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 |
4,255.25 |
4,248.00 |
-7.25 |
-0.2% |
4,232.25 |
High |
4,267.50 |
4,251.25 |
-16.25 |
-0.4% |
4,249.00 |
Low |
4,238.00 |
4,200.75 |
-37.25 |
-0.9% |
4,205.75 |
Close |
4,246.50 |
4,223.00 |
-23.50 |
-0.6% |
4,245.75 |
Range |
29.50 |
50.50 |
21.00 |
71.2% |
43.25 |
ATR |
38.93 |
39.76 |
0.83 |
2.1% |
0.00 |
Volume |
981,189 |
511,740 |
-469,449 |
-47.8% |
5,946,269 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,376.50 |
4,350.25 |
4,250.75 |
|
R3 |
4,326.00 |
4,299.75 |
4,237.00 |
|
R2 |
4,275.50 |
4,275.50 |
4,232.25 |
|
R1 |
4,249.25 |
4,249.25 |
4,227.75 |
4,237.00 |
PP |
4,225.00 |
4,225.00 |
4,225.00 |
4,219.00 |
S1 |
4,198.75 |
4,198.75 |
4,218.25 |
4,186.50 |
S2 |
4,174.50 |
4,174.50 |
4,213.75 |
|
S3 |
4,124.00 |
4,148.25 |
4,209.00 |
|
S4 |
4,073.50 |
4,097.75 |
4,195.25 |
|
|
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 |
4,267.50 |
4,200.75 |
66.75 |
1.6% |
32.50 |
0.8% |
33% |
False |
True |
1,051,652 |
10 |
4,267.50 |
4,165.25 |
102.25 |
2.4% |
33.25 |
0.8% |
56% |
False |
False |
1,099,181 |
20 |
4,267.50 |
4,055.50 |
212.00 |
5.0% |
38.00 |
0.9% |
79% |
False |
False |
1,214,732 |
40 |
4,267.50 |
4,029.25 |
238.25 |
5.6% |
45.25 |
1.1% |
81% |
False |
False |
1,443,762 |
60 |
4,267.50 |
3,843.25 |
424.25 |
10.0% |
44.00 |
1.0% |
90% |
False |
False |
1,462,035 |
80 |
4,267.50 |
3,710.50 |
557.00 |
13.2% |
51.25 |
1.2% |
92% |
False |
False |
1,270,899 |
100 |
4,267.50 |
3,647.50 |
620.00 |
14.7% |
52.75 |
1.2% |
93% |
False |
False |
1,017,535 |
120 |
4,267.50 |
3,641.25 |
626.25 |
14.8% |
52.00 |
1.2% |
93% |
False |
False |
848,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,466.00 |
2.618 |
4,383.50 |
1.618 |
4,333.00 |
1.000 |
4,301.75 |
0.618 |
4,282.50 |
HIGH |
4,251.25 |
0.618 |
4,232.00 |
0.500 |
4,226.00 |
0.382 |
4,220.00 |
LOW |
4,200.75 |
0.618 |
4,169.50 |
1.000 |
4,150.25 |
1.618 |
4,119.00 |
2.618 |
4,068.50 |
4.250 |
3,986.00 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,226.00 |
4,234.00 |
PP |
4,225.00 |
4,230.50 |
S1 |
4,224.00 |
4,226.75 |
|