Trading Metrics calculated at close of trading on 10-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,660.0 |
15,572.0 |
-88.0 |
-0.6% |
15,455.0 |
High |
15,678.0 |
15,639.0 |
-39.0 |
-0.2% |
15,704.0 |
Low |
15,500.0 |
15,513.0 |
13.0 |
0.1% |
15,432.0 |
Close |
15,591.0 |
15,581.0 |
-10.0 |
-0.1% |
15,691.0 |
Range |
178.0 |
126.0 |
-52.0 |
-29.2% |
272.0 |
ATR |
182.9 |
178.8 |
-4.1 |
-2.2% |
0.0 |
Volume |
54,259 |
59,854 |
5,595 |
10.3% |
199,935 |
|
Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,955.7 |
15,894.3 |
15,650.3 |
|
R3 |
15,829.7 |
15,768.3 |
15,615.7 |
|
R2 |
15,703.7 |
15,703.7 |
15,604.1 |
|
R1 |
15,642.3 |
15,642.3 |
15,592.6 |
15,673.0 |
PP |
15,577.7 |
15,577.7 |
15,577.7 |
15,593.0 |
S1 |
15,516.3 |
15,516.3 |
15,569.5 |
15,547.0 |
S2 |
15,451.7 |
15,451.7 |
15,557.9 |
|
S3 |
15,325.7 |
15,390.3 |
15,546.4 |
|
S4 |
15,199.7 |
15,264.3 |
15,511.7 |
|
|
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 |
15,500.0 |
230.0 |
1.5% |
128.8 |
0.8% |
35% |
False |
False |
50,005 |
10 |
15,730.0 |
15,345.0 |
385.0 |
2.5% |
142.4 |
0.9% |
61% |
False |
False |
49,813 |
20 |
15,730.0 |
14,806.0 |
924.0 |
5.9% |
186.1 |
1.2% |
84% |
False |
False |
52,637 |
40 |
15,730.0 |
14,806.0 |
924.0 |
5.9% |
193.2 |
1.2% |
84% |
False |
False |
55,680 |
60 |
15,730.0 |
14,430.0 |
1,300.0 |
8.3% |
177.7 |
1.1% |
89% |
False |
False |
53,908 |
80 |
15,730.0 |
13,682.0 |
2,048.0 |
13.1% |
176.3 |
1.1% |
93% |
False |
False |
40,909 |
100 |
15,730.0 |
13,333.0 |
2,397.0 |
15.4% |
170.6 |
1.1% |
94% |
False |
False |
32,745 |
120 |
15,730.0 |
12,666.0 |
3,064.0 |
19.7% |
164.8 |
1.1% |
95% |
False |
False |
27,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,174.5 |
2.618 |
15,968.9 |
1.618 |
15,842.9 |
1.000 |
15,765.0 |
0.618 |
15,716.9 |
HIGH |
15,639.0 |
0.618 |
15,590.9 |
0.500 |
15,576.0 |
0.382 |
15,561.1 |
LOW |
15,513.0 |
0.618 |
15,435.1 |
1.000 |
15,387.0 |
1.618 |
15,309.1 |
2.618 |
15,183.1 |
4.250 |
14,977.5 |
|
|
Fisher Pivots for day following 10-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,579.3 |
15,613.5 |
PP |
15,577.7 |
15,602.7 |
S1 |
15,576.0 |
15,591.8 |
|