7 |
15,589.7 |
15,589.7 |
15,567.3 |
S1 |
15,501.3 |
15,501.3 |
15,574.7 |
15,456.5 |
S2 |
15,411.7 |
15,411.7 |
15,558.4 |
|
S3 |
15,233.7 |
15,323.3 |
15,542.1 |
|
S4 |
15,055.7 |
15,145.3 |
15,493.1 |
|
|
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% |
141.0 |
0.9% |
47% |
False |
False |
48,065 |
10 |
15,730.0 |
15,345.0 |
385.0 |
2.5% |
143.9 |
0.9% |
64% |
False |
False |
47,790 |
20 |
15,730.0 |
14,806.0 |
924.0 |
5.9% |
191.4 |
1.2% |
85% |
False |
False |
53,339 |
40 |
15,730.0 |
14,806.0 |
924.0 |
5.9% |
193.5 |
1.2% |
85% |
False |
False |
55,402 |
60 |
15,730.0 |
14,420.0 |
1,310.0 |
8.4% |
178.5 |
1.1% |
89% |
False |
False |
53,287 |
80 |
15,730.0 |
13,682.0 |
2,048.0 |
13.1% |
175.7 |
1.1% |
93% |
False |
False |
40,162 |
100 |
15,730.0 |
13,333.0 |
2,397.0 |
15.4% |
171.1 |
1.1% |
94% |
False |
False |
32,147 |
120 |
15,730.0 |
12,666.0 |
3,064.0 |
19.7% |
164.4 |
1.1% |
95% |
False |
False |
26,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,434.5 |
2.618 |
16,144.0 |
1.618 |
15,966.0 |
1.000 |
15,856.0 |
0.618 |
15,788.0 |
HIGH |
15,678.0 |
0.618 |
15,610.0 |
0.500 |
15,589.0 |
0.382 |
15,568.0 |
LOW |
15,500.0 |
0.618 |
15,390.0 |
1.000 |
15,322.0 |
1.618 |
15,212.0 |
2.618 |
15,034.0 |
4.250 |
14,743.5 |
|
|
Fisher Pivots for day following 09-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,590.3 |
15,615.0 |
PP |
15,589.7 |
15,607.0 |
S1 |
15,589.0 |
15,599.0 |
|