Trading Metrics calculated at close of trading on 16-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,728.0 |
15,742.0 |
14.0 |
0.1% |
15,690.0 |
High |
15,793.0 |
15,761.0 |
-32.0 |
-0.2% |
15,730.0 |
Low |
15,713.0 |
15,670.0 |
-43.0 |
-0.3% |
15,500.0 |
Close |
15,731.0 |
15,716.0 |
-15.0 |
-0.1% |
15,693.0 |
Range |
80.0 |
91.0 |
11.0 |
13.8% |
230.0 |
ATR |
170.4 |
164.7 |
-5.7 |
-3.3% |
0.0 |
Volume |
81,285 |
75,763 |
-5,522 |
-6.8% |
261,634 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,988.7 |
15,943.3 |
15,766.1 |
|
R3 |
15,897.7 |
15,852.3 |
15,741.0 |
|
R2 |
15,806.7 |
15,806.7 |
15,732.7 |
|
R1 |
15,761.3 |
15,761.3 |
15,724.3 |
15,738.5 |
PP |
15,715.7 |
15,715.7 |
15,715.7 |
15,704.3 |
S1 |
15,670.3 |
15,670.3 |
15,707.7 |
15,647.5 |
S2 |
15,624.7 |
15,624.7 |
15,699.3 |
|
S3 |
15,533.7 |
15,579.3 |
15,691.0 |
|
S4 |
15,442.7 |
15,488.3 |
15,666.0 |
|
|
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 |
15,513.0 |
293.0 |
1.9% |
122.4 |
0.8% |
69% |
False |
False |
67,889 |
10 |
15,806.0 |
15,469.0 |
337.0 |
2.1% |
131.7 |
0.8% |
73% |
False |
False |
57,977 |
20 |
15,806.0 |
14,954.0 |
852.0 |
5.4% |
157.3 |
1.0% |
89% |
False |
False |
54,252 |
40 |
15,806.0 |
14,806.0 |
1,000.0 |
6.4% |
184.9 |
1.2% |
91% |
False |
False |
57,398 |
60 |
15,806.0 |
14,430.0 |
1,376.0 |
8.8% |
175.5 |
1.1% |
93% |
False |
False |
55,370 |
80 |
15,806.0 |
13,682.0 |
2,124.0 |
13.5% |
177.3 |
1.1% |
96% |
False |
False |
44,402 |
100 |
15,806.0 |
13,333.0 |
2,473.0 |
15.7% |
172.6 |
1.1% |
96% |
False |
False |
35,541 |
120 |
15,806.0 |
13,229.0 |
2,577.0 |
16.4% |
162.2 |
1.0% |
97% |
False |
False |
29,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,147.8 |
2.618 |
15,999.2 |
1.618 |
15,908.2 |
1.000 |
15,852.0 |
0.618 |
15,817.2 |
HIGH |
15,761.0 |
0.618 |
15,726.2 |
0.500 |
15,715.5 |
0.382 |
15,704.8 |
LOW |
15,670.0 |
0.618 |
15,613.8 |
1.000 |
15,579.0 |
1.618 |
15,522.8 |
2.618 |
15,431.8 |
4.250 |
15,283.3 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,715.8 |
15,738.0 |
PP |
15,715.7 |
15,730.7 |
S1 |
15,715.5 |
15,723.3 |
|