| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
7,096.5 |
7,083.5 |
-13.0 |
-0.2% |
7,042.0 |
| High |
7,107.5 |
7,117.5 |
10.0 |
0.1% |
7,120.0 |
| Low |
7,043.0 |
7,076.5 |
33.5 |
0.5% |
6,982.5 |
| Close |
7,081.0 |
7,083.0 |
2.0 |
0.0% |
7,066.0 |
| Range |
64.5 |
41.0 |
-23.5 |
-36.4% |
137.5 |
| ATR |
81.0 |
78.1 |
-2.9 |
-3.5% |
0.0 |
| Volume |
98,752 |
102,652 |
3,900 |
3.9% |
342,887 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,215.5 |
7,190.0 |
7,105.5 |
|
| R3 |
7,174.5 |
7,149.0 |
7,094.5 |
|
| R2 |
7,133.5 |
7,133.5 |
7,090.5 |
|
| R1 |
7,108.0 |
7,108.0 |
7,087.0 |
7,100.0 |
| PP |
7,092.5 |
7,092.5 |
7,092.5 |
7,088.5 |
| S1 |
7,067.0 |
7,067.0 |
7,079.0 |
7,059.0 |
| S2 |
7,051.5 |
7,051.5 |
7,075.5 |
|
| S3 |
7,010.5 |
7,026.0 |
7,071.5 |
|
| S4 |
6,969.5 |
6,985.0 |
7,060.5 |
|
|
| 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 |
7,036.0 |
84.0 |
1.2% |
52.5 |
0.7% |
56% |
False |
False |
75,262 |
| 10 |
7,120.0 |
6,982.5 |
137.5 |
1.9% |
65.0 |
0.9% |
73% |
False |
False |
86,285 |
| 20 |
7,120.0 |
6,799.0 |
321.0 |
4.5% |
78.5 |
1.1% |
88% |
False |
False |
86,155 |
| 40 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
82.0 |
1.2% |
82% |
False |
False |
86,865 |
| 60 |
7,143.5 |
6,567.5 |
576.0 |
8.1% |
79.5 |
1.1% |
89% |
False |
False |
95,733 |
| 80 |
7,143.5 |
6,380.0 |
763.5 |
10.8% |
81.5 |
1.1% |
92% |
False |
False |
73,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,292.0 |
|
2.618 |
7,225.0 |
|
1.618 |
7,184.0 |
|
1.000 |
7,158.5 |
|
0.618 |
7,143.0 |
|
HIGH |
7,117.5 |
|
0.618 |
7,102.0 |
|
0.500 |
7,097.0 |
|
0.382 |
7,092.0 |
|
LOW |
7,076.5 |
|
0.618 |
7,051.0 |
|
1.000 |
7,035.5 |
|
1.618 |
7,010.0 |
|
2.618 |
6,969.0 |
|
4.250 |
6,902.0 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,097.0 |
7,082.5 |
| PP |
7,092.5 |
7,082.0 |
| S1 |
7,087.5 |
7,081.5 |
|