Trading Metrics calculated at close of trading on 14-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,596.0 |
15,719.0 |
123.0 |
0.8% |
15,690.0 |
High |
15,725.0 |
15,806.0 |
81.0 |
0.5% |
15,730.0 |
Low |
15,546.0 |
15,670.0 |
124.0 |
0.8% |
15,500.0 |
Close |
15,693.0 |
15,693.0 |
0.0 |
0.0% |
15,693.0 |
Range |
179.0 |
136.0 |
-43.0 |
-24.0% |
230.0 |
ATR |
178.9 |
175.8 |
-3.1 |
-1.7% |
0.0 |
Volume |
53,309 |
69,237 |
15,928 |
29.9% |
261,634 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,131.0 |
16,048.0 |
15,767.8 |
|
R3 |
15,995.0 |
15,912.0 |
15,730.4 |
|
R2 |
15,859.0 |
15,859.0 |
15,717.9 |
|
R1 |
15,776.0 |
15,776.0 |
15,705.5 |
15,749.5 |
PP |
15,723.0 |
15,723.0 |
15,723.0 |
15,709.8 |
S1 |
15,640.0 |
15,640.0 |
15,680.5 |
15,613.5 |
S2 |
15,587.0 |
15,587.0 |
15,668.1 |
|
S3 |
15,451.0 |
15,504.0 |
15,655.6 |
|
S4 |
15,315.0 |
15,368.0 |
15,618.2 |
|
|
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 |
15,806.0 |
15,500.0 |
306.0 |
1.9% |
142.6 |
0.9% |
63% |
True |
False |
57,054 |
10 |
15,806.0 |
15,432.0 |
374.0 |
2.4% |
147.9 |
0.9% |
70% |
True |
False |
53,080 |
20 |
15,806.0 |
14,954.0 |
852.0 |
5.4% |
166.3 |
1.1% |
87% |
True |
False |
51,439 |
40 |
15,806.0 |
14,806.0 |
1,000.0 |
6.4% |
192.1 |
1.2% |
89% |
True |
False |
56,028 |
60 |
15,806.0 |
14,430.0 |
1,376.0 |
8.8% |
178.1 |
1.1% |
92% |
True |
False |
54,785 |
80 |
15,806.0 |
13,682.0 |
2,124.0 |
13.5% |
177.5 |
1.1% |
95% |
True |
False |
42,440 |
100 |
15,806.0 |
13,333.0 |
2,473.0 |
15.8% |
172.5 |
1.1% |
95% |
True |
False |
33,971 |
120 |
15,806.0 |
12,666.0 |
3,140.0 |
20.0% |
166.5 |
1.1% |
96% |
True |
False |
28,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,384.0 |
2.618 |
16,162.0 |
1.618 |
16,026.0 |
1.000 |
15,942.0 |
0.618 |
15,890.0 |
HIGH |
15,806.0 |
0.618 |
15,754.0 |
0.500 |
15,738.0 |
0.382 |
15,722.0 |
LOW |
15,670.0 |
0.618 |
15,586.0 |
1.000 |
15,534.0 |
1.618 |
15,450.0 |
2.618 |
15,314.0 |
4.250 |
15,092.0 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,738.0 |
15,681.8 |
PP |
15,723.0 |
15,670.7 |
S1 |
15,708.0 |
15,659.5 |
|