Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,700.0 |
15,710.0 |
10.0 |
0.1% |
15,642.0 |
High |
15,780.0 |
15,771.0 |
-9.0 |
-0.1% |
15,700.0 |
Low |
15,648.0 |
15,691.0 |
43.0 |
0.3% |
15,479.0 |
Close |
15,670.0 |
15,710.0 |
40.0 |
0.3% |
15,670.0 |
Range |
132.0 |
80.0 |
-52.0 |
-39.4% |
221.0 |
ATR |
153.6 |
149.8 |
-3.8 |
-2.4% |
0.0 |
Volume |
19,874 |
37,922 |
18,048 |
90.8% |
7,930 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,964.0 |
15,917.0 |
15,754.0 |
|
R3 |
15,884.0 |
15,837.0 |
15,732.0 |
|
R2 |
15,804.0 |
15,804.0 |
15,724.7 |
|
R1 |
15,757.0 |
15,757.0 |
15,717.3 |
15,750.0 |
PP |
15,724.0 |
15,724.0 |
15,724.0 |
15,720.5 |
S1 |
15,677.0 |
15,677.0 |
15,702.7 |
15,670.0 |
S2 |
15,644.0 |
15,644.0 |
15,695.3 |
|
S3 |
15,564.0 |
15,597.0 |
15,688.0 |
|
S4 |
15,484.0 |
15,517.0 |
15,666.0 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,279.3 |
16,195.7 |
15,791.6 |
|
R3 |
16,058.3 |
15,974.7 |
15,730.8 |
|
R2 |
15,837.3 |
15,837.3 |
15,710.5 |
|
R1 |
15,753.7 |
15,753.7 |
15,690.3 |
15,795.5 |
PP |
15,616.3 |
15,616.3 |
15,616.3 |
15,637.3 |
S1 |
15,532.7 |
15,532.7 |
15,649.7 |
15,574.5 |
S2 |
15,395.3 |
15,395.3 |
15,629.5 |
|
S3 |
15,174.3 |
15,311.7 |
15,609.2 |
|
S4 |
14,953.3 |
15,090.7 |
15,548.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,780.0 |
15,479.0 |
301.0 |
1.9% |
131.6 |
0.8% |
77% |
False |
False |
12,904 |
10 |
15,780.0 |
15,455.0 |
325.0 |
2.1% |
116.7 |
0.7% |
78% |
False |
False |
6,658 |
20 |
15,780.0 |
14,930.0 |
850.0 |
5.4% |
141.2 |
0.9% |
92% |
False |
False |
3,442 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
153.4 |
1.0% |
93% |
False |
False |
1,747 |
60 |
15,780.0 |
14,450.0 |
1,330.0 |
8.5% |
134.7 |
0.9% |
95% |
False |
False |
1,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,111.0 |
2.618 |
15,980.4 |
1.618 |
15,900.4 |
1.000 |
15,851.0 |
0.618 |
15,820.4 |
HIGH |
15,771.0 |
0.618 |
15,740.4 |
0.500 |
15,731.0 |
0.382 |
15,721.6 |
LOW |
15,691.0 |
0.618 |
15,641.6 |
1.000 |
15,611.0 |
1.618 |
15,561.6 |
2.618 |
15,481.6 |
4.250 |
15,351.0 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,731.0 |
15,691.0 |
PP |
15,724.0 |
15,672.0 |
S1 |
15,717.0 |
15,653.0 |
|