Trading Metrics calculated at close of trading on 16-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
14,111.00 |
14,039.00 |
-72.00 |
-0.5% |
13,765.00 |
High |
14,155.25 |
14,095.75 |
-59.50 |
-0.4% |
13,990.25 |
Low |
14,000.75 |
13,830.25 |
-170.50 |
-1.2% |
13,680.75 |
Close |
14,021.75 |
13,972.75 |
-49.00 |
-0.3% |
13,985.75 |
Range |
154.50 |
265.50 |
111.00 |
71.8% |
309.50 |
ATR |
192.82 |
198.01 |
5.19 |
2.7% |
0.00 |
Volume |
449,355 |
566,333 |
116,978 |
26.0% |
303,592 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,762.75 |
14,633.25 |
14,118.75 |
|
R3 |
14,497.25 |
14,367.75 |
14,045.75 |
|
R2 |
14,231.75 |
14,231.75 |
14,021.50 |
|
R1 |
14,102.25 |
14,102.25 |
13,997.00 |
14,034.25 |
PP |
13,966.25 |
13,966.25 |
13,966.25 |
13,932.25 |
S1 |
13,836.75 |
13,836.75 |
13,948.50 |
13,768.75 |
S2 |
13,700.75 |
13,700.75 |
13,924.00 |
|
S3 |
13,435.25 |
13,571.25 |
13,899.75 |
|
S4 |
13,169.75 |
13,305.75 |
13,826.75 |
|
|
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% |
181.00 |
1.3% |
58% |
False |
False |
334,876 |
10 |
14,155.25 |
13,451.25 |
704.00 |
5.0% |
186.50 |
1.3% |
74% |
False |
False |
170,052 |
20 |
14,155.25 |
12,944.50 |
1,210.75 |
8.7% |
184.50 |
1.3% |
85% |
False |
False |
85,546 |
40 |
14,155.25 |
12,906.00 |
1,249.25 |
8.9% |
217.75 |
1.6% |
85% |
False |
False |
43,272 |
60 |
14,155.25 |
12,602.00 |
1,553.25 |
11.1% |
216.25 |
1.5% |
88% |
False |
False |
29,022 |
80 |
14,155.25 |
12,195.25 |
1,960.00 |
14.0% |
256.50 |
1.8% |
91% |
False |
False |
21,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,224.00 |
2.618 |
14,790.75 |
1.618 |
14,525.25 |
1.000 |
14,361.25 |
0.618 |
14,259.75 |
HIGH |
14,095.75 |
0.618 |
13,994.25 |
0.500 |
13,963.00 |
0.382 |
13,931.75 |
LOW |
13,830.25 |
0.618 |
13,666.25 |
1.000 |
13,564.75 |
1.618 |
13,400.75 |
2.618 |
13,135.25 |
4.250 |
12,702.00 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,969.50 |
13,992.75 |
PP |
13,966.25 |
13,986.00 |
S1 |
13,963.00 |
13,979.50 |
|