Trading Metrics calculated at close of trading on 10-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,813.00 |
13,817.00 |
4.00 |
0.0% |
13,699.00 |
High |
13,904.25 |
13,976.50 |
72.25 |
0.5% |
13,783.75 |
Low |
13,803.50 |
13,726.00 |
-77.50 |
-0.6% |
13,462.25 |
Close |
13,814.25 |
13,959.75 |
145.50 |
1.1% |
13,766.75 |
Range |
100.75 |
250.50 |
149.75 |
148.6% |
321.50 |
ATR |
207.79 |
210.84 |
3.05 |
1.5% |
0.00 |
Volume |
376,893 |
492,336 |
115,443 |
30.6% |
1,819,430 |
|
Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,639.00 |
14,549.75 |
14,097.50 |
|
R3 |
14,388.50 |
14,299.25 |
14,028.75 |
|
R2 |
14,138.00 |
14,138.00 |
14,005.75 |
|
R1 |
14,048.75 |
14,048.75 |
13,982.75 |
14,093.50 |
PP |
13,887.50 |
13,887.50 |
13,887.50 |
13,909.75 |
S1 |
13,798.25 |
13,798.25 |
13,936.75 |
13,843.00 |
S2 |
13,637.00 |
13,637.00 |
13,913.75 |
|
S3 |
13,386.50 |
13,547.75 |
13,890.75 |
|
S4 |
13,136.00 |
13,297.25 |
13,822.00 |
|
|
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 |
13,976.50 |
13,467.75 |
508.75 |
3.6% |
195.00 |
1.4% |
97% |
True |
False |
439,262 |
10 |
13,976.50 |
13,462.25 |
514.25 |
3.7% |
171.25 |
1.2% |
97% |
True |
False |
432,357 |
20 |
13,976.50 |
12,915.00 |
1,061.50 |
7.6% |
213.25 |
1.5% |
98% |
True |
False |
459,538 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.2% |
224.50 |
1.6% |
91% |
False |
False |
510,549 |
60 |
14,064.00 |
12,609.75 |
1,454.25 |
10.4% |
233.00 |
1.7% |
93% |
False |
False |
521,459 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.4% |
270.75 |
1.9% |
94% |
False |
False |
408,656 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.4% |
269.00 |
1.9% |
94% |
False |
False |
327,086 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.4% |
255.75 |
1.8% |
94% |
False |
False |
272,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,041.00 |
2.618 |
14,632.25 |
1.618 |
14,381.75 |
1.000 |
14,227.00 |
0.618 |
14,131.25 |
HIGH |
13,976.50 |
0.618 |
13,880.75 |
0.500 |
13,851.25 |
0.382 |
13,821.75 |
LOW |
13,726.00 |
0.618 |
13,571.25 |
1.000 |
13,475.50 |
1.618 |
13,320.75 |
2.618 |
13,070.25 |
4.250 |
12,661.50 |
|
|
Fisher Pivots for day following 10-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,923.50 |
13,923.50 |
PP |
13,887.50 |
13,887.50 |
S1 |
13,851.25 |
13,851.25 |
|