Trading Metrics calculated at close of trading on 17-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
14,046.75 |
13,948.50 |
-98.25 |
-0.7% |
13,773.25 |
High |
14,103.75 |
14,217.75 |
114.00 |
0.8% |
13,997.75 |
Low |
13,840.00 |
13,850.25 |
10.25 |
0.1% |
13,691.50 |
Close |
13,981.25 |
14,165.50 |
184.25 |
1.3% |
13,994.25 |
Range |
263.75 |
367.50 |
103.75 |
39.3% |
306.25 |
ATR |
199.90 |
211.87 |
11.97 |
6.0% |
0.00 |
Volume |
124,322 |
113,875 |
-10,447 |
-8.4% |
2,007,053 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,180.25 |
15,040.50 |
14,367.50 |
|
R3 |
14,812.75 |
14,673.00 |
14,266.50 |
|
R2 |
14,445.25 |
14,445.25 |
14,233.00 |
|
R1 |
14,305.50 |
14,305.50 |
14,199.25 |
14,375.50 |
PP |
14,077.75 |
14,077.75 |
14,077.75 |
14,112.75 |
S1 |
13,938.00 |
13,938.00 |
14,131.75 |
14,008.00 |
S2 |
13,710.25 |
13,710.25 |
14,098.00 |
|
S3 |
13,342.75 |
13,570.50 |
14,064.50 |
|
S4 |
12,975.25 |
13,203.00 |
13,963.50 |
|
|
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 |
14,217.75 |
13,840.00 |
377.75 |
2.7% |
203.75 |
1.4% |
86% |
True |
False |
180,765 |
10 |
14,217.75 |
13,467.75 |
750.00 |
5.3% |
199.50 |
1.4% |
93% |
True |
False |
310,014 |
20 |
14,217.75 |
13,150.75 |
1,067.00 |
7.5% |
190.50 |
1.3% |
95% |
True |
False |
364,937 |
40 |
14,217.75 |
12,915.00 |
1,302.75 |
9.2% |
224.25 |
1.6% |
96% |
True |
False |
464,264 |
60 |
14,217.75 |
12,609.75 |
1,608.00 |
11.4% |
223.00 |
1.6% |
97% |
True |
False |
485,109 |
80 |
14,217.75 |
12,200.00 |
2,017.75 |
14.2% |
262.75 |
1.9% |
97% |
True |
False |
419,864 |
100 |
14,217.75 |
12,200.00 |
2,017.75 |
14.2% |
267.00 |
1.9% |
97% |
True |
False |
336,093 |
120 |
14,217.75 |
12,200.00 |
2,017.75 |
14.2% |
257.25 |
1.8% |
97% |
True |
False |
280,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,779.50 |
2.618 |
15,179.75 |
1.618 |
14,812.25 |
1.000 |
14,585.25 |
0.618 |
14,444.75 |
HIGH |
14,217.75 |
0.618 |
14,077.25 |
0.500 |
14,034.00 |
0.382 |
13,990.75 |
LOW |
13,850.25 |
0.618 |
13,623.25 |
1.000 |
13,482.75 |
1.618 |
13,255.75 |
2.618 |
12,888.25 |
4.250 |
12,288.50 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,121.75 |
14,120.00 |
PP |
14,077.75 |
14,074.50 |
S1 |
14,034.00 |
14,029.00 |
|