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 |
4,246.25 |
4,238.00 |
-8.25 |
-0.2% |
4,222.00 |
High |
4,258.25 |
4,241.50 |
-16.75 |
-0.4% |
4,239.50 |
Low |
4,228.25 |
4,190.25 |
-38.00 |
-0.9% |
4,196.50 |
Close |
4,236.50 |
4,213.00 |
-23.50 |
-0.6% |
4,236.50 |
Range |
30.00 |
51.25 |
21.25 |
70.8% |
43.00 |
ATR |
38.53 |
39.44 |
0.91 |
2.4% |
0.00 |
Volume |
1,671,493 |
1,612,367 |
-59,126 |
-3.5% |
2,065,624 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,368.75 |
4,342.00 |
4,241.25 |
|
R3 |
4,317.50 |
4,290.75 |
4,227.00 |
|
R2 |
4,266.25 |
4,266.25 |
4,222.50 |
|
R1 |
4,239.50 |
4,239.50 |
4,217.75 |
4,227.25 |
PP |
4,215.00 |
4,215.00 |
4,215.00 |
4,208.75 |
S1 |
4,188.25 |
4,188.25 |
4,208.25 |
4,176.00 |
S2 |
4,163.75 |
4,163.75 |
4,203.50 |
|
S3 |
4,112.50 |
4,137.00 |
4,199.00 |
|
S4 |
4,061.25 |
4,085.75 |
4,184.75 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,353.25 |
4,337.75 |
4,260.25 |
|
R3 |
4,310.25 |
4,294.75 |
4,248.25 |
|
R2 |
4,267.25 |
4,267.25 |
4,244.50 |
|
R1 |
4,251.75 |
4,251.75 |
4,240.50 |
4,259.50 |
PP |
4,224.25 |
4,224.25 |
4,224.25 |
4,228.00 |
S1 |
4,208.75 |
4,208.75 |
4,232.50 |
4,216.50 |
S2 |
4,181.25 |
4,181.25 |
4,228.50 |
|
S3 |
4,138.25 |
4,165.75 |
4,224.75 |
|
S4 |
4,095.25 |
4,122.75 |
4,212.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,258.25 |
4,190.25 |
68.00 |
1.6% |
33.00 |
0.8% |
33% |
False |
True |
1,357,869 |
10 |
4,258.25 |
4,155.25 |
103.00 |
2.4% |
33.50 |
0.8% |
56% |
False |
False |
709,837 |
20 |
4,258.25 |
4,046.00 |
212.25 |
5.0% |
37.50 |
0.9% |
79% |
False |
False |
358,408 |
40 |
4,258.25 |
4,020.00 |
238.25 |
5.7% |
44.75 |
1.1% |
81% |
False |
False |
180,892 |
60 |
4,258.25 |
3,833.75 |
424.50 |
10.1% |
43.25 |
1.0% |
89% |
False |
False |
120,936 |
80 |
4,258.25 |
3,701.50 |
556.75 |
13.2% |
50.50 |
1.2% |
92% |
False |
False |
90,783 |
100 |
4,258.25 |
3,639.25 |
619.00 |
14.7% |
51.75 |
1.2% |
93% |
False |
False |
72,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,459.25 |
2.618 |
4,375.75 |
1.618 |
4,324.50 |
1.000 |
4,292.75 |
0.618 |
4,273.25 |
HIGH |
4,241.50 |
0.618 |
4,222.00 |
0.500 |
4,216.00 |
0.382 |
4,209.75 |
LOW |
4,190.25 |
0.618 |
4,158.50 |
1.000 |
4,139.00 |
1.618 |
4,107.25 |
2.618 |
4,056.00 |
4.250 |
3,972.50 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,216.00 |
4,224.25 |
PP |
4,215.00 |
4,220.50 |
S1 |
4,214.00 |
4,216.75 |
|