Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,817.00 |
13,975.50 |
158.50 |
1.1% |
13,773.25 |
High |
13,976.50 |
13,997.75 |
21.25 |
0.2% |
13,997.75 |
Low |
13,726.00 |
13,932.25 |
206.25 |
1.5% |
13,691.50 |
Close |
13,959.75 |
13,994.25 |
34.50 |
0.2% |
13,994.25 |
Range |
250.50 |
65.50 |
-185.00 |
-73.9% |
306.25 |
ATR |
210.84 |
200.46 |
-10.38 |
-4.9% |
0.00 |
Volume |
492,336 |
257,733 |
-234,603 |
-47.7% |
2,007,053 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,171.25 |
14,148.25 |
14,030.25 |
|
R3 |
14,105.75 |
14,082.75 |
14,012.25 |
|
R2 |
14,040.25 |
14,040.25 |
14,006.25 |
|
R1 |
14,017.25 |
14,017.25 |
14,000.25 |
14,028.75 |
PP |
13,974.75 |
13,974.75 |
13,974.75 |
13,980.50 |
S1 |
13,951.75 |
13,951.75 |
13,988.25 |
13,963.25 |
S2 |
13,909.25 |
13,909.25 |
13,982.25 |
|
S3 |
13,843.75 |
13,886.25 |
13,976.25 |
|
S4 |
13,778.25 |
13,820.75 |
13,958.25 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,813.25 |
14,710.00 |
14,162.75 |
|
R3 |
14,507.00 |
14,403.75 |
14,078.50 |
|
R2 |
14,200.75 |
14,200.75 |
14,050.50 |
|
R1 |
14,097.50 |
14,097.50 |
14,022.25 |
14,149.00 |
PP |
13,894.50 |
13,894.50 |
13,894.50 |
13,920.25 |
S1 |
13,791.25 |
13,791.25 |
13,966.25 |
13,843.00 |
S2 |
13,588.25 |
13,588.25 |
13,938.00 |
|
S3 |
13,282.00 |
13,485.00 |
13,910.00 |
|
S4 |
12,975.75 |
13,178.75 |
13,825.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,997.75 |
13,691.50 |
306.25 |
2.2% |
145.00 |
1.0% |
99% |
True |
False |
401,410 |
10 |
13,997.75 |
13,462.25 |
535.50 |
3.8% |
167.75 |
1.2% |
99% |
True |
False |
419,270 |
20 |
13,997.75 |
12,954.25 |
1,043.50 |
7.5% |
201.00 |
1.4% |
100% |
True |
False |
436,057 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.2% |
220.00 |
1.6% |
94% |
False |
False |
503,872 |
60 |
14,064.00 |
12,609.75 |
1,454.25 |
10.4% |
228.50 |
1.6% |
95% |
False |
False |
514,875 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.3% |
268.75 |
1.9% |
96% |
False |
False |
411,868 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.3% |
266.50 |
1.9% |
96% |
False |
False |
329,657 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.3% |
255.75 |
1.8% |
96% |
False |
False |
274,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,276.00 |
2.618 |
14,169.25 |
1.618 |
14,103.75 |
1.000 |
14,063.25 |
0.618 |
14,038.25 |
HIGH |
13,997.75 |
0.618 |
13,972.75 |
0.500 |
13,965.00 |
0.382 |
13,957.25 |
LOW |
13,932.25 |
0.618 |
13,891.75 |
1.000 |
13,866.75 |
1.618 |
13,826.25 |
2.618 |
13,760.75 |
4.250 |
13,654.00 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,984.50 |
13,950.00 |
PP |
13,974.75 |
13,906.00 |
S1 |
13,965.00 |
13,862.00 |
|