Trading Metrics calculated at close of trading on 14-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,239.50 |
4,248.00 |
8.50 |
0.2% |
4,232.25 |
High |
4,247.75 |
4,257.50 |
9.75 |
0.2% |
4,249.00 |
Low |
4,230.75 |
4,233.50 |
2.75 |
0.1% |
4,205.75 |
Close |
4,245.75 |
4,254.75 |
9.00 |
0.2% |
4,245.75 |
Range |
17.00 |
24.00 |
7.00 |
41.2% |
43.25 |
ATR |
40.86 |
39.65 |
-1.20 |
-2.9% |
0.00 |
Volume |
1,084,830 |
1,116,773 |
31,943 |
2.9% |
5,946,269 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,320.50 |
4,311.75 |
4,268.00 |
|
R3 |
4,296.50 |
4,287.75 |
4,261.25 |
|
R2 |
4,272.50 |
4,272.50 |
4,259.25 |
|
R1 |
4,263.75 |
4,263.75 |
4,257.00 |
4,268.00 |
PP |
4,248.50 |
4,248.50 |
4,248.50 |
4,250.75 |
S1 |
4,239.75 |
4,239.75 |
4,252.50 |
4,244.00 |
S2 |
4,224.50 |
4,224.50 |
4,250.25 |
|
S3 |
4,200.50 |
4,215.75 |
4,248.25 |
|
S4 |
4,176.50 |
4,191.75 |
4,241.50 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,363.25 |
4,347.75 |
4,269.50 |
|
R3 |
4,320.00 |
4,304.50 |
4,257.75 |
|
R2 |
4,276.75 |
4,276.75 |
4,253.75 |
|
R1 |
4,261.25 |
4,261.25 |
4,249.75 |
4,269.00 |
PP |
4,233.50 |
4,233.50 |
4,233.50 |
4,237.50 |
S1 |
4,218.00 |
4,218.00 |
4,241.75 |
4,225.75 |
S2 |
4,190.25 |
4,190.25 |
4,237.75 |
|
S3 |
4,147.00 |
4,174.75 |
4,233.75 |
|
S4 |
4,103.75 |
4,131.50 |
4,222.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,257.50 |
4,205.75 |
51.75 |
1.2% |
26.50 |
0.6% |
95% |
True |
False |
1,225,672 |
10 |
4,257.50 |
4,165.25 |
92.25 |
2.2% |
31.75 |
0.7% |
97% |
True |
False |
1,192,516 |
20 |
4,257.50 |
4,055.50 |
202.00 |
4.7% |
39.50 |
0.9% |
99% |
True |
False |
1,278,398 |
40 |
4,257.50 |
4,029.25 |
228.25 |
5.4% |
45.50 |
1.1% |
99% |
True |
False |
1,489,427 |
60 |
4,257.50 |
3,843.25 |
414.25 |
9.7% |
44.50 |
1.0% |
99% |
True |
False |
1,493,379 |
80 |
4,257.50 |
3,710.50 |
547.00 |
12.9% |
51.50 |
1.2% |
99% |
True |
False |
1,252,383 |
100 |
4,257.50 |
3,647.50 |
610.00 |
14.3% |
52.50 |
1.2% |
100% |
True |
False |
1,002,628 |
120 |
4,257.50 |
3,586.50 |
671.00 |
15.8% |
52.50 |
1.2% |
100% |
True |
False |
835,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,359.50 |
2.618 |
4,320.25 |
1.618 |
4,296.25 |
1.000 |
4,281.50 |
0.618 |
4,272.25 |
HIGH |
4,257.50 |
0.618 |
4,248.25 |
0.500 |
4,245.50 |
0.382 |
4,242.75 |
LOW |
4,233.50 |
0.618 |
4,218.75 |
1.000 |
4,209.50 |
1.618 |
4,194.75 |
2.618 |
4,170.75 |
4.250 |
4,131.50 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,251.75 |
4,247.25 |
PP |
4,248.50 |
4,239.75 |
S1 |
4,245.50 |
4,232.25 |
|