| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,307.9 |
2,289.7 |
-18.2 |
-0.8% |
2,335.7 |
| High |
2,318.9 |
2,293.3 |
-25.6 |
-1.1% |
2,350.0 |
| Low |
2,261.5 |
2,243.1 |
-18.4 |
-0.8% |
2,243.1 |
| Close |
2,288.8 |
2,259.5 |
-29.3 |
-1.3% |
2,259.5 |
| Range |
57.4 |
50.2 |
-7.2 |
-12.5% |
106.9 |
| ATR |
40.4 |
41.1 |
0.7 |
1.7% |
0.0 |
| Volume |
66,390 |
2,146 |
-64,244 |
-96.8% |
460,723 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.9 |
2,387.9 |
2,287.1 |
|
| R3 |
2,365.7 |
2,337.7 |
2,273.3 |
|
| R2 |
2,315.5 |
2,315.5 |
2,268.7 |
|
| R1 |
2,287.5 |
2,287.5 |
2,264.1 |
2,276.4 |
| PP |
2,265.3 |
2,265.3 |
2,265.3 |
2,259.7 |
| S1 |
2,237.3 |
2,237.3 |
2,254.9 |
2,226.2 |
| S2 |
2,215.1 |
2,215.1 |
2,250.3 |
|
| S3 |
2,164.9 |
2,187.1 |
2,245.7 |
|
| S4 |
2,114.7 |
2,136.9 |
2,231.9 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.9 |
2,539.1 |
2,318.3 |
|
| R3 |
2,498.0 |
2,432.2 |
2,288.9 |
|
| R2 |
2,391.1 |
2,391.1 |
2,279.1 |
|
| R1 |
2,325.3 |
2,325.3 |
2,269.3 |
2,304.7 |
| PP |
2,284.2 |
2,284.2 |
2,284.2 |
2,273.9 |
| S1 |
2,218.4 |
2,218.4 |
2,249.7 |
2,197.8 |
| S2 |
2,177.3 |
2,177.3 |
2,239.9 |
|
| S3 |
2,070.4 |
2,111.5 |
2,230.1 |
|
| S4 |
1,963.5 |
2,004.6 |
2,200.7 |
|
|
| 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 |
2,243.1 |
106.9 |
4.7% |
40.4 |
1.8% |
15% |
False |
True |
92,144 |
| 10 |
2,350.3 |
2,243.1 |
107.2 |
4.7% |
38.3 |
1.7% |
15% |
False |
True |
127,301 |
| 20 |
2,350.3 |
2,200.5 |
149.8 |
6.6% |
37.3 |
1.7% |
39% |
False |
False |
139,197 |
| 40 |
2,350.3 |
2,112.6 |
237.7 |
10.5% |
42.7 |
1.9% |
62% |
False |
False |
161,963 |
| 60 |
2,350.3 |
2,092.7 |
257.6 |
11.4% |
44.9 |
2.0% |
65% |
False |
False |
170,178 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.6% |
51.4 |
2.3% |
63% |
False |
False |
153,620 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
15.1% |
52.2 |
2.3% |
69% |
False |
False |
122,946 |
| 120 |
2,366.0 |
1,918.0 |
448.0 |
19.8% |
51.5 |
2.3% |
76% |
False |
False |
102,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,506.7 |
|
2.618 |
2,424.7 |
|
1.618 |
2,374.5 |
|
1.000 |
2,343.5 |
|
0.618 |
2,324.3 |
|
HIGH |
2,293.3 |
|
0.618 |
2,274.1 |
|
0.500 |
2,268.2 |
|
0.382 |
2,262.3 |
|
LOW |
2,243.1 |
|
0.618 |
2,212.1 |
|
1.000 |
2,192.9 |
|
1.618 |
2,161.9 |
|
2.618 |
2,111.7 |
|
4.250 |
2,029.8 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,268.2 |
2,283.3 |
| PP |
2,265.3 |
2,275.4 |
| S1 |
2,262.4 |
2,267.4 |
|