Trading Metrics calculated at close of trading on 08-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,773.25 |
13,823.00 |
49.75 |
0.4% |
13,699.00 |
High |
13,824.00 |
13,917.25 |
93.25 |
0.7% |
13,783.75 |
Low |
13,691.50 |
13,741.75 |
50.25 |
0.4% |
13,462.25 |
Close |
13,804.25 |
13,811.50 |
7.25 |
0.1% |
13,766.75 |
Range |
132.50 |
175.50 |
43.00 |
32.5% |
321.50 |
ATR |
219.15 |
216.03 |
-3.12 |
-1.4% |
0.00 |
Volume |
397,545 |
482,546 |
85,001 |
21.4% |
1,819,430 |
|
Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,350.00 |
14,256.25 |
13,908.00 |
|
R3 |
14,174.50 |
14,080.75 |
13,859.75 |
|
R2 |
13,999.00 |
13,999.00 |
13,843.75 |
|
R1 |
13,905.25 |
13,905.25 |
13,827.50 |
13,864.50 |
PP |
13,823.50 |
13,823.50 |
13,823.50 |
13,803.00 |
S1 |
13,729.75 |
13,729.75 |
13,795.50 |
13,689.00 |
S2 |
13,648.00 |
13,648.00 |
13,779.25 |
|
S3 |
13,472.50 |
13,554.25 |
13,763.25 |
|
S4 |
13,297.00 |
13,378.75 |
13,715.00 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,635.50 |
14,522.50 |
13,943.50 |
|
R3 |
14,314.00 |
14,201.00 |
13,855.25 |
|
R2 |
13,992.50 |
13,992.50 |
13,825.75 |
|
R1 |
13,879.50 |
13,879.50 |
13,796.25 |
13,936.00 |
PP |
13,671.00 |
13,671.00 |
13,671.00 |
13,699.00 |
S1 |
13,558.00 |
13,558.00 |
13,737.25 |
13,614.50 |
S2 |
13,349.50 |
13,349.50 |
13,707.75 |
|
S3 |
13,028.00 |
13,236.50 |
13,678.25 |
|
S4 |
12,706.50 |
12,915.00 |
13,590.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,917.25 |
13,462.25 |
455.00 |
3.3% |
195.75 |
1.4% |
77% |
True |
False |
450,304 |
10 |
13,917.25 |
13,462.25 |
455.00 |
3.3% |
156.50 |
1.1% |
77% |
True |
False |
423,356 |
20 |
13,917.25 |
12,915.00 |
1,002.25 |
7.3% |
230.75 |
1.7% |
89% |
True |
False |
493,504 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.3% |
227.50 |
1.6% |
78% |
False |
False |
517,522 |
60 |
14,064.00 |
12,609.75 |
1,454.25 |
10.5% |
235.00 |
1.7% |
83% |
False |
False |
522,117 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
271.00 |
2.0% |
86% |
False |
False |
397,810 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
268.75 |
1.9% |
86% |
False |
False |
318,406 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
255.25 |
1.8% |
86% |
False |
False |
265,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,663.00 |
2.618 |
14,376.75 |
1.618 |
14,201.25 |
1.000 |
14,092.75 |
0.618 |
14,025.75 |
HIGH |
13,917.25 |
0.618 |
13,850.25 |
0.500 |
13,829.50 |
0.382 |
13,808.75 |
LOW |
13,741.75 |
0.618 |
13,633.25 |
1.000 |
13,566.25 |
1.618 |
13,457.75 |
2.618 |
13,282.25 |
4.250 |
12,996.00 |
|
|
Fisher Pivots for day following 08-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,829.50 |
13,771.75 |
PP |
13,823.50 |
13,732.25 |
S1 |
13,817.50 |
13,692.50 |
|