Trading Metrics calculated at close of trading on 17-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
14,039.00 |
13,941.00 |
-98.00 |
-0.7% |
13,765.00 |
High |
14,095.75 |
14,199.00 |
103.25 |
0.7% |
13,990.25 |
Low |
13,830.25 |
13,841.75 |
11.50 |
0.1% |
13,680.75 |
Close |
13,972.75 |
14,156.25 |
183.50 |
1.3% |
13,985.75 |
Range |
265.50 |
357.25 |
91.75 |
34.6% |
309.50 |
ATR |
198.01 |
209.38 |
11.37 |
5.7% |
0.00 |
Volume |
566,333 |
657,540 |
91,207 |
16.1% |
303,592 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,137.50 |
15,004.00 |
14,352.75 |
|
R3 |
14,780.25 |
14,646.75 |
14,254.50 |
|
R2 |
14,423.00 |
14,423.00 |
14,221.75 |
|
R1 |
14,289.50 |
14,289.50 |
14,189.00 |
14,356.25 |
PP |
14,065.75 |
14,065.75 |
14,065.75 |
14,099.00 |
S1 |
13,932.25 |
13,932.25 |
14,123.50 |
13,999.00 |
S2 |
13,708.50 |
13,708.50 |
14,090.75 |
|
S3 |
13,351.25 |
13,575.00 |
14,058.00 |
|
S4 |
12,994.00 |
13,217.75 |
13,959.75 |
|
|
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 |
14,199.00 |
13,830.25 |
368.75 |
2.6% |
202.50 |
1.4% |
88% |
True |
False |
455,756 |
10 |
14,199.00 |
13,457.50 |
741.50 |
5.2% |
197.75 |
1.4% |
94% |
True |
False |
235,578 |
20 |
14,199.00 |
13,140.00 |
1,059.00 |
7.5% |
188.25 |
1.3% |
96% |
True |
False |
118,333 |
40 |
14,199.00 |
12,906.00 |
1,293.00 |
9.1% |
221.25 |
1.6% |
97% |
True |
False |
59,697 |
60 |
14,199.00 |
12,602.00 |
1,597.00 |
11.3% |
219.00 |
1.5% |
97% |
True |
False |
39,975 |
80 |
14,199.00 |
12,195.25 |
2,003.75 |
14.2% |
254.00 |
1.8% |
98% |
True |
False |
30,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,717.25 |
2.618 |
15,134.25 |
1.618 |
14,777.00 |
1.000 |
14,556.25 |
0.618 |
14,419.75 |
HIGH |
14,199.00 |
0.618 |
14,062.50 |
0.500 |
14,020.50 |
0.382 |
13,978.25 |
LOW |
13,841.75 |
0.618 |
13,621.00 |
1.000 |
13,484.50 |
1.618 |
13,263.75 |
2.618 |
12,906.50 |
4.250 |
12,323.50 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,111.00 |
14,109.00 |
PP |
14,065.75 |
14,061.75 |
S1 |
14,020.50 |
14,014.50 |
|