Trading Metrics calculated at close of trading on 14-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,906.0 |
1,882.8 |
-23.2 |
-1.2% |
1,897.4 |
High |
1,910.0 |
1,883.8 |
-26.2 |
-1.4% |
1,910.1 |
Low |
1,880.1 |
1,849.8 |
-30.3 |
-1.6% |
1,875.9 |
Close |
1,883.7 |
1,869.9 |
-13.8 |
-0.7% |
1,883.7 |
Range |
29.9 |
34.0 |
4.1 |
13.7% |
34.2 |
ATR |
24.4 |
25.1 |
0.7 |
2.8% |
0.0 |
Volume |
5,906 |
4,360 |
-1,546 |
-26.2% |
21,963 |
|
Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,969.8 |
1,953.9 |
1,888.6 |
|
R3 |
1,935.8 |
1,919.9 |
1,879.3 |
|
R2 |
1,901.8 |
1,901.8 |
1,876.1 |
|
R1 |
1,885.9 |
1,885.9 |
1,873.0 |
1,876.9 |
PP |
1,867.8 |
1,867.8 |
1,867.8 |
1,863.3 |
S1 |
1,851.9 |
1,851.9 |
1,866.8 |
1,842.9 |
S2 |
1,833.8 |
1,833.8 |
1,863.7 |
|
S3 |
1,799.8 |
1,817.9 |
1,860.6 |
|
S4 |
1,765.8 |
1,783.9 |
1,851.2 |
|
|
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 |
1,849.8 |
60.3 |
3.2% |
25.4 |
1.4% |
33% |
False |
True |
4,417 |
10 |
1,922.4 |
1,849.8 |
72.6 |
3.9% |
27.2 |
1.5% |
28% |
False |
True |
4,656 |
20 |
1,922.4 |
1,849.8 |
72.6 |
3.9% |
24.3 |
1.3% |
28% |
False |
True |
4,991 |
40 |
1,922.4 |
1,761.6 |
160.8 |
8.6% |
23.4 |
1.3% |
67% |
False |
False |
4,093 |
60 |
1,922.4 |
1,683.0 |
239.4 |
12.8% |
22.8 |
1.2% |
78% |
False |
False |
3,211 |
80 |
1,922.4 |
1,683.0 |
239.4 |
12.8% |
24.4 |
1.3% |
78% |
False |
False |
2,707 |
100 |
1,922.4 |
1,683.0 |
239.4 |
12.8% |
24.4 |
1.3% |
78% |
False |
False |
2,306 |
120 |
1,978.0 |
1,683.0 |
295.0 |
15.8% |
25.1 |
1.3% |
63% |
False |
False |
2,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.3 |
2.618 |
1,972.8 |
1.618 |
1,938.8 |
1.000 |
1,917.8 |
0.618 |
1,904.8 |
HIGH |
1,883.8 |
0.618 |
1,870.8 |
0.500 |
1,866.8 |
0.382 |
1,862.8 |
LOW |
1,849.8 |
0.618 |
1,828.8 |
1.000 |
1,815.8 |
1.618 |
1,794.8 |
2.618 |
1,760.8 |
4.250 |
1,705.3 |
|
|
Fisher Pivots for day following 14-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,868.9 |
1,879.9 |
PP |
1,867.8 |
1,876.6 |
S1 |
1,866.8 |
1,873.2 |
|