Trading Metrics calculated at close of trading on 09-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,905.6 |
1,898.4 |
-7.2 |
-0.4% |
1,911.3 |
High |
1,910.1 |
1,905.6 |
-4.5 |
-0.2% |
1,922.4 |
Low |
1,889.8 |
1,893.6 |
3.8 |
0.2% |
1,859.9 |
Close |
1,898.4 |
1,899.5 |
1.1 |
0.1% |
1,895.8 |
Range |
20.3 |
12.0 |
-8.3 |
-40.9% |
62.5 |
ATR |
24.3 |
23.5 |
-0.9 |
-3.6% |
0.0 |
Volume |
4,239 |
3,006 |
-1,233 |
-29.1% |
20,240 |
|
Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.6 |
1,929.5 |
1,906.1 |
|
R3 |
1,923.6 |
1,917.5 |
1,902.8 |
|
R2 |
1,911.6 |
1,911.6 |
1,901.7 |
|
R1 |
1,905.5 |
1,905.5 |
1,900.6 |
1,908.6 |
PP |
1,899.6 |
1,899.6 |
1,899.6 |
1,901.1 |
S1 |
1,893.5 |
1,893.5 |
1,898.4 |
1,896.6 |
S2 |
1,887.6 |
1,887.6 |
1,897.3 |
|
S3 |
1,875.6 |
1,881.5 |
1,896.2 |
|
S4 |
1,863.6 |
1,869.5 |
1,892.9 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.2 |
2,050.5 |
1,930.2 |
|
R3 |
2,017.7 |
1,988.0 |
1,913.0 |
|
R2 |
1,955.2 |
1,955.2 |
1,907.3 |
|
R1 |
1,925.5 |
1,925.5 |
1,901.5 |
1,909.1 |
PP |
1,892.7 |
1,892.7 |
1,892.7 |
1,884.5 |
S1 |
1,863.0 |
1,863.0 |
1,890.1 |
1,846.6 |
S2 |
1,830.2 |
1,830.2 |
1,884.3 |
|
S3 |
1,767.7 |
1,800.5 |
1,878.6 |
|
S4 |
1,705.2 |
1,738.0 |
1,861.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,915.7 |
1,859.9 |
55.8 |
2.9% |
27.7 |
1.5% |
71% |
False |
False |
4,899 |
10 |
1,922.4 |
1,859.9 |
62.5 |
3.3% |
23.9 |
1.3% |
63% |
False |
False |
4,489 |
20 |
1,922.4 |
1,815.6 |
106.8 |
5.6% |
23.4 |
1.2% |
79% |
False |
False |
4,982 |
40 |
1,922.4 |
1,738.8 |
183.6 |
9.7% |
23.0 |
1.2% |
88% |
False |
False |
3,827 |
60 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
22.5 |
1.2% |
90% |
False |
False |
3,011 |
80 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.2 |
1.3% |
90% |
False |
False |
2,557 |
100 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.5 |
1.3% |
90% |
False |
False |
2,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.6 |
2.618 |
1,937.0 |
1.618 |
1,925.0 |
1.000 |
1,917.6 |
0.618 |
1,913.0 |
HIGH |
1,905.6 |
0.618 |
1,901.0 |
0.500 |
1,899.6 |
0.382 |
1,898.2 |
LOW |
1,893.6 |
0.618 |
1,886.2 |
1.000 |
1,881.6 |
1.618 |
1,874.2 |
2.618 |
1,862.2 |
4.250 |
1,842.6 |
|
|
Fisher Pivots for day following 09-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,899.6 |
1,899.3 |
PP |
1,899.6 |
1,899.1 |
S1 |
1,899.5 |
1,898.9 |
|