| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,319.7 |
2,307.9 |
-11.8 |
-0.5% |
2,285.6 |
| High |
2,323.5 |
2,318.9 |
-4.6 |
-0.2% |
2,350.3 |
| Low |
2,292.6 |
2,261.5 |
-31.1 |
-1.4% |
2,270.1 |
| Close |
2,314.5 |
2,288.8 |
-25.7 |
-1.1% |
2,333.9 |
| Range |
30.9 |
57.4 |
26.5 |
85.8% |
80.2 |
| ATR |
39.1 |
40.4 |
1.3 |
3.3% |
0.0 |
| Volume |
52,335 |
66,390 |
14,055 |
26.9% |
812,293 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.9 |
2,432.8 |
2,320.4 |
|
| R3 |
2,404.5 |
2,375.4 |
2,304.6 |
|
| R2 |
2,347.1 |
2,347.1 |
2,299.3 |
|
| R1 |
2,318.0 |
2,318.0 |
2,294.1 |
2,303.9 |
| PP |
2,289.7 |
2,289.7 |
2,289.7 |
2,282.7 |
| S1 |
2,260.6 |
2,260.6 |
2,283.5 |
2,246.5 |
| S2 |
2,232.3 |
2,232.3 |
2,278.3 |
|
| S3 |
2,174.9 |
2,203.2 |
2,273.0 |
|
| S4 |
2,117.5 |
2,145.8 |
2,257.2 |
|
|
| 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 |
2,261.5 |
88.5 |
3.9% |
36.1 |
1.6% |
31% |
False |
True |
126,152 |
| 10 |
2,350.3 |
2,261.5 |
88.8 |
3.9% |
36.0 |
1.6% |
31% |
False |
True |
139,676 |
| 20 |
2,350.3 |
2,170.2 |
180.1 |
7.9% |
36.9 |
1.6% |
66% |
False |
False |
146,915 |
| 40 |
2,350.3 |
2,112.6 |
237.7 |
10.4% |
42.6 |
1.9% |
74% |
False |
False |
167,559 |
| 60 |
2,350.3 |
2,092.7 |
257.6 |
11.3% |
45.6 |
2.0% |
76% |
False |
False |
174,050 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.4% |
51.7 |
2.3% |
73% |
False |
False |
153,599 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.9% |
52.1 |
2.3% |
77% |
False |
False |
122,925 |
| 120 |
2,366.0 |
1,918.0 |
448.0 |
19.6% |
51.3 |
2.2% |
83% |
False |
False |
102,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,562.9 |
|
2.618 |
2,469.2 |
|
1.618 |
2,411.8 |
|
1.000 |
2,376.3 |
|
0.618 |
2,354.4 |
|
HIGH |
2,318.9 |
|
0.618 |
2,297.0 |
|
0.500 |
2,290.2 |
|
0.382 |
2,283.4 |
|
LOW |
2,261.5 |
|
0.618 |
2,226.0 |
|
1.000 |
2,204.1 |
|
1.618 |
2,168.6 |
|
2.618 |
2,111.2 |
|
4.250 |
2,017.6 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,290.2 |
2,297.2 |
| PP |
2,289.7 |
2,294.4 |
| S1 |
2,289.3 |
2,291.6 |
|