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 |
15,710.0 |
15,710.0 |
0.0 |
0.0% |
15,642.0 |
High |
15,771.0 |
15,740.0 |
-31.0 |
-0.2% |
15,700.0 |
Low |
15,691.0 |
15,648.0 |
-43.0 |
-0.3% |
15,479.0 |
Close |
15,710.0 |
15,696.0 |
-14.0 |
-0.1% |
15,670.0 |
Range |
80.0 |
92.0 |
12.0 |
15.0% |
221.0 |
ATR |
149.8 |
145.7 |
-4.1 |
-2.8% |
0.0 |
Volume |
37,922 |
33,957 |
-3,965 |
-10.5% |
7,930 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,970.7 |
15,925.3 |
15,746.6 |
|
R3 |
15,878.7 |
15,833.3 |
15,721.3 |
|
R2 |
15,786.7 |
15,786.7 |
15,712.9 |
|
R1 |
15,741.3 |
15,741.3 |
15,704.4 |
15,718.0 |
PP |
15,694.7 |
15,694.7 |
15,694.7 |
15,683.0 |
S1 |
15,649.3 |
15,649.3 |
15,687.6 |
15,626.0 |
S2 |
15,602.7 |
15,602.7 |
15,679.1 |
|
S3 |
15,510.7 |
15,557.3 |
15,670.7 |
|
S4 |
15,418.7 |
15,465.3 |
15,645.4 |
|
|
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 |
15,492.0 |
288.0 |
1.8% |
118.0 |
0.8% |
71% |
False |
False |
19,177 |
10 |
15,780.0 |
15,455.0 |
325.0 |
2.1% |
118.9 |
0.8% |
74% |
False |
False |
10,035 |
20 |
15,780.0 |
14,930.0 |
850.0 |
5.4% |
138.0 |
0.9% |
90% |
False |
False |
5,138 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
149.6 |
1.0% |
91% |
False |
False |
2,595 |
60 |
15,780.0 |
14,450.0 |
1,330.0 |
8.5% |
134.8 |
0.9% |
94% |
False |
False |
1,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,131.0 |
2.618 |
15,980.9 |
1.618 |
15,888.9 |
1.000 |
15,832.0 |
0.618 |
15,796.9 |
HIGH |
15,740.0 |
0.618 |
15,704.9 |
0.500 |
15,694.0 |
0.382 |
15,683.1 |
LOW |
15,648.0 |
0.618 |
15,591.1 |
1.000 |
15,556.0 |
1.618 |
15,499.1 |
2.618 |
15,407.1 |
4.250 |
15,257.0 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,695.3 |
15,714.0 |
PP |
15,694.7 |
15,708.0 |
S1 |
15,694.0 |
15,702.0 |
|