Trading Metrics calculated at close of trading on 14-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,088.0 |
4,125.0 |
37.0 |
0.9% |
4,071.0 |
High |
4,127.0 |
4,138.0 |
11.0 |
0.3% |
4,127.0 |
Low |
4,082.0 |
4,112.0 |
30.0 |
0.7% |
4,052.0 |
Close |
4,111.0 |
4,122.0 |
11.0 |
0.3% |
4,111.0 |
Range |
45.0 |
26.0 |
-19.0 |
-42.2% |
75.0 |
ATR |
41.3 |
40.2 |
-1.0 |
-2.5% |
0.0 |
Volume |
454,219 |
1,259,899 |
805,680 |
177.4% |
1,033,248 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.0 |
4,188.0 |
4,136.3 |
|
R3 |
4,176.0 |
4,162.0 |
4,129.2 |
|
R2 |
4,150.0 |
4,150.0 |
4,126.8 |
|
R1 |
4,136.0 |
4,136.0 |
4,124.4 |
4,130.0 |
PP |
4,124.0 |
4,124.0 |
4,124.0 |
4,121.0 |
S1 |
4,110.0 |
4,110.0 |
4,119.6 |
4,104.0 |
S2 |
4,098.0 |
4,098.0 |
4,117.2 |
|
S3 |
4,072.0 |
4,084.0 |
4,114.9 |
|
S4 |
4,046.0 |
4,058.0 |
4,107.7 |
|
|
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 |
4,138.0 |
4,061.0 |
77.0 |
1.9% |
29.6 |
0.7% |
79% |
True |
False |
452,865 |
10 |
4,138.0 |
4,031.0 |
107.0 |
2.6% |
33.6 |
0.8% |
85% |
True |
False |
243,371 |
20 |
4,138.0 |
3,871.0 |
267.0 |
6.5% |
36.7 |
0.9% |
94% |
True |
False |
127,446 |
40 |
4,138.0 |
3,830.0 |
308.0 |
7.5% |
41.3 |
1.0% |
95% |
True |
False |
63,912 |
60 |
4,138.0 |
3,720.0 |
418.0 |
10.1% |
37.1 |
0.9% |
96% |
True |
False |
42,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,248.5 |
2.618 |
4,206.1 |
1.618 |
4,180.1 |
1.000 |
4,164.0 |
0.618 |
4,154.1 |
HIGH |
4,138.0 |
0.618 |
4,128.1 |
0.500 |
4,125.0 |
0.382 |
4,121.9 |
LOW |
4,112.0 |
0.618 |
4,095.9 |
1.000 |
4,086.0 |
1.618 |
4,069.9 |
2.618 |
4,043.9 |
4.250 |
4,001.5 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,125.0 |
4,115.0 |
PP |
4,124.0 |
4,108.0 |
S1 |
4,123.0 |
4,101.0 |
|