Trading Metrics calculated at close of trading on 14-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,975.50 |
13,999.00 |
23.50 |
0.2% |
13,773.25 |
High |
13,997.75 |
14,133.50 |
135.75 |
1.0% |
13,997.75 |
Low |
13,932.25 |
13,965.25 |
33.00 |
0.2% |
13,691.50 |
Close |
13,994.25 |
14,124.75 |
130.50 |
0.9% |
13,994.25 |
Range |
65.50 |
168.25 |
102.75 |
156.9% |
306.25 |
ATR |
200.46 |
198.16 |
-2.30 |
-1.1% |
0.00 |
Volume |
257,733 |
229,733 |
-28,000 |
-10.9% |
2,007,053 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,579.25 |
14,520.25 |
14,217.25 |
|
R3 |
14,411.00 |
14,352.00 |
14,171.00 |
|
R2 |
14,242.75 |
14,242.75 |
14,155.50 |
|
R1 |
14,183.75 |
14,183.75 |
14,140.25 |
14,213.25 |
PP |
14,074.50 |
14,074.50 |
14,074.50 |
14,089.25 |
S1 |
14,015.50 |
14,015.50 |
14,109.25 |
14,045.00 |
S2 |
13,906.25 |
13,906.25 |
14,094.00 |
|
S3 |
13,738.00 |
13,847.25 |
14,078.50 |
|
S4 |
13,569.75 |
13,679.00 |
14,032.25 |
|
|
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 |
14,133.50 |
13,726.00 |
407.50 |
2.9% |
152.00 |
1.1% |
98% |
True |
False |
367,848 |
10 |
14,133.50 |
13,462.25 |
671.25 |
4.8% |
174.50 |
1.2% |
99% |
True |
False |
405,621 |
20 |
14,133.50 |
12,954.25 |
1,179.25 |
8.3% |
191.75 |
1.4% |
99% |
True |
False |
424,106 |
40 |
14,133.50 |
12,915.00 |
1,218.50 |
8.6% |
221.50 |
1.6% |
99% |
True |
False |
497,100 |
60 |
14,133.50 |
12,609.75 |
1,523.75 |
10.8% |
222.75 |
1.6% |
99% |
True |
False |
506,903 |
80 |
14,133.50 |
12,200.00 |
1,933.50 |
13.7% |
267.75 |
1.9% |
100% |
True |
False |
414,731 |
100 |
14,133.50 |
12,200.00 |
1,933.50 |
13.7% |
265.25 |
1.9% |
100% |
True |
False |
331,950 |
120 |
14,133.50 |
12,200.00 |
1,933.50 |
13.7% |
255.50 |
1.8% |
100% |
True |
False |
276,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,848.50 |
2.618 |
14,574.00 |
1.618 |
14,405.75 |
1.000 |
14,301.75 |
0.618 |
14,237.50 |
HIGH |
14,133.50 |
0.618 |
14,069.25 |
0.500 |
14,049.50 |
0.382 |
14,029.50 |
LOW |
13,965.25 |
0.618 |
13,861.25 |
1.000 |
13,797.00 |
1.618 |
13,693.00 |
2.618 |
13,524.75 |
4.250 |
13,250.25 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,099.50 |
14,059.75 |
PP |
14,074.50 |
13,994.75 |
S1 |
14,049.50 |
13,929.75 |
|