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 |
4,135.0 |
4,135.0 |
0.0 |
0.0% |
4,071.0 |
High |
4,142.0 |
4,142.0 |
0.0 |
0.0% |
4,127.0 |
Low |
4,124.0 |
4,119.0 |
-5.0 |
-0.1% |
4,052.0 |
Close |
4,129.0 |
4,137.0 |
8.0 |
0.2% |
4,111.0 |
Range |
18.0 |
23.0 |
5.0 |
27.8% |
75.0 |
ATR |
38.8 |
37.7 |
-1.1 |
-2.9% |
0.0 |
Volume |
1,491,436 |
851,826 |
-639,610 |
-42.9% |
1,033,248 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,201.7 |
4,192.3 |
4,149.7 |
|
R3 |
4,178.7 |
4,169.3 |
4,143.3 |
|
R2 |
4,155.7 |
4,155.7 |
4,141.2 |
|
R1 |
4,146.3 |
4,146.3 |
4,139.1 |
4,151.0 |
PP |
4,132.7 |
4,132.7 |
4,132.7 |
4,135.0 |
S1 |
4,123.3 |
4,123.3 |
4,134.9 |
4,128.0 |
S2 |
4,109.7 |
4,109.7 |
4,132.8 |
|
S3 |
4,086.7 |
4,100.3 |
4,130.7 |
|
S4 |
4,063.7 |
4,077.3 |
4,124.4 |
|
|
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 |
4,064.0 |
78.0 |
1.9% |
28.2 |
0.7% |
94% |
True |
False |
864,965 |
10 |
4,142.0 |
4,035.0 |
107.0 |
2.6% |
29.9 |
0.7% |
95% |
True |
False |
469,561 |
20 |
4,142.0 |
3,871.0 |
271.0 |
6.6% |
35.1 |
0.8% |
98% |
True |
False |
244,459 |
40 |
4,142.0 |
3,830.0 |
312.0 |
7.5% |
39.4 |
1.0% |
98% |
True |
False |
122,485 |
60 |
4,142.0 |
3,720.0 |
422.0 |
10.2% |
35.2 |
0.9% |
99% |
True |
False |
81,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,239.8 |
2.618 |
4,202.2 |
1.618 |
4,179.2 |
1.000 |
4,165.0 |
0.618 |
4,156.2 |
HIGH |
4,142.0 |
0.618 |
4,133.2 |
0.500 |
4,130.5 |
0.382 |
4,127.8 |
LOW |
4,119.0 |
0.618 |
4,104.8 |
1.000 |
4,096.0 |
1.618 |
4,081.8 |
2.618 |
4,058.8 |
4.250 |
4,021.3 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,134.8 |
4,133.7 |
PP |
4,132.7 |
4,130.3 |
S1 |
4,130.5 |
4,127.0 |
|