Trading Metrics calculated at close of trading on 09-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,823.00 |
13,813.00 |
-10.00 |
-0.1% |
13,699.00 |
High |
13,917.25 |
13,904.25 |
-13.00 |
-0.1% |
13,783.75 |
Low |
13,741.75 |
13,803.50 |
61.75 |
0.4% |
13,462.25 |
Close |
13,811.50 |
13,814.25 |
2.75 |
0.0% |
13,766.75 |
Range |
175.50 |
100.75 |
-74.75 |
-42.6% |
321.50 |
ATR |
216.03 |
207.79 |
-8.23 |
-3.8% |
0.00 |
Volume |
482,546 |
376,893 |
-105,653 |
-21.9% |
1,819,430 |
|
Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,143.00 |
14,079.25 |
13,869.75 |
|
R3 |
14,042.25 |
13,978.50 |
13,842.00 |
|
R2 |
13,941.50 |
13,941.50 |
13,832.75 |
|
R1 |
13,877.75 |
13,877.75 |
13,823.50 |
13,909.50 |
PP |
13,840.75 |
13,840.75 |
13,840.75 |
13,856.50 |
S1 |
13,777.00 |
13,777.00 |
13,805.00 |
13,809.00 |
S2 |
13,740.00 |
13,740.00 |
13,795.75 |
|
S3 |
13,639.25 |
13,676.25 |
13,786.50 |
|
S4 |
13,538.50 |
13,575.50 |
13,758.75 |
|
|
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% |
194.00 |
1.4% |
77% |
False |
False |
451,393 |
10 |
13,917.25 |
13,462.25 |
455.00 |
3.3% |
153.50 |
1.1% |
77% |
False |
False |
417,430 |
20 |
13,917.25 |
12,915.00 |
1,002.25 |
7.3% |
220.25 |
1.6% |
90% |
False |
False |
472,967 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.3% |
224.50 |
1.6% |
78% |
False |
False |
514,796 |
60 |
14,064.00 |
12,609.75 |
1,454.25 |
10.5% |
232.75 |
1.7% |
83% |
False |
False |
522,000 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
270.00 |
2.0% |
87% |
False |
False |
402,513 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
268.25 |
1.9% |
87% |
False |
False |
322,170 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.5% |
254.50 |
1.8% |
87% |
False |
False |
268,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,332.50 |
2.618 |
14,168.00 |
1.618 |
14,067.25 |
1.000 |
14,005.00 |
0.618 |
13,966.50 |
HIGH |
13,904.25 |
0.618 |
13,865.75 |
0.500 |
13,854.00 |
0.382 |
13,842.00 |
LOW |
13,803.50 |
0.618 |
13,741.25 |
1.000 |
13,702.75 |
1.618 |
13,640.50 |
2.618 |
13,539.75 |
4.250 |
13,375.25 |
|
|
Fisher Pivots for day following 09-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,854.00 |
13,811.00 |
PP |
13,840.75 |
13,807.75 |
S1 |
13,827.50 |
13,804.50 |
|