| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,340.6 |
2,327.4 |
-13.2 |
-0.6% |
2,269.3 |
| High |
2,350.3 |
2,338.0 |
-12.3 |
-0.5% |
2,304.6 |
| Low |
2,322.5 |
2,303.5 |
-19.0 |
-0.8% |
2,252.7 |
| Close |
2,326.0 |
2,309.1 |
-16.9 |
-0.7% |
2,286.7 |
| Range |
27.8 |
34.5 |
6.7 |
24.1% |
51.9 |
| ATR |
42.6 |
42.0 |
-0.6 |
-1.4% |
0.0 |
| Volume |
139,562 |
186,028 |
46,466 |
33.3% |
673,317 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.4 |
2,399.2 |
2,328.1 |
|
| R3 |
2,385.9 |
2,364.7 |
2,318.6 |
|
| R2 |
2,351.4 |
2,351.4 |
2,315.4 |
|
| R1 |
2,330.2 |
2,330.2 |
2,312.3 |
2,323.6 |
| PP |
2,316.9 |
2,316.9 |
2,316.9 |
2,313.5 |
| S1 |
2,295.7 |
2,295.7 |
2,305.9 |
2,289.1 |
| S2 |
2,282.4 |
2,282.4 |
2,302.8 |
|
| S3 |
2,247.9 |
2,261.2 |
2,299.6 |
|
| S4 |
2,213.4 |
2,226.7 |
2,290.1 |
|
|
| 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 |
2,266.1 |
84.2 |
3.6% |
35.8 |
1.6% |
51% |
False |
False |
153,201 |
| 10 |
2,350.3 |
2,239.3 |
111.0 |
4.8% |
35.8 |
1.6% |
63% |
False |
False |
161,580 |
| 20 |
2,350.3 |
2,112.6 |
237.7 |
10.3% |
41.5 |
1.8% |
83% |
False |
False |
164,093 |
| 40 |
2,350.3 |
2,112.6 |
237.7 |
10.3% |
44.4 |
1.9% |
83% |
False |
False |
175,159 |
| 60 |
2,350.3 |
2,092.7 |
257.6 |
11.2% |
48.3 |
2.1% |
84% |
False |
False |
179,641 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.3% |
53.4 |
2.3% |
80% |
False |
False |
145,742 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.7% |
52.6 |
2.3% |
83% |
False |
False |
116,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.6 |
|
2.618 |
2,428.3 |
|
1.618 |
2,393.8 |
|
1.000 |
2,372.5 |
|
0.618 |
2,359.3 |
|
HIGH |
2,338.0 |
|
0.618 |
2,324.8 |
|
0.500 |
2,320.8 |
|
0.382 |
2,316.7 |
|
LOW |
2,303.5 |
|
0.618 |
2,282.2 |
|
1.000 |
2,269.0 |
|
1.618 |
2,247.7 |
|
2.618 |
2,213.2 |
|
4.250 |
2,156.9 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,320.8 |
2,326.9 |
| PP |
2,316.9 |
2,321.0 |
| S1 |
2,313.0 |
2,315.0 |
|