Trading Metrics calculated at close of trading on 10-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,215.25 |
4,212.75 |
-2.50 |
-0.1% |
4,195.75 |
High |
4,225.75 |
4,239.50 |
13.75 |
0.3% |
4,221.75 |
Low |
4,207.50 |
4,197.25 |
-10.25 |
-0.2% |
4,155.25 |
Close |
4,209.00 |
4,228.75 |
19.75 |
0.5% |
4,218.25 |
Range |
18.25 |
42.25 |
24.00 |
131.5% |
66.50 |
ATR |
42.15 |
42.16 |
0.01 |
0.0% |
0.00 |
Volume |
123,498 |
501,508 |
378,010 |
306.1% |
64,610 |
|
Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,348.50 |
4,331.00 |
4,252.00 |
|
R3 |
4,306.25 |
4,288.75 |
4,240.25 |
|
R2 |
4,264.00 |
4,264.00 |
4,236.50 |
|
R1 |
4,246.50 |
4,246.50 |
4,232.50 |
4,255.25 |
PP |
4,221.75 |
4,221.75 |
4,221.75 |
4,226.25 |
S1 |
4,204.25 |
4,204.25 |
4,225.00 |
4,213.00 |
S2 |
4,179.50 |
4,179.50 |
4,221.00 |
|
S3 |
4,137.25 |
4,162.00 |
4,217.25 |
|
S4 |
4,095.00 |
4,119.75 |
4,205.50 |
|
|
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 |
4,239.50 |
4,167.25 |
72.25 |
1.7% |
32.75 |
0.8% |
85% |
True |
False |
159,472 |
10 |
4,239.50 |
4,155.25 |
84.25 |
2.0% |
32.25 |
0.8% |
87% |
True |
False |
85,112 |
20 |
4,239.50 |
4,020.00 |
219.50 |
5.2% |
45.25 |
1.1% |
95% |
True |
False |
45,137 |
40 |
4,239.50 |
4,020.00 |
219.50 |
5.2% |
45.75 |
1.1% |
95% |
True |
False |
23,777 |
60 |
4,239.50 |
3,833.75 |
405.75 |
9.6% |
45.00 |
1.1% |
97% |
True |
False |
16,197 |
80 |
4,239.50 |
3,701.50 |
538.00 |
12.7% |
51.25 |
1.2% |
98% |
True |
False |
12,191 |
100 |
4,239.50 |
3,639.25 |
600.25 |
14.2% |
52.00 |
1.2% |
98% |
True |
False |
9,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,419.00 |
2.618 |
4,350.00 |
1.618 |
4,307.75 |
1.000 |
4,281.75 |
0.618 |
4,265.50 |
HIGH |
4,239.50 |
0.618 |
4,223.25 |
0.500 |
4,218.50 |
0.382 |
4,213.50 |
LOW |
4,197.25 |
0.618 |
4,171.25 |
1.000 |
4,155.00 |
1.618 |
4,129.00 |
2.618 |
4,086.75 |
4.250 |
4,017.75 |
|
|
Fisher Pivots for day following 10-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,225.25 |
4,225.25 |
PP |
4,221.75 |
4,221.50 |
S1 |
4,218.50 |
4,218.00 |
|