| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,895.5 |
1,906.0 |
10.5 |
0.6% |
1,897.4 |
| High |
1,906.6 |
1,910.0 |
3.4 |
0.2% |
1,910.1 |
| Low |
1,875.9 |
1,880.1 |
4.2 |
0.2% |
1,875.9 |
| Close |
1,900.5 |
1,883.7 |
-16.8 |
-0.9% |
1,883.7 |
| Range |
30.7 |
29.9 |
-0.8 |
-2.6% |
34.2 |
| ATR |
24.0 |
24.4 |
0.4 |
1.8% |
0.0 |
| Volume |
4,576 |
5,906 |
1,330 |
29.1% |
21,963 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,981.0 |
1,962.2 |
1,900.1 |
|
| R3 |
1,951.1 |
1,932.3 |
1,891.9 |
|
| R2 |
1,921.2 |
1,921.2 |
1,889.2 |
|
| R1 |
1,902.4 |
1,902.4 |
1,886.4 |
1,896.9 |
| PP |
1,891.3 |
1,891.3 |
1,891.3 |
1,888.5 |
| S1 |
1,872.5 |
1,872.5 |
1,881.0 |
1,867.0 |
| S2 |
1,861.4 |
1,861.4 |
1,878.2 |
|
| S3 |
1,831.5 |
1,842.6 |
1,875.5 |
|
| S4 |
1,801.6 |
1,812.7 |
1,867.3 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.5 |
1,972.3 |
1,902.5 |
|
| R3 |
1,958.3 |
1,938.1 |
1,893.1 |
|
| R2 |
1,924.1 |
1,924.1 |
1,890.0 |
|
| R1 |
1,903.9 |
1,903.9 |
1,886.8 |
1,896.9 |
| PP |
1,889.9 |
1,889.9 |
1,889.9 |
1,886.4 |
| S1 |
1,869.7 |
1,869.7 |
1,880.6 |
1,862.7 |
| S2 |
1,855.7 |
1,855.7 |
1,877.4 |
|
| S3 |
1,821.5 |
1,835.5 |
1,874.3 |
|
| S4 |
1,787.3 |
1,801.3 |
1,864.9 |
|
|
| 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 |
1,875.9 |
34.2 |
1.8% |
22.4 |
1.2% |
23% |
False |
False |
4,392 |
| 10 |
1,922.4 |
1,859.9 |
62.5 |
3.3% |
26.2 |
1.4% |
38% |
False |
False |
4,593 |
| 20 |
1,922.4 |
1,826.1 |
96.3 |
5.1% |
23.9 |
1.3% |
60% |
False |
False |
4,940 |
| 40 |
1,922.4 |
1,761.6 |
160.8 |
8.5% |
23.2 |
1.2% |
76% |
False |
False |
4,007 |
| 60 |
1,922.4 |
1,683.0 |
239.4 |
12.7% |
22.9 |
1.2% |
84% |
False |
False |
3,160 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
12.7% |
24.2 |
1.3% |
84% |
False |
False |
2,667 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
12.7% |
24.5 |
1.3% |
84% |
False |
False |
2,270 |
| 120 |
1,978.0 |
1,683.0 |
295.0 |
15.7% |
25.0 |
1.3% |
68% |
False |
False |
2,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,037.1 |
|
2.618 |
1,988.3 |
|
1.618 |
1,958.4 |
|
1.000 |
1,939.9 |
|
0.618 |
1,928.5 |
|
HIGH |
1,910.0 |
|
0.618 |
1,898.6 |
|
0.500 |
1,895.1 |
|
0.382 |
1,891.5 |
|
LOW |
1,880.1 |
|
0.618 |
1,861.6 |
|
1.000 |
1,850.2 |
|
1.618 |
1,831.7 |
|
2.618 |
1,801.8 |
|
4.250 |
1,753.0 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,895.1 |
1,893.0 |
| PP |
1,891.3 |
1,889.9 |
| S1 |
1,887.5 |
1,886.8 |
|