| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,335.7 |
2,325.8 |
-9.9 |
-0.4% |
2,285.6 |
| High |
2,350.0 |
2,332.9 |
-17.1 |
-0.7% |
2,350.3 |
| Low |
2,318.0 |
2,301.4 |
-16.6 |
-0.7% |
2,270.1 |
| Close |
2,326.9 |
2,320.3 |
-6.6 |
-0.3% |
2,333.9 |
| Range |
32.0 |
31.5 |
-0.5 |
-1.6% |
80.2 |
| ATR |
40.4 |
39.8 |
-0.6 |
-1.6% |
0.0 |
| Volume |
201,622 |
138,230 |
-63,392 |
-31.4% |
812,293 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.7 |
2,398.0 |
2,337.6 |
|
| R3 |
2,381.2 |
2,366.5 |
2,329.0 |
|
| R2 |
2,349.7 |
2,349.7 |
2,326.1 |
|
| R1 |
2,335.0 |
2,335.0 |
2,323.2 |
2,326.6 |
| PP |
2,318.2 |
2,318.2 |
2,318.2 |
2,314.0 |
| S1 |
2,303.5 |
2,303.5 |
2,317.4 |
2,295.1 |
| S2 |
2,286.7 |
2,286.7 |
2,314.5 |
|
| S3 |
2,255.2 |
2,272.0 |
2,311.6 |
|
| S4 |
2,223.7 |
2,240.5 |
2,303.0 |
|
|
| 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 |
2,301.4 |
48.9 |
2.1% |
30.9 |
1.3% |
39% |
False |
True |
167,525 |
| 10 |
2,350.3 |
2,252.7 |
97.6 |
4.2% |
34.6 |
1.5% |
69% |
False |
False |
165,531 |
| 20 |
2,350.3 |
2,152.3 |
198.0 |
8.5% |
37.6 |
1.6% |
85% |
False |
False |
159,496 |
| 40 |
2,350.3 |
2,112.6 |
237.7 |
10.2% |
44.0 |
1.9% |
87% |
False |
False |
175,546 |
| 60 |
2,350.3 |
2,092.7 |
257.6 |
11.1% |
46.5 |
2.0% |
88% |
False |
False |
178,176 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.3% |
52.4 |
2.3% |
84% |
False |
False |
152,122 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.7% |
52.4 |
2.3% |
87% |
False |
False |
121,739 |
| 120 |
2,366.0 |
1,918.0 |
448.0 |
19.3% |
51.2 |
2.2% |
90% |
False |
False |
101,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.8 |
|
2.618 |
2,415.4 |
|
1.618 |
2,383.9 |
|
1.000 |
2,364.4 |
|
0.618 |
2,352.4 |
|
HIGH |
2,332.9 |
|
0.618 |
2,320.9 |
|
0.500 |
2,317.2 |
|
0.382 |
2,313.4 |
|
LOW |
2,301.4 |
|
0.618 |
2,281.9 |
|
1.000 |
2,269.9 |
|
1.618 |
2,250.4 |
|
2.618 |
2,218.9 |
|
4.250 |
2,167.5 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,319.3 |
2,325.7 |
| PP |
2,318.2 |
2,323.9 |
| S1 |
2,317.2 |
2,322.1 |
|