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 |
4,238.00 |
4,204.25 |
-33.75 |
-0.8% |
4,222.00 |
High |
4,241.50 |
4,222.75 |
-18.75 |
-0.4% |
4,239.50 |
Low |
4,190.25 |
4,183.00 |
-7.25 |
-0.2% |
4,196.50 |
Close |
4,213.00 |
4,212.25 |
-0.75 |
0.0% |
4,236.50 |
Range |
51.25 |
39.75 |
-11.50 |
-22.4% |
43.00 |
ATR |
39.44 |
39.47 |
0.02 |
0.1% |
0.00 |
Volume |
1,612,367 |
1,746,318 |
133,951 |
8.3% |
2,065,624 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,325.25 |
4,308.50 |
4,234.00 |
|
R3 |
4,285.50 |
4,268.75 |
4,223.25 |
|
R2 |
4,245.75 |
4,245.75 |
4,219.50 |
|
R1 |
4,229.00 |
4,229.00 |
4,216.00 |
4,237.50 |
PP |
4,206.00 |
4,206.00 |
4,206.00 |
4,210.25 |
S1 |
4,189.25 |
4,189.25 |
4,208.50 |
4,197.50 |
S2 |
4,166.25 |
4,166.25 |
4,205.00 |
|
S3 |
4,126.50 |
4,149.50 |
4,201.25 |
|
S4 |
4,086.75 |
4,109.75 |
4,190.50 |
|
|
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 |
4,183.00 |
75.25 |
1.8% |
32.50 |
0.8% |
39% |
False |
True |
1,606,831 |
10 |
4,258.25 |
4,167.25 |
91.00 |
2.2% |
32.50 |
0.8% |
49% |
False |
False |
883,151 |
20 |
4,258.25 |
4,075.00 |
183.25 |
4.4% |
36.25 |
0.9% |
75% |
False |
False |
445,477 |
40 |
4,258.25 |
4,020.00 |
238.25 |
5.7% |
44.25 |
1.1% |
81% |
False |
False |
224,525 |
60 |
4,258.25 |
3,833.75 |
424.50 |
10.1% |
43.00 |
1.0% |
89% |
False |
False |
150,027 |
80 |
4,258.25 |
3,701.50 |
556.75 |
13.2% |
49.75 |
1.2% |
92% |
False |
False |
112,612 |
100 |
4,258.25 |
3,639.25 |
619.00 |
14.7% |
51.50 |
1.2% |
93% |
False |
False |
90,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,391.75 |
2.618 |
4,326.75 |
1.618 |
4,287.00 |
1.000 |
4,262.50 |
0.618 |
4,247.25 |
HIGH |
4,222.75 |
0.618 |
4,207.50 |
0.500 |
4,203.00 |
0.382 |
4,198.25 |
LOW |
4,183.00 |
0.618 |
4,158.50 |
1.000 |
4,143.25 |
1.618 |
4,118.75 |
2.618 |
4,079.00 |
4.250 |
4,014.00 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,209.00 |
4,220.50 |
PP |
4,206.00 |
4,217.75 |
S1 |
4,203.00 |
4,215.00 |
|