Trading Metrics calculated at close of trading on 18-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,204.25 |
4,216.00 |
11.75 |
0.3% |
4,238.50 |
High |
4,222.75 |
4,220.00 |
-2.75 |
-0.1% |
4,258.25 |
Low |
4,183.00 |
4,140.75 |
-42.25 |
-1.0% |
4,140.75 |
Close |
4,212.25 |
4,153.50 |
-58.75 |
-1.4% |
4,153.50 |
Range |
39.75 |
79.25 |
39.50 |
99.4% |
117.50 |
ATR |
39.47 |
42.31 |
2.84 |
7.2% |
0.00 |
Volume |
1,746,318 |
1,951,342 |
205,024 |
11.7% |
8,695,965 |
|
Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,409.25 |
4,360.50 |
4,197.00 |
|
R3 |
4,330.00 |
4,281.25 |
4,175.25 |
|
R2 |
4,250.75 |
4,250.75 |
4,168.00 |
|
R1 |
4,202.00 |
4,202.00 |
4,160.75 |
4,186.75 |
PP |
4,171.50 |
4,171.50 |
4,171.50 |
4,163.75 |
S1 |
4,122.75 |
4,122.75 |
4,146.25 |
4,107.50 |
S2 |
4,092.25 |
4,092.25 |
4,139.00 |
|
S3 |
4,013.00 |
4,043.50 |
4,131.75 |
|
S4 |
3,933.75 |
3,964.25 |
4,110.00 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,536.75 |
4,462.50 |
4,218.00 |
|
R3 |
4,419.25 |
4,345.00 |
4,185.75 |
|
R2 |
4,301.75 |
4,301.75 |
4,175.00 |
|
R1 |
4,227.50 |
4,227.50 |
4,164.25 |
4,206.00 |
PP |
4,184.25 |
4,184.25 |
4,184.25 |
4,173.25 |
S1 |
4,110.00 |
4,110.00 |
4,142.75 |
4,088.50 |
S2 |
4,066.75 |
4,066.75 |
4,132.00 |
|
S3 |
3,949.25 |
3,992.50 |
4,121.25 |
|
S4 |
3,831.75 |
3,875.00 |
4,089.00 |
|
|
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 |
4,140.75 |
117.50 |
2.8% |
44.75 |
1.1% |
11% |
False |
True |
1,739,193 |
10 |
4,258.25 |
4,140.75 |
117.50 |
2.8% |
35.00 |
0.8% |
11% |
False |
True |
1,076,158 |
20 |
4,258.25 |
4,133.50 |
124.75 |
3.0% |
36.00 |
0.9% |
16% |
False |
False |
542,826 |
40 |
4,258.25 |
4,020.00 |
238.25 |
5.7% |
45.00 |
1.1% |
56% |
False |
False |
273,274 |
60 |
4,258.25 |
3,833.75 |
424.50 |
10.2% |
43.50 |
1.0% |
75% |
False |
False |
182,532 |
80 |
4,258.25 |
3,701.50 |
556.75 |
13.4% |
49.75 |
1.2% |
81% |
False |
False |
137,003 |
100 |
4,258.25 |
3,639.25 |
619.00 |
14.9% |
51.75 |
1.2% |
83% |
False |
False |
109,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,556.75 |
2.618 |
4,427.50 |
1.618 |
4,348.25 |
1.000 |
4,299.25 |
0.618 |
4,269.00 |
HIGH |
4,220.00 |
0.618 |
4,189.75 |
0.500 |
4,180.50 |
0.382 |
4,171.00 |
LOW |
4,140.75 |
0.618 |
4,091.75 |
1.000 |
4,061.50 |
1.618 |
4,012.50 |
2.618 |
3,933.25 |
4.250 |
3,804.00 |
|
|
Fisher Pivots for day following 18-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,180.50 |
4,191.00 |
PP |
4,171.50 |
4,178.50 |
S1 |
4,162.50 |
4,166.00 |
|