Trading Metrics calculated at close of trading on 16-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
14,119.50 |
14,046.75 |
-72.75 |
-0.5% |
13,773.25 |
High |
14,163.00 |
14,103.75 |
-59.25 |
-0.4% |
13,997.75 |
Low |
14,009.25 |
13,840.00 |
-169.25 |
-1.2% |
13,691.50 |
Close |
14,030.25 |
13,981.25 |
-49.00 |
-0.3% |
13,994.25 |
Range |
153.75 |
263.75 |
110.00 |
71.5% |
306.25 |
ATR |
194.99 |
199.90 |
4.91 |
2.5% |
0.00 |
Volume |
178,164 |
124,322 |
-53,842 |
-30.2% |
2,007,053 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,766.25 |
14,637.50 |
14,126.25 |
|
R3 |
14,502.50 |
14,373.75 |
14,053.75 |
|
R2 |
14,238.75 |
14,238.75 |
14,029.50 |
|
R1 |
14,110.00 |
14,110.00 |
14,005.50 |
14,042.50 |
PP |
13,975.00 |
13,975.00 |
13,975.00 |
13,941.25 |
S1 |
13,846.25 |
13,846.25 |
13,957.00 |
13,778.75 |
S2 |
13,711.25 |
13,711.25 |
13,933.00 |
|
S3 |
13,447.50 |
13,582.50 |
13,908.75 |
|
S4 |
13,183.75 |
13,318.75 |
13,836.25 |
|
|
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 |
14,163.00 |
13,726.00 |
437.00 |
3.1% |
180.25 |
1.3% |
58% |
False |
False |
256,457 |
10 |
14,163.00 |
13,462.25 |
700.75 |
5.0% |
187.25 |
1.3% |
74% |
False |
False |
353,925 |
20 |
14,163.00 |
12,954.25 |
1,208.75 |
8.6% |
186.50 |
1.3% |
85% |
False |
False |
392,711 |
40 |
14,163.00 |
12,915.00 |
1,248.00 |
8.9% |
220.75 |
1.6% |
85% |
False |
False |
474,169 |
60 |
14,163.00 |
12,609.75 |
1,553.25 |
11.1% |
220.00 |
1.6% |
88% |
False |
False |
493,282 |
80 |
14,163.00 |
12,200.00 |
1,963.00 |
14.0% |
265.25 |
1.9% |
91% |
False |
False |
418,484 |
100 |
14,163.00 |
12,200.00 |
1,963.00 |
14.0% |
267.00 |
1.9% |
91% |
False |
False |
334,966 |
120 |
14,163.00 |
12,200.00 |
1,963.00 |
14.0% |
255.00 |
1.8% |
91% |
False |
False |
279,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,224.75 |
2.618 |
14,794.25 |
1.618 |
14,530.50 |
1.000 |
14,367.50 |
0.618 |
14,266.75 |
HIGH |
14,103.75 |
0.618 |
14,003.00 |
0.500 |
13,972.00 |
0.382 |
13,940.75 |
LOW |
13,840.00 |
0.618 |
13,677.00 |
1.000 |
13,576.25 |
1.618 |
13,413.25 |
2.618 |
13,149.50 |
4.250 |
12,719.00 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,978.00 |
14,001.50 |
PP |
13,975.00 |
13,994.75 |
S1 |
13,972.00 |
13,988.00 |
|