Trading Metrics calculated at close of trading on 17-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,135.0 |
4,118.0 |
-17.0 |
-0.4% |
4,071.0 |
High |
4,142.0 |
4,153.0 |
11.0 |
0.3% |
4,127.0 |
Low |
4,119.0 |
4,105.0 |
-14.0 |
-0.3% |
4,052.0 |
Close |
4,137.0 |
4,141.0 |
4.0 |
0.1% |
4,111.0 |
Range |
23.0 |
48.0 |
25.0 |
108.7% |
75.0 |
ATR |
37.7 |
38.4 |
0.7 |
2.0% |
0.0 |
Volume |
851,826 |
748,602 |
-103,224 |
-12.1% |
1,033,248 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,277.0 |
4,257.0 |
4,167.4 |
|
R3 |
4,229.0 |
4,209.0 |
4,154.2 |
|
R2 |
4,181.0 |
4,181.0 |
4,149.8 |
|
R1 |
4,161.0 |
4,161.0 |
4,145.4 |
4,171.0 |
PP |
4,133.0 |
4,133.0 |
4,133.0 |
4,138.0 |
S1 |
4,113.0 |
4,113.0 |
4,136.6 |
4,123.0 |
S2 |
4,085.0 |
4,085.0 |
4,132.2 |
|
S3 |
4,037.0 |
4,065.0 |
4,127.8 |
|
S4 |
3,989.0 |
4,017.0 |
4,114.6 |
|
|
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 |
4,153.0 |
4,082.0 |
71.0 |
1.7% |
32.0 |
0.8% |
83% |
True |
False |
961,196 |
10 |
4,153.0 |
4,052.0 |
101.0 |
2.4% |
30.5 |
0.7% |
88% |
True |
False |
540,328 |
20 |
4,153.0 |
3,914.0 |
239.0 |
5.8% |
33.4 |
0.8% |
95% |
True |
False |
281,873 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.8% |
39.7 |
1.0% |
96% |
True |
False |
141,199 |
60 |
4,153.0 |
3,720.0 |
433.0 |
10.5% |
35.5 |
0.9% |
97% |
True |
False |
94,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,357.0 |
2.618 |
4,278.7 |
1.618 |
4,230.7 |
1.000 |
4,201.0 |
0.618 |
4,182.7 |
HIGH |
4,153.0 |
0.618 |
4,134.7 |
0.500 |
4,129.0 |
0.382 |
4,123.3 |
LOW |
4,105.0 |
0.618 |
4,075.3 |
1.000 |
4,057.0 |
1.618 |
4,027.3 |
2.618 |
3,979.3 |
4.250 |
3,901.0 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,137.0 |
4,137.0 |
PP |
4,133.0 |
4,133.0 |
S1 |
4,129.0 |
4,129.0 |
|