Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,719.0 |
15,728.0 |
9.0 |
0.1% |
15,690.0 |
High |
15,806.0 |
15,793.0 |
-13.0 |
-0.1% |
15,730.0 |
Low |
15,670.0 |
15,713.0 |
43.0 |
0.3% |
15,500.0 |
Close |
15,693.0 |
15,731.0 |
38.0 |
0.2% |
15,693.0 |
Range |
136.0 |
80.0 |
-56.0 |
-41.2% |
230.0 |
ATR |
175.8 |
170.4 |
-5.4 |
-3.1% |
0.0 |
Volume |
69,237 |
81,285 |
12,048 |
17.4% |
261,634 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,985.7 |
15,938.3 |
15,775.0 |
|
R3 |
15,905.7 |
15,858.3 |
15,753.0 |
|
R2 |
15,825.7 |
15,825.7 |
15,745.7 |
|
R1 |
15,778.3 |
15,778.3 |
15,738.3 |
15,802.0 |
PP |
15,745.7 |
15,745.7 |
15,745.7 |
15,757.5 |
S1 |
15,698.3 |
15,698.3 |
15,723.7 |
15,722.0 |
S2 |
15,665.7 |
15,665.7 |
15,716.3 |
|
S3 |
15,585.7 |
15,618.3 |
15,709.0 |
|
S4 |
15,505.7 |
15,538.3 |
15,687.0 |
|
|
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% |
139.8 |
0.9% |
75% |
False |
False |
63,588 |
10 |
15,806.0 |
15,469.0 |
337.0 |
2.1% |
130.8 |
0.8% |
78% |
False |
False |
54,297 |
20 |
15,806.0 |
14,954.0 |
852.0 |
5.4% |
163.7 |
1.0% |
91% |
False |
False |
53,025 |
40 |
15,806.0 |
14,806.0 |
1,000.0 |
6.4% |
190.0 |
1.2% |
93% |
False |
False |
56,782 |
60 |
15,806.0 |
14,430.0 |
1,376.0 |
8.7% |
177.1 |
1.1% |
95% |
False |
False |
55,363 |
80 |
15,806.0 |
13,682.0 |
2,124.0 |
13.5% |
177.5 |
1.1% |
96% |
False |
False |
43,456 |
100 |
15,806.0 |
13,333.0 |
2,473.0 |
15.7% |
172.7 |
1.1% |
97% |
False |
False |
34,783 |
120 |
15,806.0 |
12,666.0 |
3,140.0 |
20.0% |
166.2 |
1.1% |
98% |
False |
False |
28,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,133.0 |
2.618 |
16,002.4 |
1.618 |
15,922.4 |
1.000 |
15,873.0 |
0.618 |
15,842.4 |
HIGH |
15,793.0 |
0.618 |
15,762.4 |
0.500 |
15,753.0 |
0.382 |
15,743.6 |
LOW |
15,713.0 |
0.618 |
15,663.6 |
1.000 |
15,633.0 |
1.618 |
15,583.6 |
2.618 |
15,503.6 |
4.250 |
15,373.0 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,753.0 |
15,712.7 |
PP |
15,745.7 |
15,694.3 |
S1 |
15,738.3 |
15,676.0 |
|