| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,325.8 |
2,319.7 |
-6.1 |
-0.3% |
2,285.6 |
| High |
2,332.9 |
2,323.5 |
-9.4 |
-0.4% |
2,350.3 |
| Low |
2,301.4 |
2,292.6 |
-8.8 |
-0.4% |
2,270.1 |
| Close |
2,320.3 |
2,314.5 |
-5.8 |
-0.2% |
2,333.9 |
| Range |
31.5 |
30.9 |
-0.6 |
-1.9% |
80.2 |
| ATR |
39.8 |
39.1 |
-0.6 |
-1.6% |
0.0 |
| Volume |
138,230 |
52,335 |
-85,895 |
-62.1% |
812,293 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.9 |
2,389.6 |
2,331.5 |
|
| R3 |
2,372.0 |
2,358.7 |
2,323.0 |
|
| R2 |
2,341.1 |
2,341.1 |
2,320.2 |
|
| R1 |
2,327.8 |
2,327.8 |
2,317.3 |
2,319.0 |
| PP |
2,310.2 |
2,310.2 |
2,310.2 |
2,305.8 |
| S1 |
2,296.9 |
2,296.9 |
2,311.7 |
2,288.1 |
| S2 |
2,279.3 |
2,279.3 |
2,308.8 |
|
| S3 |
2,248.4 |
2,266.0 |
2,306.0 |
|
| S4 |
2,217.5 |
2,235.1 |
2,297.5 |
|
|
| 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 |
2,350.0 |
2,292.6 |
57.4 |
2.5% |
31.5 |
1.4% |
38% |
False |
True |
150,080 |
| 10 |
2,350.3 |
2,252.7 |
97.6 |
4.2% |
35.3 |
1.5% |
63% |
False |
False |
153,053 |
| 20 |
2,350.3 |
2,152.3 |
198.0 |
8.6% |
36.9 |
1.6% |
82% |
False |
False |
153,493 |
| 40 |
2,350.3 |
2,112.6 |
237.7 |
10.3% |
43.0 |
1.9% |
85% |
False |
False |
171,059 |
| 60 |
2,350.3 |
2,092.7 |
257.6 |
11.1% |
46.4 |
2.0% |
86% |
False |
False |
176,594 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.3% |
52.2 |
2.3% |
82% |
False |
False |
152,773 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.7% |
52.2 |
2.3% |
85% |
False |
False |
122,262 |
| 120 |
2,366.0 |
1,918.0 |
448.0 |
19.4% |
51.2 |
2.2% |
89% |
False |
False |
101,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.8 |
|
2.618 |
2,404.4 |
|
1.618 |
2,373.5 |
|
1.000 |
2,354.4 |
|
0.618 |
2,342.6 |
|
HIGH |
2,323.5 |
|
0.618 |
2,311.7 |
|
0.500 |
2,308.1 |
|
0.382 |
2,304.4 |
|
LOW |
2,292.6 |
|
0.618 |
2,273.5 |
|
1.000 |
2,261.7 |
|
1.618 |
2,242.6 |
|
2.618 |
2,211.7 |
|
4.250 |
2,161.3 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,312.4 |
2,321.3 |
| PP |
2,310.2 |
2,319.0 |
| S1 |
2,308.1 |
2,316.8 |
|