Trading Metrics calculated at close of trading on 17-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,248.00 |
4,214.25 |
-33.75 |
-0.8% |
4,232.25 |
High |
4,251.25 |
4,232.50 |
-18.75 |
-0.4% |
4,249.00 |
Low |
4,200.75 |
4,193.00 |
-7.75 |
-0.2% |
4,205.75 |
Close |
4,223.00 |
4,222.25 |
-0.75 |
0.0% |
4,245.75 |
Range |
50.50 |
39.50 |
-11.00 |
-21.8% |
43.25 |
ATR |
39.76 |
39.74 |
-0.02 |
0.0% |
0.00 |
Volume |
511,740 |
326,193 |
-185,547 |
-36.3% |
5,946,269 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,334.50 |
4,317.75 |
4,244.00 |
|
R3 |
4,295.00 |
4,278.25 |
4,233.00 |
|
R2 |
4,255.50 |
4,255.50 |
4,229.50 |
|
R1 |
4,238.75 |
4,238.75 |
4,225.75 |
4,247.00 |
PP |
4,216.00 |
4,216.00 |
4,216.00 |
4,220.00 |
S1 |
4,199.25 |
4,199.25 |
4,218.75 |
4,207.50 |
S2 |
4,176.50 |
4,176.50 |
4,215.00 |
|
S3 |
4,137.00 |
4,159.75 |
4,211.50 |
|
S4 |
4,097.50 |
4,120.25 |
4,200.50 |
|
|
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 |
4,267.50 |
4,193.00 |
74.50 |
1.8% |
32.00 |
0.8% |
39% |
False |
True |
804,145 |
10 |
4,267.50 |
4,177.00 |
90.50 |
2.1% |
32.50 |
0.8% |
50% |
False |
False |
993,373 |
20 |
4,267.50 |
4,084.50 |
183.00 |
4.3% |
36.50 |
0.9% |
75% |
False |
False |
1,115,386 |
40 |
4,267.50 |
4,029.25 |
238.25 |
5.6% |
45.00 |
1.1% |
81% |
False |
False |
1,414,280 |
60 |
4,267.50 |
3,843.25 |
424.25 |
10.0% |
43.75 |
1.0% |
89% |
False |
False |
1,436,172 |
80 |
4,267.50 |
3,710.50 |
557.00 |
13.2% |
50.50 |
1.2% |
92% |
False |
False |
1,274,756 |
100 |
4,267.50 |
3,647.50 |
620.00 |
14.7% |
52.50 |
1.2% |
93% |
False |
False |
1,020,758 |
120 |
4,267.50 |
3,642.75 |
624.75 |
14.8% |
51.75 |
1.2% |
93% |
False |
False |
850,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,400.50 |
2.618 |
4,336.00 |
1.618 |
4,296.50 |
1.000 |
4,272.00 |
0.618 |
4,257.00 |
HIGH |
4,232.50 |
0.618 |
4,217.50 |
0.500 |
4,212.75 |
0.382 |
4,208.00 |
LOW |
4,193.00 |
0.618 |
4,168.50 |
1.000 |
4,153.50 |
1.618 |
4,129.00 |
2.618 |
4,089.50 |
4.250 |
4,025.00 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,219.00 |
4,230.25 |
PP |
4,216.00 |
4,227.50 |
S1 |
4,212.75 |
4,225.00 |
|