| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,319.0 |
2,340.6 |
21.6 |
0.9% |
2,269.3 |
| High |
2,347.8 |
2,350.3 |
2.5 |
0.1% |
2,304.6 |
| Low |
2,308.7 |
2,322.5 |
13.8 |
0.6% |
2,252.7 |
| Close |
2,341.7 |
2,326.0 |
-15.7 |
-0.7% |
2,286.7 |
| Range |
39.1 |
27.8 |
-11.3 |
-28.9% |
51.9 |
| ATR |
43.7 |
42.6 |
-1.1 |
-2.6% |
0.0 |
| Volume |
178,811 |
139,562 |
-39,249 |
-21.9% |
673,317 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.3 |
2,399.0 |
2,341.3 |
|
| R3 |
2,388.5 |
2,371.2 |
2,333.6 |
|
| R2 |
2,360.7 |
2,360.7 |
2,331.1 |
|
| R1 |
2,343.4 |
2,343.4 |
2,328.5 |
2,338.2 |
| PP |
2,332.9 |
2,332.9 |
2,332.9 |
2,330.3 |
| S1 |
2,315.6 |
2,315.6 |
2,323.5 |
2,310.4 |
| S2 |
2,305.1 |
2,305.1 |
2,320.9 |
|
| S3 |
2,277.3 |
2,287.8 |
2,318.4 |
|
| S4 |
2,249.5 |
2,260.0 |
2,310.7 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.0 |
2,413.8 |
2,315.2 |
|
| R3 |
2,385.1 |
2,361.9 |
2,301.0 |
|
| R2 |
2,333.2 |
2,333.2 |
2,296.2 |
|
| R1 |
2,310.0 |
2,310.0 |
2,291.5 |
2,321.6 |
| PP |
2,281.3 |
2,281.3 |
2,281.3 |
2,287.2 |
| S1 |
2,258.1 |
2,258.1 |
2,281.9 |
2,269.7 |
| S2 |
2,229.4 |
2,229.4 |
2,277.2 |
|
| S3 |
2,177.5 |
2,206.2 |
2,272.4 |
|
| S4 |
2,125.6 |
2,154.3 |
2,258.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,350.3 |
2,252.7 |
97.6 |
4.2% |
39.1 |
1.7% |
75% |
True |
False |
156,026 |
| 10 |
2,350.3 |
2,208.8 |
141.5 |
6.1% |
36.5 |
1.6% |
83% |
True |
False |
156,905 |
| 20 |
2,350.3 |
2,112.6 |
237.7 |
10.2% |
43.9 |
1.9% |
90% |
True |
False |
167,471 |
| 40 |
2,350.3 |
2,112.6 |
237.7 |
10.2% |
44.9 |
1.9% |
90% |
True |
False |
175,576 |
| 60 |
2,354.0 |
2,092.7 |
261.3 |
11.2% |
48.6 |
2.1% |
89% |
False |
False |
181,130 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.2% |
53.6 |
2.3% |
86% |
False |
False |
143,424 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.6% |
52.8 |
2.3% |
88% |
False |
False |
114,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.5 |
|
2.618 |
2,423.1 |
|
1.618 |
2,395.3 |
|
1.000 |
2,378.1 |
|
0.618 |
2,367.5 |
|
HIGH |
2,350.3 |
|
0.618 |
2,339.7 |
|
0.500 |
2,336.4 |
|
0.382 |
2,333.1 |
|
LOW |
2,322.5 |
|
0.618 |
2,305.3 |
|
1.000 |
2,294.7 |
|
1.618 |
2,277.5 |
|
2.618 |
2,249.7 |
|
4.250 |
2,204.4 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,336.4 |
2,320.7 |
| PP |
2,332.9 |
2,315.5 |
| S1 |
2,329.5 |
2,310.2 |
|