| 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 |
7,084.5 |
7,094.5 |
10.0 |
0.1% |
6,990.0 |
| High |
7,117.0 |
7,114.5 |
-2.5 |
0.0% |
7,082.5 |
| Low |
7,063.0 |
7,081.5 |
18.5 |
0.3% |
6,962.5 |
| Close |
7,082.0 |
7,094.0 |
12.0 |
0.2% |
7,064.0 |
| Range |
54.0 |
33.0 |
-21.0 |
-38.9% |
120.0 |
| ATR |
60.1 |
58.2 |
-1.9 |
-3.2% |
0.0 |
| Volume |
344,537 |
318,732 |
-25,805 |
-7.5% |
212,652 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,195.5 |
7,178.0 |
7,112.0 |
|
| R3 |
7,162.5 |
7,145.0 |
7,103.0 |
|
| R2 |
7,129.5 |
7,129.5 |
7,100.0 |
|
| R1 |
7,112.0 |
7,112.0 |
7,097.0 |
7,104.0 |
| PP |
7,096.5 |
7,096.5 |
7,096.5 |
7,093.0 |
| S1 |
7,079.0 |
7,079.0 |
7,091.0 |
7,071.0 |
| S2 |
7,063.5 |
7,063.5 |
7,088.0 |
|
| S3 |
7,030.5 |
7,046.0 |
7,085.0 |
|
| S4 |
6,997.5 |
7,013.0 |
7,076.0 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,396.5 |
7,350.0 |
7,130.0 |
|
| R3 |
7,276.5 |
7,230.0 |
7,097.0 |
|
| R2 |
7,156.5 |
7,156.5 |
7,086.0 |
|
| R1 |
7,110.0 |
7,110.0 |
7,075.0 |
7,133.0 |
| PP |
7,036.5 |
7,036.5 |
7,036.5 |
7,048.0 |
| S1 |
6,990.0 |
6,990.0 |
7,053.0 |
7,013.0 |
| S2 |
6,916.5 |
6,916.5 |
7,042.0 |
|
| S3 |
6,796.5 |
6,870.0 |
7,031.0 |
|
| S4 |
6,676.5 |
6,750.0 |
6,998.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,117.0 |
6,969.0 |
148.0 |
2.1% |
50.5 |
0.7% |
84% |
False |
False |
174,235 |
| 10 |
7,117.0 |
6,938.5 |
178.5 |
2.5% |
53.0 |
0.7% |
87% |
False |
False |
87,628 |
| 20 |
7,117.0 |
6,819.5 |
297.5 |
4.2% |
46.5 |
0.7% |
92% |
False |
False |
44,100 |
| 40 |
7,117.0 |
6,733.0 |
384.0 |
5.4% |
46.5 |
0.7% |
94% |
False |
False |
22,156 |
| 60 |
7,117.0 |
6,511.0 |
606.0 |
8.5% |
37.5 |
0.5% |
96% |
False |
False |
14,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,255.0 |
|
2.618 |
7,201.0 |
|
1.618 |
7,168.0 |
|
1.000 |
7,147.5 |
|
0.618 |
7,135.0 |
|
HIGH |
7,114.5 |
|
0.618 |
7,102.0 |
|
0.500 |
7,098.0 |
|
0.382 |
7,094.0 |
|
LOW |
7,081.5 |
|
0.618 |
7,061.0 |
|
1.000 |
7,048.5 |
|
1.618 |
7,028.0 |
|
2.618 |
6,995.0 |
|
4.250 |
6,941.0 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,098.0 |
7,083.5 |
| PP |
7,096.5 |
7,073.0 |
| S1 |
7,095.5 |
7,062.0 |
|