Trading Metrics calculated at close of trading on 09-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,217.50 |
4,215.25 |
-2.25 |
-0.1% |
4,195.75 |
High |
4,227.00 |
4,225.75 |
-1.25 |
0.0% |
4,221.75 |
Low |
4,196.50 |
4,207.50 |
11.00 |
0.3% |
4,155.25 |
Close |
4,216.25 |
4,209.00 |
-7.25 |
-0.2% |
4,218.25 |
Range |
30.50 |
18.25 |
-12.25 |
-40.2% |
66.50 |
ATR |
43.99 |
42.15 |
-1.84 |
-4.2% |
0.00 |
Volume |
106,636 |
123,498 |
16,862 |
15.8% |
64,610 |
|
Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,268.75 |
4,257.25 |
4,219.00 |
|
R3 |
4,250.50 |
4,239.00 |
4,214.00 |
|
R2 |
4,232.25 |
4,232.25 |
4,212.25 |
|
R1 |
4,220.75 |
4,220.75 |
4,210.75 |
4,217.50 |
PP |
4,214.00 |
4,214.00 |
4,214.00 |
4,212.50 |
S1 |
4,202.50 |
4,202.50 |
4,207.25 |
4,199.00 |
S2 |
4,195.75 |
4,195.75 |
4,205.75 |
|
S3 |
4,177.50 |
4,184.25 |
4,204.00 |
|
S4 |
4,159.25 |
4,166.00 |
4,199.00 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,398.00 |
4,374.50 |
4,254.75 |
|
R3 |
4,331.50 |
4,308.00 |
4,236.50 |
|
R2 |
4,265.00 |
4,265.00 |
4,230.50 |
|
R1 |
4,241.50 |
4,241.50 |
4,224.25 |
4,253.25 |
PP |
4,198.50 |
4,198.50 |
4,198.50 |
4,204.25 |
S1 |
4,175.00 |
4,175.00 |
4,212.25 |
4,186.75 |
S2 |
4,132.00 |
4,132.00 |
4,206.00 |
|
S3 |
4,065.50 |
4,108.50 |
4,200.00 |
|
S4 |
3,999.00 |
4,042.00 |
4,181.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,227.00 |
4,155.25 |
71.75 |
1.7% |
33.75 |
0.8% |
75% |
False |
False |
61,805 |
10 |
4,227.00 |
4,155.25 |
71.75 |
1.7% |
30.50 |
0.7% |
75% |
False |
False |
35,490 |
20 |
4,227.00 |
4,020.00 |
207.00 |
4.9% |
48.00 |
1.1% |
91% |
False |
False |
20,305 |
40 |
4,228.25 |
4,020.00 |
208.25 |
4.9% |
45.50 |
1.1% |
91% |
False |
False |
11,284 |
60 |
4,228.25 |
3,833.75 |
394.50 |
9.4% |
44.75 |
1.1% |
95% |
False |
False |
7,850 |
80 |
4,228.25 |
3,701.50 |
526.75 |
12.5% |
51.00 |
1.2% |
96% |
False |
False |
5,924 |
100 |
4,228.25 |
3,639.25 |
589.00 |
14.0% |
52.00 |
1.2% |
97% |
False |
False |
4,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,303.25 |
2.618 |
4,273.50 |
1.618 |
4,255.25 |
1.000 |
4,244.00 |
0.618 |
4,237.00 |
HIGH |
4,225.75 |
0.618 |
4,218.75 |
0.500 |
4,216.50 |
0.382 |
4,214.50 |
LOW |
4,207.50 |
0.618 |
4,196.25 |
1.000 |
4,189.25 |
1.618 |
4,178.00 |
2.618 |
4,159.75 |
4.250 |
4,130.00 |
|
|
Fisher Pivots for day following 09-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,216.50 |
4,211.75 |
PP |
4,214.00 |
4,210.75 |
S1 |
4,211.50 |
4,210.00 |
|