| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,867.8 |
1,861.0 |
-6.8 |
-0.4% |
1,894.3 |
| High |
1,870.9 |
1,866.0 |
-4.9 |
-0.3% |
1,906.9 |
| Low |
1,853.0 |
1,804.4 |
-48.6 |
-2.6% |
1,871.8 |
| Close |
1,856.4 |
1,861.4 |
5.0 |
0.3% |
1,879.6 |
| Range |
17.9 |
61.6 |
43.7 |
244.1% |
35.1 |
| ATR |
25.1 |
27.7 |
2.6 |
10.4% |
0.0 |
| Volume |
155,343 |
234,104 |
78,761 |
50.7% |
937,960 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,028.7 |
2,006.7 |
1,895.3 |
|
| R3 |
1,967.1 |
1,945.1 |
1,878.3 |
|
| R2 |
1,905.5 |
1,905.5 |
1,872.7 |
|
| R1 |
1,883.5 |
1,883.5 |
1,867.0 |
1,894.5 |
| PP |
1,843.9 |
1,843.9 |
1,843.9 |
1,849.5 |
| S1 |
1,821.9 |
1,821.9 |
1,855.8 |
1,832.9 |
| S2 |
1,782.3 |
1,782.3 |
1,850.1 |
|
| S3 |
1,720.7 |
1,760.3 |
1,844.5 |
|
| S4 |
1,659.1 |
1,698.7 |
1,827.5 |
|
|
| 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 |
1,906.2 |
1,804.4 |
101.8 |
5.5% |
35.0 |
1.9% |
56% |
False |
True |
220,551 |
| 10 |
1,912.3 |
1,804.4 |
107.9 |
5.8% |
31.7 |
1.7% |
53% |
False |
True |
207,711 |
| 20 |
1,919.2 |
1,804.4 |
114.8 |
6.2% |
27.0 |
1.4% |
50% |
False |
True |
175,554 |
| 40 |
1,919.2 |
1,756.8 |
162.4 |
8.7% |
25.1 |
1.4% |
64% |
False |
False |
100,057 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
12.9% |
24.3 |
1.3% |
76% |
False |
False |
67,728 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
12.9% |
25.3 |
1.4% |
76% |
False |
False |
51,539 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
12.9% |
25.3 |
1.4% |
76% |
False |
False |
41,554 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.7% |
25.8 |
1.4% |
62% |
False |
False |
34,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.8 |
|
2.618 |
2,027.3 |
|
1.618 |
1,965.7 |
|
1.000 |
1,927.6 |
|
0.618 |
1,904.1 |
|
HIGH |
1,866.0 |
|
0.618 |
1,842.5 |
|
0.500 |
1,835.2 |
|
0.382 |
1,827.9 |
|
LOW |
1,804.4 |
|
0.618 |
1,766.3 |
|
1.000 |
1,742.8 |
|
1.618 |
1,704.7 |
|
2.618 |
1,643.1 |
|
4.250 |
1,542.6 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,852.7 |
1,855.0 |
| PP |
1,843.9 |
1,848.5 |
| S1 |
1,835.2 |
1,842.1 |
|