Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,999.00 |
14,119.50 |
120.50 |
0.9% |
13,773.25 |
High |
14,133.50 |
14,163.00 |
29.50 |
0.2% |
13,997.75 |
Low |
13,965.25 |
14,009.25 |
44.00 |
0.3% |
13,691.50 |
Close |
14,124.75 |
14,030.25 |
-94.50 |
-0.7% |
13,994.25 |
Range |
168.25 |
153.75 |
-14.50 |
-8.6% |
306.25 |
ATR |
198.16 |
194.99 |
-3.17 |
-1.6% |
0.00 |
Volume |
229,733 |
178,164 |
-51,569 |
-22.4% |
2,007,053 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,528.75 |
14,433.25 |
14,114.75 |
|
R3 |
14,375.00 |
14,279.50 |
14,072.50 |
|
R2 |
14,221.25 |
14,221.25 |
14,058.50 |
|
R1 |
14,125.75 |
14,125.75 |
14,044.25 |
14,096.50 |
PP |
14,067.50 |
14,067.50 |
14,067.50 |
14,053.00 |
S1 |
13,972.00 |
13,972.00 |
14,016.25 |
13,943.00 |
S2 |
13,913.75 |
13,913.75 |
14,002.00 |
|
S3 |
13,760.00 |
13,818.25 |
13,988.00 |
|
S4 |
13,606.25 |
13,664.50 |
13,945.75 |
|
|
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 |
14,163.00 |
13,726.00 |
437.00 |
3.1% |
147.75 |
1.1% |
70% |
True |
False |
306,971 |
10 |
14,163.00 |
13,462.25 |
700.75 |
5.0% |
171.75 |
1.2% |
81% |
True |
False |
378,638 |
20 |
14,163.00 |
12,954.25 |
1,208.75 |
8.6% |
186.00 |
1.3% |
89% |
True |
False |
408,599 |
40 |
14,163.00 |
12,915.00 |
1,248.00 |
8.9% |
219.50 |
1.6% |
89% |
True |
False |
486,211 |
60 |
14,163.00 |
12,609.75 |
1,553.25 |
11.1% |
221.75 |
1.6% |
91% |
True |
False |
499,188 |
80 |
14,163.00 |
12,200.00 |
1,963.00 |
14.0% |
267.25 |
1.9% |
93% |
True |
False |
416,950 |
100 |
14,163.00 |
12,200.00 |
1,963.00 |
14.0% |
265.25 |
1.9% |
93% |
True |
False |
333,726 |
120 |
14,163.00 |
12,200.00 |
1,963.00 |
14.0% |
254.25 |
1.8% |
93% |
True |
False |
278,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,816.50 |
2.618 |
14,565.50 |
1.618 |
14,411.75 |
1.000 |
14,316.75 |
0.618 |
14,258.00 |
HIGH |
14,163.00 |
0.618 |
14,104.25 |
0.500 |
14,086.00 |
0.382 |
14,068.00 |
LOW |
14,009.25 |
0.618 |
13,914.25 |
1.000 |
13,855.50 |
1.618 |
13,760.50 |
2.618 |
13,606.75 |
4.250 |
13,355.75 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,086.00 |
14,047.50 |
PP |
14,067.50 |
14,041.75 |
S1 |
14,049.00 |
14,036.00 |
|