| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,891.4 |
1,901.9 |
10.5 |
0.6% |
1,894.3 |
| High |
1,903.0 |
1,906.2 |
3.2 |
0.2% |
1,906.9 |
| Low |
1,871.8 |
1,876.1 |
4.3 |
0.2% |
1,871.8 |
| Close |
1,896.4 |
1,879.6 |
-16.8 |
-0.9% |
1,879.6 |
| Range |
31.2 |
30.1 |
-1.1 |
-3.5% |
35.1 |
| ATR |
24.6 |
25.0 |
0.4 |
1.6% |
0.0 |
| Volume |
250,551 |
220,455 |
-30,096 |
-12.0% |
937,960 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,977.6 |
1,958.7 |
1,896.2 |
|
| R3 |
1,947.5 |
1,928.6 |
1,887.9 |
|
| R2 |
1,917.4 |
1,917.4 |
1,885.1 |
|
| R1 |
1,898.5 |
1,898.5 |
1,882.4 |
1,892.9 |
| PP |
1,887.3 |
1,887.3 |
1,887.3 |
1,884.5 |
| S1 |
1,868.4 |
1,868.4 |
1,876.8 |
1,862.8 |
| S2 |
1,857.2 |
1,857.2 |
1,874.1 |
|
| S3 |
1,827.1 |
1,838.3 |
1,871.3 |
|
| S4 |
1,797.0 |
1,808.2 |
1,863.0 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.4 |
1,970.6 |
1,898.9 |
|
| R3 |
1,956.3 |
1,935.5 |
1,889.3 |
|
| R2 |
1,921.2 |
1,921.2 |
1,886.0 |
|
| R1 |
1,900.4 |
1,900.4 |
1,882.8 |
1,893.3 |
| PP |
1,886.1 |
1,886.1 |
1,886.1 |
1,882.5 |
| S1 |
1,865.3 |
1,865.3 |
1,876.4 |
1,858.2 |
| S2 |
1,851.0 |
1,851.0 |
1,873.2 |
|
| S3 |
1,815.9 |
1,830.2 |
1,869.9 |
|
| S4 |
1,780.8 |
1,795.1 |
1,860.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,906.9 |
1,871.8 |
35.1 |
1.9% |
22.8 |
1.2% |
22% |
False |
False |
187,592 |
| 10 |
1,919.2 |
1,855.6 |
63.6 |
3.4% |
26.8 |
1.4% |
38% |
False |
False |
210,019 |
| 20 |
1,919.2 |
1,821.3 |
97.9 |
5.2% |
24.7 |
1.3% |
60% |
False |
False |
149,757 |
| 40 |
1,919.2 |
1,756.8 |
162.4 |
8.6% |
23.9 |
1.3% |
76% |
False |
False |
84,422 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
12.8% |
23.6 |
1.3% |
83% |
False |
False |
57,311 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
12.8% |
24.9 |
1.3% |
84% |
False |
False |
43,684 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
12.8% |
24.9 |
1.3% |
84% |
False |
False |
35,276 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.6% |
25.6 |
1.4% |
69% |
False |
False |
29,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,034.1 |
|
2.618 |
1,985.0 |
|
1.618 |
1,954.9 |
|
1.000 |
1,936.3 |
|
0.618 |
1,924.8 |
|
HIGH |
1,906.2 |
|
0.618 |
1,894.7 |
|
0.500 |
1,891.2 |
|
0.382 |
1,887.6 |
|
LOW |
1,876.1 |
|
0.618 |
1,857.5 |
|
1.000 |
1,846.0 |
|
1.618 |
1,827.4 |
|
2.618 |
1,797.3 |
|
4.250 |
1,748.2 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,891.2 |
1,889.0 |
| PP |
1,887.3 |
1,885.9 |
| S1 |
1,883.5 |
1,882.7 |
|