| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,327.4 |
2,310.0 |
-17.4 |
-0.7% |
2,285.6 |
| High |
2,338.0 |
2,334.6 |
-3.4 |
-0.1% |
2,350.3 |
| Low |
2,303.5 |
2,305.8 |
2.3 |
0.1% |
2,270.1 |
| Close |
2,309.1 |
2,333.9 |
24.8 |
1.1% |
2,333.9 |
| Range |
34.5 |
28.8 |
-5.7 |
-16.5% |
80.2 |
| ATR |
42.0 |
41.0 |
-0.9 |
-2.2% |
0.0 |
| Volume |
186,028 |
172,187 |
-13,841 |
-7.4% |
812,293 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.2 |
2,401.3 |
2,349.7 |
|
| R3 |
2,382.4 |
2,372.5 |
2,341.8 |
|
| R2 |
2,353.6 |
2,353.6 |
2,339.2 |
|
| R1 |
2,343.7 |
2,343.7 |
2,336.5 |
2,348.7 |
| PP |
2,324.8 |
2,324.8 |
2,324.8 |
2,327.2 |
| S1 |
2,314.9 |
2,314.9 |
2,331.3 |
2,319.9 |
| S2 |
2,296.0 |
2,296.0 |
2,328.6 |
|
| S3 |
2,267.2 |
2,286.1 |
2,326.0 |
|
| S4 |
2,238.4 |
2,257.3 |
2,318.1 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.7 |
2,526.5 |
2,378.0 |
|
| R3 |
2,478.5 |
2,446.3 |
2,356.0 |
|
| R2 |
2,398.3 |
2,398.3 |
2,348.6 |
|
| R1 |
2,366.1 |
2,366.1 |
2,341.3 |
2,382.2 |
| PP |
2,318.1 |
2,318.1 |
2,318.1 |
2,326.2 |
| S1 |
2,285.9 |
2,285.9 |
2,326.5 |
2,302.0 |
| S2 |
2,237.9 |
2,237.9 |
2,319.2 |
|
| S3 |
2,157.7 |
2,205.7 |
2,311.8 |
|
| S4 |
2,077.5 |
2,125.5 |
2,289.8 |
|
|
| 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 |
2,270.1 |
80.2 |
3.4% |
36.1 |
1.5% |
80% |
False |
False |
162,458 |
| 10 |
2,350.3 |
2,252.7 |
97.6 |
4.2% |
34.7 |
1.5% |
83% |
False |
False |
162,742 |
| 20 |
2,350.3 |
2,152.3 |
198.0 |
8.5% |
39.2 |
1.7% |
92% |
False |
False |
160,064 |
| 40 |
2,350.3 |
2,112.6 |
237.7 |
10.2% |
44.2 |
1.9% |
93% |
False |
False |
175,502 |
| 60 |
2,350.3 |
2,092.7 |
257.6 |
11.0% |
47.9 |
2.1% |
94% |
False |
False |
179,401 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.2% |
53.1 |
2.3% |
89% |
False |
False |
147,889 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.6% |
52.4 |
2.2% |
91% |
False |
False |
118,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,457.0 |
|
2.618 |
2,410.0 |
|
1.618 |
2,381.2 |
|
1.000 |
2,363.4 |
|
0.618 |
2,352.4 |
|
HIGH |
2,334.6 |
|
0.618 |
2,323.6 |
|
0.500 |
2,320.2 |
|
0.382 |
2,316.8 |
|
LOW |
2,305.8 |
|
0.618 |
2,288.0 |
|
1.000 |
2,277.0 |
|
1.618 |
2,259.2 |
|
2.618 |
2,230.4 |
|
4.250 |
2,183.4 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,329.3 |
2,331.6 |
| PP |
2,324.8 |
2,329.2 |
| S1 |
2,320.2 |
2,326.9 |
|