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 |
15,640.0 |
15,724.0 |
84.0 |
0.5% |
15,700.0 |
High |
15,739.0 |
15,724.0 |
-15.0 |
-0.1% |
15,780.0 |
Low |
15,595.0 |
15,403.0 |
-192.0 |
-1.2% |
15,403.0 |
Close |
15,703.0 |
15,414.0 |
-289.0 |
-1.8% |
15,414.0 |
Range |
144.0 |
321.0 |
177.0 |
122.9% |
377.0 |
ATR |
145.6 |
158.1 |
12.5 |
8.6% |
0.0 |
Volume |
40,246 |
88,809 |
48,563 |
120.7% |
220,808 |
|
Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,476.7 |
16,266.3 |
15,590.6 |
|
R3 |
16,155.7 |
15,945.3 |
15,502.3 |
|
R2 |
15,834.7 |
15,834.7 |
15,472.9 |
|
R1 |
15,624.3 |
15,624.3 |
15,443.4 |
15,569.0 |
PP |
15,513.7 |
15,513.7 |
15,513.7 |
15,486.0 |
S1 |
15,303.3 |
15,303.3 |
15,384.6 |
15,248.0 |
S2 |
15,192.7 |
15,192.7 |
15,355.2 |
|
S3 |
14,871.7 |
14,982.3 |
15,325.7 |
|
S4 |
14,550.7 |
14,661.3 |
15,237.5 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,663.3 |
16,415.7 |
15,621.4 |
|
R3 |
16,286.3 |
16,038.7 |
15,517.7 |
|
R2 |
15,909.3 |
15,909.3 |
15,483.1 |
|
R1 |
15,661.7 |
15,661.7 |
15,448.6 |
15,597.0 |
PP |
15,532.3 |
15,532.3 |
15,532.3 |
15,500.0 |
S1 |
15,284.7 |
15,284.7 |
15,379.4 |
15,220.0 |
S2 |
15,155.3 |
15,155.3 |
15,344.9 |
|
S3 |
14,778.3 |
14,907.7 |
15,310.3 |
|
S4 |
14,401.3 |
14,530.7 |
15,206.7 |
|
|
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 |
15,403.0 |
377.0 |
2.4% |
153.8 |
1.0% |
3% |
False |
True |
44,161 |
10 |
15,780.0 |
15,403.0 |
377.0 |
2.4% |
139.5 |
0.9% |
3% |
False |
True |
22,873 |
20 |
15,780.0 |
15,324.0 |
456.0 |
3.0% |
131.4 |
0.9% |
20% |
False |
False |
11,582 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.4% |
154.3 |
1.0% |
63% |
False |
False |
5,820 |
60 |
15,780.0 |
14,450.0 |
1,330.0 |
8.6% |
140.0 |
0.9% |
72% |
False |
False |
3,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,088.3 |
2.618 |
16,564.4 |
1.618 |
16,243.4 |
1.000 |
16,045.0 |
0.618 |
15,922.4 |
HIGH |
15,724.0 |
0.618 |
15,601.4 |
0.500 |
15,563.5 |
0.382 |
15,525.6 |
LOW |
15,403.0 |
0.618 |
15,204.6 |
1.000 |
15,082.0 |
1.618 |
14,883.6 |
2.618 |
14,562.6 |
4.250 |
14,038.8 |
|
|
Fisher Pivots for day following 18-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,563.5 |
15,571.5 |
PP |
15,513.7 |
15,519.0 |
S1 |
15,463.8 |
15,466.5 |
|