| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
7,084.5 |
7,096.5 |
12.0 |
0.2% |
7,042.0 |
| High |
7,120.0 |
7,107.5 |
-12.5 |
-0.2% |
7,120.0 |
| Low |
7,070.0 |
7,043.0 |
-27.0 |
-0.4% |
6,982.5 |
| Close |
7,100.0 |
7,081.0 |
-19.0 |
-0.3% |
7,066.0 |
| Range |
50.0 |
64.5 |
14.5 |
29.0% |
137.5 |
| ATR |
82.2 |
81.0 |
-1.3 |
-1.5% |
0.0 |
| Volume |
66,305 |
98,752 |
32,447 |
48.9% |
342,887 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,270.5 |
7,240.5 |
7,116.5 |
|
| R3 |
7,206.0 |
7,176.0 |
7,098.5 |
|
| R2 |
7,141.5 |
7,141.5 |
7,093.0 |
|
| R1 |
7,111.5 |
7,111.5 |
7,087.0 |
7,094.0 |
| PP |
7,077.0 |
7,077.0 |
7,077.0 |
7,068.5 |
| S1 |
7,047.0 |
7,047.0 |
7,075.0 |
7,030.0 |
| S2 |
7,012.5 |
7,012.5 |
7,069.0 |
|
| S3 |
6,948.0 |
6,982.5 |
7,063.5 |
|
| S4 |
6,883.5 |
6,918.0 |
7,045.5 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,468.5 |
7,405.0 |
7,141.5 |
|
| R3 |
7,331.0 |
7,267.5 |
7,104.0 |
|
| R2 |
7,193.5 |
7,193.5 |
7,091.0 |
|
| R1 |
7,130.0 |
7,130.0 |
7,078.5 |
7,162.0 |
| PP |
7,056.0 |
7,056.0 |
7,056.0 |
7,072.0 |
| S1 |
6,992.5 |
6,992.5 |
7,053.5 |
7,024.0 |
| S2 |
6,918.5 |
6,918.5 |
7,041.0 |
|
| S3 |
6,781.0 |
6,855.0 |
7,028.0 |
|
| S4 |
6,643.5 |
6,717.5 |
6,990.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,120.0 |
7,009.5 |
110.5 |
1.6% |
66.5 |
0.9% |
65% |
False |
False |
70,733 |
| 10 |
7,120.0 |
6,982.5 |
137.5 |
1.9% |
66.5 |
0.9% |
72% |
False |
False |
83,815 |
| 20 |
7,120.0 |
6,799.0 |
321.0 |
4.5% |
83.0 |
1.2% |
88% |
False |
False |
86,185 |
| 40 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
82.0 |
1.2% |
82% |
False |
False |
85,976 |
| 60 |
7,143.5 |
6,567.5 |
576.0 |
8.1% |
80.5 |
1.1% |
89% |
False |
False |
95,702 |
| 80 |
7,143.5 |
6,380.0 |
763.5 |
10.8% |
81.0 |
1.1% |
92% |
False |
False |
72,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,381.5 |
|
2.618 |
7,276.5 |
|
1.618 |
7,212.0 |
|
1.000 |
7,172.0 |
|
0.618 |
7,147.5 |
|
HIGH |
7,107.5 |
|
0.618 |
7,083.0 |
|
0.500 |
7,075.0 |
|
0.382 |
7,067.5 |
|
LOW |
7,043.0 |
|
0.618 |
7,003.0 |
|
1.000 |
6,978.5 |
|
1.618 |
6,938.5 |
|
2.618 |
6,874.0 |
|
4.250 |
6,769.0 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,079.0 |
7,080.0 |
| PP |
7,077.0 |
7,079.5 |
| S1 |
7,075.0 |
7,078.5 |
|