Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,125.0 |
4,135.0 |
10.0 |
0.2% |
4,071.0 |
High |
4,138.0 |
4,142.0 |
4.0 |
0.1% |
4,127.0 |
Low |
4,112.0 |
4,124.0 |
12.0 |
0.3% |
4,052.0 |
Close |
4,122.0 |
4,129.0 |
7.0 |
0.2% |
4,111.0 |
Range |
26.0 |
18.0 |
-8.0 |
-30.8% |
75.0 |
ATR |
40.2 |
38.8 |
-1.4 |
-3.6% |
0.0 |
Volume |
1,259,899 |
1,491,436 |
231,537 |
18.4% |
1,033,248 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,185.7 |
4,175.3 |
4,138.9 |
|
R3 |
4,167.7 |
4,157.3 |
4,134.0 |
|
R2 |
4,149.7 |
4,149.7 |
4,132.3 |
|
R1 |
4,139.3 |
4,139.3 |
4,130.7 |
4,135.5 |
PP |
4,131.7 |
4,131.7 |
4,131.7 |
4,129.8 |
S1 |
4,121.3 |
4,121.3 |
4,127.4 |
4,117.5 |
S2 |
4,113.7 |
4,113.7 |
4,125.7 |
|
S3 |
4,095.7 |
4,103.3 |
4,124.1 |
|
S4 |
4,077.7 |
4,085.3 |
4,119.1 |
|
|
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 |
4,142.0 |
4,061.0 |
81.0 |
2.0% |
28.6 |
0.7% |
84% |
True |
False |
729,791 |
10 |
4,142.0 |
4,035.0 |
107.0 |
2.6% |
30.1 |
0.7% |
88% |
True |
False |
390,682 |
20 |
4,142.0 |
3,871.0 |
271.0 |
6.6% |
36.1 |
0.9% |
95% |
True |
False |
201,897 |
40 |
4,142.0 |
3,830.0 |
312.0 |
7.6% |
40.9 |
1.0% |
96% |
True |
False |
101,194 |
60 |
4,142.0 |
3,720.0 |
422.0 |
10.2% |
36.2 |
0.9% |
97% |
True |
False |
67,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,218.5 |
2.618 |
4,189.1 |
1.618 |
4,171.1 |
1.000 |
4,160.0 |
0.618 |
4,153.1 |
HIGH |
4,142.0 |
0.618 |
4,135.1 |
0.500 |
4,133.0 |
0.382 |
4,130.9 |
LOW |
4,124.0 |
0.618 |
4,112.9 |
1.000 |
4,106.0 |
1.618 |
4,094.9 |
2.618 |
4,076.9 |
4.250 |
4,047.5 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,133.0 |
4,123.3 |
PP |
4,131.7 |
4,117.7 |
S1 |
4,130.3 |
4,112.0 |
|