Trading Metrics calculated at close of trading on 10-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,225.50 |
4,222.25 |
-3.25 |
-0.1% |
4,206.50 |
High |
4,235.00 |
4,249.00 |
14.00 |
0.3% |
4,232.00 |
Low |
4,217.00 |
4,207.00 |
-10.00 |
-0.2% |
4,165.25 |
Close |
4,218.50 |
4,238.00 |
19.50 |
0.5% |
4,228.25 |
Range |
18.00 |
42.00 |
24.00 |
133.3% |
66.75 |
ATR |
42.75 |
42.69 |
-0.05 |
-0.1% |
0.00 |
Volume |
1,057,216 |
1,563,728 |
506,512 |
47.9% |
4,862,126 |
|
Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,357.25 |
4,339.75 |
4,261.00 |
|
R3 |
4,315.25 |
4,297.75 |
4,249.50 |
|
R2 |
4,273.25 |
4,273.25 |
4,245.75 |
|
R1 |
4,255.75 |
4,255.75 |
4,241.75 |
4,264.50 |
PP |
4,231.25 |
4,231.25 |
4,231.25 |
4,235.75 |
S1 |
4,213.75 |
4,213.75 |
4,234.25 |
4,222.50 |
S2 |
4,189.25 |
4,189.25 |
4,230.25 |
|
S3 |
4,147.25 |
4,171.75 |
4,226.50 |
|
S4 |
4,105.25 |
4,129.75 |
4,215.00 |
|
|
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 |
4,249.00 |
4,177.00 |
72.00 |
1.7% |
33.00 |
0.8% |
85% |
True |
False |
1,182,602 |
10 |
4,249.00 |
4,165.25 |
83.75 |
2.0% |
32.75 |
0.8% |
87% |
True |
False |
1,201,432 |
20 |
4,249.00 |
4,029.25 |
219.75 |
5.2% |
46.00 |
1.1% |
95% |
True |
False |
1,363,030 |
40 |
4,249.00 |
4,029.25 |
219.75 |
5.2% |
46.50 |
1.1% |
95% |
True |
False |
1,498,939 |
60 |
4,249.00 |
3,843.25 |
405.75 |
9.6% |
45.75 |
1.1% |
97% |
True |
False |
1,524,457 |
80 |
4,249.00 |
3,710.50 |
538.50 |
12.7% |
52.00 |
1.2% |
98% |
True |
False |
1,224,986 |
100 |
4,249.00 |
3,647.50 |
601.50 |
14.2% |
53.25 |
1.3% |
98% |
True |
False |
980,664 |
120 |
4,249.00 |
3,586.50 |
662.50 |
15.6% |
52.75 |
1.2% |
98% |
True |
False |
817,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,427.50 |
2.618 |
4,359.00 |
1.618 |
4,317.00 |
1.000 |
4,291.00 |
0.618 |
4,275.00 |
HIGH |
4,249.00 |
0.618 |
4,233.00 |
0.500 |
4,228.00 |
0.382 |
4,223.00 |
LOW |
4,207.00 |
0.618 |
4,181.00 |
1.000 |
4,165.00 |
1.618 |
4,139.00 |
2.618 |
4,097.00 |
4.250 |
4,028.50 |
|
|
Fisher Pivots for day following 10-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,234.75 |
4,234.50 |
PP |
4,231.25 |
4,231.00 |
S1 |
4,228.00 |
4,227.50 |
|