Trading Metrics calculated at close of trading on 09-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,227.50 |
4,225.50 |
-2.00 |
0.0% |
4,206.50 |
High |
4,236.75 |
4,235.00 |
-1.75 |
0.0% |
4,232.00 |
Low |
4,205.75 |
4,217.00 |
11.25 |
0.3% |
4,165.25 |
Close |
4,225.75 |
4,218.50 |
-7.25 |
-0.2% |
4,228.25 |
Range |
31.00 |
18.00 |
-13.00 |
-41.9% |
66.75 |
ATR |
44.65 |
42.75 |
-1.90 |
-4.3% |
0.00 |
Volume |
1,305,814 |
1,057,216 |
-248,598 |
-19.0% |
4,862,126 |
|
Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,277.50 |
4,266.00 |
4,228.50 |
|
R3 |
4,259.50 |
4,248.00 |
4,223.50 |
|
R2 |
4,241.50 |
4,241.50 |
4,221.75 |
|
R1 |
4,230.00 |
4,230.00 |
4,220.25 |
4,226.75 |
PP |
4,223.50 |
4,223.50 |
4,223.50 |
4,222.00 |
S1 |
4,212.00 |
4,212.00 |
4,216.75 |
4,208.75 |
S2 |
4,205.50 |
4,205.50 |
4,215.25 |
|
S3 |
4,187.50 |
4,194.00 |
4,213.50 |
|
S4 |
4,169.50 |
4,176.00 |
4,208.50 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,408.75 |
4,385.25 |
4,265.00 |
|
R3 |
4,342.00 |
4,318.50 |
4,246.50 |
|
R2 |
4,275.25 |
4,275.25 |
4,240.50 |
|
R1 |
4,251.75 |
4,251.75 |
4,234.25 |
4,263.50 |
PP |
4,208.50 |
4,208.50 |
4,208.50 |
4,214.50 |
S1 |
4,185.00 |
4,185.00 |
4,222.25 |
4,196.75 |
S2 |
4,141.75 |
4,141.75 |
4,216.00 |
|
S3 |
4,075.00 |
4,118.25 |
4,210.00 |
|
S4 |
4,008.25 |
4,051.50 |
4,191.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,236.75 |
4,165.25 |
71.50 |
1.7% |
34.00 |
0.8% |
74% |
False |
False |
1,146,711 |
10 |
4,236.75 |
4,165.25 |
71.50 |
1.7% |
31.00 |
0.7% |
74% |
False |
False |
1,150,174 |
20 |
4,236.75 |
4,029.25 |
207.50 |
4.9% |
48.75 |
1.2% |
91% |
False |
False |
1,416,342 |
40 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
46.25 |
1.1% |
91% |
False |
False |
1,498,085 |
60 |
4,238.25 |
3,843.25 |
395.00 |
9.4% |
45.50 |
1.1% |
95% |
False |
False |
1,531,288 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.5% |
52.00 |
1.2% |
96% |
False |
False |
1,205,525 |
100 |
4,238.25 |
3,647.50 |
590.75 |
14.0% |
53.25 |
1.3% |
97% |
False |
False |
965,046 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.4% |
52.75 |
1.2% |
97% |
False |
False |
804,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,311.50 |
2.618 |
4,282.00 |
1.618 |
4,264.00 |
1.000 |
4,253.00 |
0.618 |
4,246.00 |
HIGH |
4,235.00 |
0.618 |
4,228.00 |
0.500 |
4,226.00 |
0.382 |
4,224.00 |
LOW |
4,217.00 |
0.618 |
4,206.00 |
1.000 |
4,199.00 |
1.618 |
4,188.00 |
2.618 |
4,170.00 |
4.250 |
4,140.50 |
|
|
Fisher Pivots for day following 09-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,226.00 |
4,221.25 |
PP |
4,223.50 |
4,220.25 |
S1 |
4,221.00 |
4,219.50 |
|