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 |
13,991.00 |
14,111.00 |
120.00 |
0.9% |
13,765.00 |
High |
14,126.00 |
14,155.25 |
29.25 |
0.2% |
13,990.25 |
Low |
13,957.00 |
14,000.75 |
43.75 |
0.3% |
13,680.75 |
Close |
14,117.25 |
14,021.75 |
-95.50 |
-0.7% |
13,985.75 |
Range |
169.00 |
154.50 |
-14.50 |
-8.6% |
309.50 |
ATR |
195.76 |
192.82 |
-2.95 |
-1.5% |
0.00 |
Volume |
376,141 |
449,355 |
73,214 |
19.5% |
303,592 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,522.75 |
14,426.75 |
14,106.75 |
|
R3 |
14,368.25 |
14,272.25 |
14,064.25 |
|
R2 |
14,213.75 |
14,213.75 |
14,050.00 |
|
R1 |
14,117.75 |
14,117.75 |
14,036.00 |
14,088.50 |
PP |
14,059.25 |
14,059.25 |
14,059.25 |
14,044.50 |
S1 |
13,963.25 |
13,963.25 |
14,007.50 |
13,934.00 |
S2 |
13,904.75 |
13,904.75 |
13,993.50 |
|
S3 |
13,750.25 |
13,808.75 |
13,979.25 |
|
S4 |
13,595.75 |
13,654.25 |
13,936.75 |
|
|
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 |
14,155.25 |
13,716.25 |
439.00 |
3.1% |
147.50 |
1.1% |
70% |
True |
False |
223,497 |
10 |
14,155.25 |
13,451.25 |
704.00 |
5.0% |
170.50 |
1.2% |
81% |
True |
False |
113,507 |
20 |
14,155.25 |
12,944.50 |
1,210.75 |
8.6% |
183.75 |
1.3% |
89% |
True |
False |
57,272 |
40 |
14,155.25 |
12,906.00 |
1,249.25 |
8.9% |
216.50 |
1.5% |
89% |
True |
False |
29,137 |
60 |
14,155.25 |
12,602.00 |
1,553.25 |
11.1% |
217.75 |
1.6% |
91% |
True |
False |
19,592 |
80 |
14,155.25 |
12,195.25 |
1,960.00 |
14.0% |
258.00 |
1.8% |
93% |
True |
False |
14,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,812.00 |
2.618 |
14,559.75 |
1.618 |
14,405.25 |
1.000 |
14,309.75 |
0.618 |
14,250.75 |
HIGH |
14,155.25 |
0.618 |
14,096.25 |
0.500 |
14,078.00 |
0.382 |
14,059.75 |
LOW |
14,000.75 |
0.618 |
13,905.25 |
1.000 |
13,846.25 |
1.618 |
13,750.75 |
2.618 |
13,596.25 |
4.250 |
13,344.00 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,078.00 |
14,039.50 |
PP |
14,059.25 |
14,033.75 |
S1 |
14,040.50 |
14,027.75 |
|