Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,572.0 |
15,596.0 |
24.0 |
0.2% |
15,690.0 |
High |
15,639.0 |
15,725.0 |
86.0 |
0.5% |
15,730.0 |
Low |
15,513.0 |
15,546.0 |
33.0 |
0.2% |
15,500.0 |
Close |
15,581.0 |
15,693.0 |
112.0 |
0.7% |
15,693.0 |
Range |
126.0 |
179.0 |
53.0 |
42.1% |
230.0 |
ATR |
178.8 |
178.9 |
0.0 |
0.0% |
0.0 |
Volume |
59,854 |
53,309 |
-6,545 |
-10.9% |
261,634 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,191.7 |
16,121.3 |
15,791.5 |
|
R3 |
16,012.7 |
15,942.3 |
15,742.2 |
|
R2 |
15,833.7 |
15,833.7 |
15,725.8 |
|
R1 |
15,763.3 |
15,763.3 |
15,709.4 |
15,798.5 |
PP |
15,654.7 |
15,654.7 |
15,654.7 |
15,672.3 |
S1 |
15,584.3 |
15,584.3 |
15,676.6 |
15,619.5 |
S2 |
15,475.7 |
15,475.7 |
15,660.2 |
|
S3 |
15,296.7 |
15,405.3 |
15,643.8 |
|
S4 |
15,117.7 |
15,226.3 |
15,594.6 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,331.0 |
16,242.0 |
15,819.5 |
|
R3 |
16,101.0 |
16,012.0 |
15,756.3 |
|
R2 |
15,871.0 |
15,871.0 |
15,735.2 |
|
R1 |
15,782.0 |
15,782.0 |
15,714.1 |
15,826.5 |
PP |
15,641.0 |
15,641.0 |
15,641.0 |
15,663.3 |
S1 |
15,552.0 |
15,552.0 |
15,671.9 |
15,596.5 |
S2 |
15,411.0 |
15,411.0 |
15,650.8 |
|
S3 |
15,181.0 |
15,322.0 |
15,629.8 |
|
S4 |
14,951.0 |
15,092.0 |
15,566.5 |
|
|
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% |
139.8 |
0.9% |
84% |
False |
False |
52,326 |
10 |
15,730.0 |
15,427.0 |
303.0 |
1.9% |
146.1 |
0.9% |
88% |
False |
False |
50,372 |
20 |
15,730.0 |
14,954.0 |
776.0 |
4.9% |
172.2 |
1.1% |
95% |
False |
False |
50,852 |
40 |
15,730.0 |
14,806.0 |
924.0 |
5.9% |
195.1 |
1.2% |
96% |
False |
False |
55,947 |
60 |
15,730.0 |
14,430.0 |
1,300.0 |
8.3% |
178.6 |
1.1% |
97% |
False |
False |
54,202 |
80 |
15,730.0 |
13,682.0 |
2,048.0 |
13.1% |
177.7 |
1.1% |
98% |
False |
False |
41,575 |
100 |
15,730.0 |
13,333.0 |
2,397.0 |
15.3% |
171.6 |
1.1% |
98% |
False |
False |
33,278 |
120 |
15,730.0 |
12,666.0 |
3,064.0 |
19.5% |
166.0 |
1.1% |
99% |
False |
False |
27,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,485.8 |
2.618 |
16,193.6 |
1.618 |
16,014.6 |
1.000 |
15,904.0 |
0.618 |
15,835.6 |
HIGH |
15,725.0 |
0.618 |
15,656.6 |
0.500 |
15,635.5 |
0.382 |
15,614.4 |
LOW |
15,546.0 |
0.618 |
15,435.4 |
1.000 |
15,367.0 |
1.618 |
15,256.4 |
2.618 |
15,077.4 |
4.250 |
14,785.3 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,673.8 |
15,666.2 |
PP |
15,654.7 |
15,639.3 |
S1 |
15,635.5 |
15,612.5 |
|