| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
15,665.0 |
15,742.0 |
77.0 |
0.5% |
15,719.0 |
| High |
15,763.0 |
15,742.0 |
-21.0 |
-0.1% |
15,806.0 |
| Low |
15,619.0 |
15,603.0 |
-16.0 |
-0.1% |
15,603.0 |
| Close |
15,724.0 |
15,613.5 |
-110.5 |
-0.7% |
15,613.5 |
| Range |
144.0 |
139.0 |
-5.0 |
-3.5% |
203.0 |
| ATR |
163.2 |
161.5 |
-1.7 |
-1.1% |
0.0 |
| Volume |
52,119 |
6,171 |
-45,948 |
-88.2% |
284,575 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,069.8 |
15,980.7 |
15,690.0 |
|
| R3 |
15,930.8 |
15,841.7 |
15,651.7 |
|
| R2 |
15,791.8 |
15,791.8 |
15,639.0 |
|
| R1 |
15,702.7 |
15,702.7 |
15,626.2 |
15,677.8 |
| PP |
15,652.8 |
15,652.8 |
15,652.8 |
15,640.4 |
| S1 |
15,563.7 |
15,563.7 |
15,600.8 |
15,538.8 |
| S2 |
15,513.8 |
15,513.8 |
15,588.0 |
|
| S3 |
15,374.8 |
15,424.7 |
15,575.3 |
|
| S4 |
15,235.8 |
15,285.7 |
15,537.1 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,283.2 |
16,151.3 |
15,725.2 |
|
| R3 |
16,080.2 |
15,948.3 |
15,669.3 |
|
| R2 |
15,877.2 |
15,877.2 |
15,650.7 |
|
| R1 |
15,745.3 |
15,745.3 |
15,632.1 |
15,709.8 |
| PP |
15,674.2 |
15,674.2 |
15,674.2 |
15,656.4 |
| S1 |
15,542.3 |
15,542.3 |
15,594.9 |
15,506.8 |
| S2 |
15,471.2 |
15,471.2 |
15,576.3 |
|
| S3 |
15,268.2 |
15,339.3 |
15,557.7 |
|
| S4 |
15,065.2 |
15,136.3 |
15,501.9 |
|
|
| 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 |
15,603.0 |
203.0 |
1.3% |
118.0 |
0.8% |
5% |
False |
True |
56,915 |
| 10 |
15,806.0 |
15,500.0 |
306.0 |
2.0% |
128.9 |
0.8% |
37% |
False |
False |
54,620 |
| 20 |
15,806.0 |
15,345.0 |
461.0 |
3.0% |
137.8 |
0.9% |
58% |
False |
False |
49,810 |
| 40 |
15,806.0 |
14,806.0 |
1,000.0 |
6.4% |
183.9 |
1.2% |
81% |
False |
False |
56,191 |
| 60 |
15,806.0 |
14,430.0 |
1,376.0 |
8.8% |
174.6 |
1.1% |
86% |
False |
False |
54,630 |
| 80 |
15,806.0 |
13,682.0 |
2,124.0 |
13.6% |
175.0 |
1.1% |
91% |
False |
False |
45,128 |
| 100 |
15,806.0 |
13,333.0 |
2,473.0 |
15.8% |
168.8 |
1.1% |
92% |
False |
False |
36,117 |
| 120 |
15,806.0 |
13,333.0 |
2,473.0 |
15.8% |
161.7 |
1.0% |
92% |
False |
False |
30,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,332.8 |
|
2.618 |
16,105.9 |
|
1.618 |
15,966.9 |
|
1.000 |
15,881.0 |
|
0.618 |
15,827.9 |
|
HIGH |
15,742.0 |
|
0.618 |
15,688.9 |
|
0.500 |
15,672.5 |
|
0.382 |
15,656.1 |
|
LOW |
15,603.0 |
|
0.618 |
15,517.1 |
|
1.000 |
15,464.0 |
|
1.618 |
15,378.1 |
|
2.618 |
15,239.1 |
|
4.250 |
15,012.3 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,672.5 |
15,683.0 |
| PP |
15,652.8 |
15,659.8 |
| S1 |
15,633.2 |
15,636.7 |
|