Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,809.25 |
13,967.00 |
157.75 |
1.1% |
13,765.00 |
High |
13,966.25 |
13,990.25 |
24.00 |
0.2% |
13,990.25 |
Low |
13,716.25 |
13,924.00 |
207.75 |
1.5% |
13,680.75 |
Close |
13,950.75 |
13,985.75 |
35.00 |
0.3% |
13,985.75 |
Range |
250.00 |
66.25 |
-183.75 |
-73.5% |
309.50 |
ATR |
207.94 |
197.82 |
-10.12 |
-4.9% |
0.00 |
Volume |
53,142 |
229,413 |
176,271 |
331.7% |
303,592 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,165.50 |
14,141.75 |
14,022.25 |
|
R3 |
14,099.25 |
14,075.50 |
14,004.00 |
|
R2 |
14,033.00 |
14,033.00 |
13,998.00 |
|
R1 |
14,009.25 |
14,009.25 |
13,991.75 |
14,021.00 |
PP |
13,966.75 |
13,966.75 |
13,966.75 |
13,972.50 |
S1 |
13,943.00 |
13,943.00 |
13,979.75 |
13,955.00 |
S2 |
13,900.50 |
13,900.50 |
13,973.50 |
|
S3 |
13,834.25 |
13,876.75 |
13,967.50 |
|
S4 |
13,768.00 |
13,810.50 |
13,949.25 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,814.00 |
14,709.50 |
14,156.00 |
|
R3 |
14,504.50 |
14,400.00 |
14,070.75 |
|
R2 |
14,195.00 |
14,195.00 |
14,042.50 |
|
R1 |
14,090.50 |
14,090.50 |
14,014.00 |
14,142.75 |
PP |
13,885.50 |
13,885.50 |
13,885.50 |
13,911.75 |
S1 |
13,781.00 |
13,781.00 |
13,957.50 |
13,833.25 |
S2 |
13,576.00 |
13,576.00 |
13,929.00 |
|
S3 |
13,266.50 |
13,471.50 |
13,900.75 |
|
S4 |
12,957.00 |
13,162.00 |
13,815.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,990.25 |
13,680.75 |
309.50 |
2.2% |
143.50 |
1.0% |
99% |
True |
False |
60,718 |
10 |
13,990.25 |
13,451.25 |
539.00 |
3.9% |
166.00 |
1.2% |
99% |
True |
False |
31,157 |
20 |
13,990.25 |
12,944.50 |
1,045.75 |
7.5% |
198.50 |
1.4% |
100% |
True |
False |
16,089 |
40 |
14,050.25 |
12,906.00 |
1,144.25 |
8.2% |
216.50 |
1.5% |
94% |
False |
False |
8,523 |
60 |
14,050.25 |
12,602.00 |
1,448.25 |
10.4% |
224.00 |
1.6% |
96% |
False |
False |
5,854 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.3% |
259.00 |
1.9% |
97% |
False |
False |
4,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,271.75 |
2.618 |
14,163.75 |
1.618 |
14,097.50 |
1.000 |
14,056.50 |
0.618 |
14,031.25 |
HIGH |
13,990.25 |
0.618 |
13,965.00 |
0.500 |
13,957.00 |
0.382 |
13,949.25 |
LOW |
13,924.00 |
0.618 |
13,883.00 |
1.000 |
13,857.75 |
1.618 |
13,816.75 |
2.618 |
13,750.50 |
4.250 |
13,642.50 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,976.25 |
13,941.50 |
PP |
13,966.75 |
13,897.50 |
S1 |
13,957.00 |
13,853.25 |
|