| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
13,799.25 |
13,809.25 |
10.00 |
0.1% |
13,691.75 |
| High |
13,892.75 |
13,966.25 |
73.50 |
0.5% |
13,771.50 |
| Low |
13,795.50 |
13,716.25 |
-79.25 |
-0.6% |
13,451.25 |
| Close |
13,803.75 |
13,950.75 |
147.00 |
1.1% |
13,755.00 |
| Range |
97.25 |
250.00 |
152.75 |
157.1% |
320.25 |
| ATR |
204.71 |
207.94 |
3.24 |
1.6% |
0.00 |
| Volume |
9,438 |
53,142 |
43,704 |
463.1% |
7,437 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,627.75 |
14,539.25 |
14,088.25 |
|
| R3 |
14,377.75 |
14,289.25 |
14,019.50 |
|
| R2 |
14,127.75 |
14,127.75 |
13,996.50 |
|
| R1 |
14,039.25 |
14,039.25 |
13,973.75 |
14,083.50 |
| PP |
13,877.75 |
13,877.75 |
13,877.75 |
13,900.00 |
| S1 |
13,789.25 |
13,789.25 |
13,927.75 |
13,833.50 |
| S2 |
13,627.75 |
13,627.75 |
13,905.00 |
|
| S3 |
13,377.75 |
13,539.25 |
13,882.00 |
|
| S4 |
13,127.75 |
13,289.25 |
13,813.25 |
|
|
| 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 |
13,966.25 |
13,457.50 |
508.75 |
3.6% |
193.25 |
1.4% |
97% |
True |
False |
15,401 |
| 10 |
13,966.25 |
13,451.25 |
515.00 |
3.7% |
169.00 |
1.2% |
97% |
True |
False |
8,291 |
| 20 |
13,966.25 |
12,906.00 |
1,060.25 |
7.6% |
210.25 |
1.5% |
99% |
True |
False |
4,703 |
| 40 |
14,050.25 |
12,906.00 |
1,144.25 |
8.2% |
221.00 |
1.6% |
91% |
False |
False |
2,801 |
| 60 |
14,050.25 |
12,602.00 |
1,448.25 |
10.4% |
228.50 |
1.6% |
93% |
False |
False |
2,033 |
| 80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.3% |
261.00 |
1.9% |
95% |
False |
False |
1,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,028.75 |
|
2.618 |
14,620.75 |
|
1.618 |
14,370.75 |
|
1.000 |
14,216.25 |
|
0.618 |
14,120.75 |
|
HIGH |
13,966.25 |
|
0.618 |
13,870.75 |
|
0.500 |
13,841.25 |
|
0.382 |
13,811.75 |
|
LOW |
13,716.25 |
|
0.618 |
13,561.75 |
|
1.000 |
13,466.25 |
|
1.618 |
13,311.75 |
|
2.618 |
13,061.75 |
|
4.250 |
12,653.75 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,914.25 |
13,914.25 |
| PP |
13,877.75 |
13,877.75 |
| S1 |
13,841.25 |
13,841.25 |
|