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 |
4,088.0 |
4,088.0 |
0.0 |
0.0% |
4,071.0 |
High |
4,093.0 |
4,127.0 |
34.0 |
0.8% |
4,127.0 |
Low |
4,064.0 |
4,082.0 |
18.0 |
0.4% |
4,052.0 |
Close |
4,081.0 |
4,111.0 |
30.0 |
0.7% |
4,111.0 |
Range |
29.0 |
45.0 |
16.0 |
55.2% |
75.0 |
ATR |
40.9 |
41.3 |
0.4 |
0.9% |
0.0 |
Volume |
267,445 |
454,219 |
186,774 |
69.8% |
1,033,248 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,241.7 |
4,221.3 |
4,135.8 |
|
R3 |
4,196.7 |
4,176.3 |
4,123.4 |
|
R2 |
4,151.7 |
4,151.7 |
4,119.3 |
|
R1 |
4,131.3 |
4,131.3 |
4,115.1 |
4,141.5 |
PP |
4,106.7 |
4,106.7 |
4,106.7 |
4,111.8 |
S1 |
4,086.3 |
4,086.3 |
4,106.9 |
4,096.5 |
S2 |
4,061.7 |
4,061.7 |
4,102.8 |
|
S3 |
4,016.7 |
4,041.3 |
4,098.6 |
|
S4 |
3,971.7 |
3,996.3 |
4,086.3 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,321.7 |
4,291.3 |
4,152.3 |
|
R3 |
4,246.7 |
4,216.3 |
4,131.6 |
|
R2 |
4,171.7 |
4,171.7 |
4,124.8 |
|
R1 |
4,141.3 |
4,141.3 |
4,117.9 |
4,156.5 |
PP |
4,096.7 |
4,096.7 |
4,096.7 |
4,104.3 |
S1 |
4,066.3 |
4,066.3 |
4,104.1 |
4,081.5 |
S2 |
4,021.7 |
4,021.7 |
4,097.3 |
|
S3 |
3,946.7 |
3,991.3 |
4,090.4 |
|
S4 |
3,871.7 |
3,916.3 |
4,069.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,127.0 |
4,052.0 |
75.0 |
1.8% |
32.2 |
0.8% |
79% |
True |
False |
206,649 |
10 |
4,127.0 |
4,030.0 |
97.0 |
2.4% |
33.7 |
0.8% |
84% |
True |
False |
118,101 |
20 |
4,127.0 |
3,871.0 |
256.0 |
6.2% |
38.9 |
0.9% |
94% |
True |
False |
64,571 |
40 |
4,127.0 |
3,830.0 |
297.0 |
7.2% |
41.7 |
1.0% |
95% |
True |
False |
32,422 |
60 |
4,127.0 |
3,720.0 |
407.0 |
9.9% |
37.1 |
0.9% |
96% |
True |
False |
21,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,318.3 |
2.618 |
4,244.8 |
1.618 |
4,199.8 |
1.000 |
4,172.0 |
0.618 |
4,154.8 |
HIGH |
4,127.0 |
0.618 |
4,109.8 |
0.500 |
4,104.5 |
0.382 |
4,099.2 |
LOW |
4,082.0 |
0.618 |
4,054.2 |
1.000 |
4,037.0 |
1.618 |
4,009.2 |
2.618 |
3,964.2 |
4.250 |
3,890.8 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,108.8 |
4,105.3 |
PP |
4,106.7 |
4,099.7 |
S1 |
4,104.5 |
4,094.0 |
|