Trading Metrics calculated at close of trading on 08-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,765.00 |
13,813.00 |
48.00 |
0.3% |
13,691.75 |
High |
13,812.25 |
13,906.00 |
93.75 |
0.7% |
13,771.50 |
Low |
13,680.75 |
13,733.00 |
52.25 |
0.4% |
13,451.25 |
Close |
13,793.25 |
13,802.00 |
8.75 |
0.1% |
13,755.00 |
Range |
131.50 |
173.00 |
41.50 |
31.6% |
320.25 |
ATR |
216.05 |
212.98 |
-3.08 |
-1.4% |
0.00 |
Volume |
3,869 |
7,730 |
3,861 |
99.8% |
7,437 |
|
Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,332.75 |
14,240.25 |
13,897.25 |
|
R3 |
14,159.75 |
14,067.25 |
13,849.50 |
|
R2 |
13,986.75 |
13,986.75 |
13,833.75 |
|
R1 |
13,894.25 |
13,894.25 |
13,817.75 |
13,854.00 |
PP |
13,813.75 |
13,813.75 |
13,813.75 |
13,793.50 |
S1 |
13,721.25 |
13,721.25 |
13,786.25 |
13,681.00 |
S2 |
13,640.75 |
13,640.75 |
13,770.25 |
|
S3 |
13,467.75 |
13,548.25 |
13,754.50 |
|
S4 |
13,294.75 |
13,375.25 |
13,706.75 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,620.00 |
14,507.75 |
13,931.25 |
|
R3 |
14,299.75 |
14,187.50 |
13,843.00 |
|
R2 |
13,979.50 |
13,979.50 |
13,813.75 |
|
R1 |
13,867.25 |
13,867.25 |
13,784.25 |
13,923.50 |
PP |
13,659.25 |
13,659.25 |
13,659.25 |
13,687.25 |
S1 |
13,547.00 |
13,547.00 |
13,725.75 |
13,603.00 |
S2 |
13,339.00 |
13,339.00 |
13,696.25 |
|
S3 |
13,018.75 |
13,226.75 |
13,667.00 |
|
S4 |
12,698.50 |
12,906.50 |
13,578.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,906.00 |
13,451.25 |
454.75 |
3.3% |
193.75 |
1.4% |
77% |
True |
False |
3,517 |
10 |
13,906.00 |
13,451.25 |
454.75 |
3.3% |
154.00 |
1.1% |
77% |
True |
False |
2,241 |
20 |
13,906.00 |
12,906.00 |
1,000.00 |
7.2% |
227.75 |
1.6% |
90% |
True |
False |
1,786 |
40 |
14,050.25 |
12,906.00 |
1,144.25 |
8.3% |
224.00 |
1.6% |
78% |
False |
False |
1,276 |
60 |
14,050.25 |
12,602.00 |
1,448.25 |
10.5% |
230.25 |
1.7% |
83% |
False |
False |
1,003 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.4% |
260.50 |
1.9% |
87% |
False |
False |
761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,641.25 |
2.618 |
14,359.00 |
1.618 |
14,186.00 |
1.000 |
14,079.00 |
0.618 |
14,013.00 |
HIGH |
13,906.00 |
0.618 |
13,840.00 |
0.500 |
13,819.50 |
0.382 |
13,799.00 |
LOW |
13,733.00 |
0.618 |
13,626.00 |
1.000 |
13,560.00 |
1.618 |
13,453.00 |
2.618 |
13,280.00 |
4.250 |
12,997.75 |
|
|
Fisher Pivots for day following 08-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,819.50 |
13,762.00 |
PP |
13,813.75 |
13,721.75 |
S1 |
13,807.75 |
13,681.75 |
|