Trading Metrics calculated at close of trading on 14-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
13,967.00 |
13,991.00 |
24.00 |
0.2% |
13,765.00 |
High |
13,990.25 |
14,126.00 |
135.75 |
1.0% |
13,990.25 |
Low |
13,924.00 |
13,957.00 |
33.00 |
0.2% |
13,680.75 |
Close |
13,985.75 |
14,117.25 |
131.50 |
0.9% |
13,985.75 |
Range |
66.25 |
169.00 |
102.75 |
155.1% |
309.50 |
ATR |
197.82 |
195.76 |
-2.06 |
-1.0% |
0.00 |
Volume |
229,413 |
376,141 |
146,728 |
64.0% |
303,592 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,573.75 |
14,514.50 |
14,210.25 |
|
R3 |
14,404.75 |
14,345.50 |
14,163.75 |
|
R2 |
14,235.75 |
14,235.75 |
14,148.25 |
|
R1 |
14,176.50 |
14,176.50 |
14,132.75 |
14,206.00 |
PP |
14,066.75 |
14,066.75 |
14,066.75 |
14,081.50 |
S1 |
14,007.50 |
14,007.50 |
14,101.75 |
14,037.00 |
S2 |
13,897.75 |
13,897.75 |
14,086.25 |
|
S3 |
13,728.75 |
13,838.50 |
14,070.75 |
|
S4 |
13,559.75 |
13,669.50 |
14,024.25 |
|
|
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 |
14,126.00 |
13,716.25 |
409.75 |
2.9% |
151.00 |
1.1% |
98% |
True |
False |
135,172 |
10 |
14,126.00 |
13,451.25 |
674.75 |
4.8% |
173.00 |
1.2% |
99% |
True |
False |
68,717 |
20 |
14,126.00 |
12,944.50 |
1,181.50 |
8.4% |
189.25 |
1.3% |
99% |
True |
False |
34,855 |
40 |
14,126.00 |
12,906.00 |
1,220.00 |
8.6% |
218.25 |
1.5% |
99% |
True |
False |
17,918 |
60 |
14,126.00 |
12,602.00 |
1,524.00 |
10.8% |
218.75 |
1.5% |
99% |
True |
False |
12,114 |
80 |
14,126.00 |
12,195.25 |
1,930.75 |
13.7% |
258.25 |
1.8% |
100% |
True |
False |
9,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,844.25 |
2.618 |
14,568.50 |
1.618 |
14,399.50 |
1.000 |
14,295.00 |
0.618 |
14,230.50 |
HIGH |
14,126.00 |
0.618 |
14,061.50 |
0.500 |
14,041.50 |
0.382 |
14,021.50 |
LOW |
13,957.00 |
0.618 |
13,852.50 |
1.000 |
13,788.00 |
1.618 |
13,683.50 |
2.618 |
13,514.50 |
4.250 |
13,238.75 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,092.00 |
14,052.00 |
PP |
14,066.75 |
13,986.50 |
S1 |
14,041.50 |
13,921.00 |
|