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 |
1,812.3 |
1,773.9 |
-38.4 |
-2.1% |
1,879.6 |
High |
1,826.4 |
1,797.9 |
-28.5 |
-1.6% |
1,879.7 |
Low |
1,767.9 |
1,761.2 |
-6.7 |
-0.4% |
1,761.2 |
Close |
1,774.8 |
1,769.0 |
-5.8 |
-0.3% |
1,769.0 |
Range |
58.5 |
36.7 |
-21.8 |
-37.3% |
118.5 |
ATR |
32.4 |
32.7 |
0.3 |
0.9% |
0.0 |
Volume |
385,888 |
264,605 |
-121,283 |
-31.4% |
1,282,242 |
|
Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,886.1 |
1,864.3 |
1,789.2 |
|
R3 |
1,849.4 |
1,827.6 |
1,779.1 |
|
R2 |
1,812.7 |
1,812.7 |
1,775.7 |
|
R1 |
1,790.9 |
1,790.9 |
1,772.4 |
1,783.5 |
PP |
1,776.0 |
1,776.0 |
1,776.0 |
1,772.3 |
S1 |
1,754.2 |
1,754.2 |
1,765.6 |
1,746.8 |
S2 |
1,739.3 |
1,739.3 |
1,762.3 |
|
S3 |
1,702.6 |
1,717.5 |
1,758.9 |
|
S4 |
1,665.9 |
1,680.8 |
1,748.8 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,158.8 |
2,082.4 |
1,834.2 |
|
R3 |
2,040.3 |
1,963.9 |
1,801.6 |
|
R2 |
1,921.8 |
1,921.8 |
1,790.7 |
|
R1 |
1,845.4 |
1,845.4 |
1,779.9 |
1,824.4 |
PP |
1,803.3 |
1,803.3 |
1,803.3 |
1,792.8 |
S1 |
1,726.9 |
1,726.9 |
1,758.1 |
1,705.9 |
S2 |
1,684.8 |
1,684.8 |
1,747.3 |
|
S3 |
1,566.3 |
1,608.4 |
1,736.4 |
|
S4 |
1,447.8 |
1,489.9 |
1,703.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,879.7 |
1,761.2 |
118.5 |
6.7% |
41.7 |
2.4% |
7% |
False |
True |
256,448 |
10 |
1,906.9 |
1,761.2 |
145.7 |
8.2% |
32.3 |
1.8% |
5% |
False |
True |
222,020 |
20 |
1,919.2 |
1,761.2 |
158.0 |
8.9% |
28.7 |
1.6% |
5% |
False |
True |
202,893 |
40 |
1,919.2 |
1,756.8 |
162.4 |
9.2% |
26.5 |
1.5% |
8% |
False |
False |
116,185 |
60 |
1,919.2 |
1,679.4 |
239.8 |
13.6% |
25.4 |
1.4% |
37% |
False |
False |
78,445 |
80 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
25.9 |
1.5% |
38% |
False |
False |
59,647 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
25.9 |
1.5% |
38% |
False |
False |
48,026 |
120 |
1,971.5 |
1,678.4 |
293.1 |
16.6% |
26.4 |
1.5% |
31% |
False |
False |
40,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,953.9 |
2.618 |
1,894.0 |
1.618 |
1,857.3 |
1.000 |
1,834.6 |
0.618 |
1,820.6 |
HIGH |
1,797.9 |
0.618 |
1,783.9 |
0.500 |
1,779.6 |
0.382 |
1,775.2 |
LOW |
1,761.2 |
0.618 |
1,738.5 |
1.000 |
1,724.5 |
1.618 |
1,701.8 |
2.618 |
1,665.1 |
4.250 |
1,605.2 |
|
|
Fisher Pivots for day following 18-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,779.6 |
1,813.6 |
PP |
1,776.0 |
1,798.7 |
S1 |
1,772.5 |
1,783.9 |
|