| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,898.4 |
1,895.5 |
-2.9 |
-0.2% |
1,911.3 |
| High |
1,905.6 |
1,906.6 |
1.0 |
0.1% |
1,922.4 |
| Low |
1,893.6 |
1,875.9 |
-17.7 |
-0.9% |
1,859.9 |
| Close |
1,899.5 |
1,900.5 |
1.0 |
0.1% |
1,895.8 |
| Range |
12.0 |
30.7 |
18.7 |
155.8% |
62.5 |
| ATR |
23.5 |
24.0 |
0.5 |
2.2% |
0.0 |
| Volume |
3,006 |
4,576 |
1,570 |
52.2% |
20,240 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,986.4 |
1,974.2 |
1,917.4 |
|
| R3 |
1,955.7 |
1,943.5 |
1,908.9 |
|
| R2 |
1,925.0 |
1,925.0 |
1,906.1 |
|
| R1 |
1,912.8 |
1,912.8 |
1,903.3 |
1,918.9 |
| PP |
1,894.3 |
1,894.3 |
1,894.3 |
1,897.4 |
| S1 |
1,882.1 |
1,882.1 |
1,897.7 |
1,888.2 |
| S2 |
1,863.6 |
1,863.6 |
1,894.9 |
|
| S3 |
1,832.9 |
1,851.4 |
1,892.1 |
|
| S4 |
1,802.2 |
1,820.7 |
1,883.6 |
|
|
| 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 |
1,910.1 |
1,859.9 |
50.2 |
2.6% |
24.9 |
1.3% |
81% |
False |
False |
4,512 |
| 10 |
1,922.4 |
1,859.9 |
62.5 |
3.3% |
24.8 |
1.3% |
65% |
False |
False |
4,401 |
| 20 |
1,922.4 |
1,815.6 |
106.8 |
5.6% |
23.4 |
1.2% |
79% |
False |
False |
4,878 |
| 40 |
1,922.4 |
1,741.0 |
181.4 |
9.5% |
23.3 |
1.2% |
88% |
False |
False |
3,902 |
| 60 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
22.8 |
1.2% |
91% |
False |
False |
3,081 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.1 |
1.3% |
91% |
False |
False |
2,604 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
12.6% |
24.5 |
1.3% |
91% |
False |
False |
2,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,037.1 |
|
2.618 |
1,987.0 |
|
1.618 |
1,956.3 |
|
1.000 |
1,937.3 |
|
0.618 |
1,925.6 |
|
HIGH |
1,906.6 |
|
0.618 |
1,894.9 |
|
0.500 |
1,891.3 |
|
0.382 |
1,887.6 |
|
LOW |
1,875.9 |
|
0.618 |
1,856.9 |
|
1.000 |
1,845.2 |
|
1.618 |
1,826.2 |
|
2.618 |
1,795.5 |
|
4.250 |
1,745.4 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,897.4 |
1,898.0 |
| PP |
1,894.3 |
1,895.5 |
| S1 |
1,891.3 |
1,893.0 |
|