| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,882.8 |
1,871.8 |
-11.0 |
-0.6% |
1,897.4 |
| High |
1,883.8 |
1,874.3 |
-9.5 |
-0.5% |
1,910.1 |
| Low |
1,849.8 |
1,857.0 |
7.2 |
0.4% |
1,875.9 |
| Close |
1,869.9 |
1,860.4 |
-9.5 |
-0.5% |
1,883.7 |
| Range |
34.0 |
17.3 |
-16.7 |
-49.1% |
34.2 |
| ATR |
25.1 |
24.5 |
-0.6 |
-2.2% |
0.0 |
| Volume |
4,360 |
1,706 |
-2,654 |
-60.9% |
21,963 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.8 |
1,905.4 |
1,869.9 |
|
| R3 |
1,898.5 |
1,888.1 |
1,865.2 |
|
| R2 |
1,881.2 |
1,881.2 |
1,863.6 |
|
| R1 |
1,870.8 |
1,870.8 |
1,862.0 |
1,867.4 |
| PP |
1,863.9 |
1,863.9 |
1,863.9 |
1,862.2 |
| S1 |
1,853.5 |
1,853.5 |
1,858.8 |
1,850.1 |
| S2 |
1,846.6 |
1,846.6 |
1,857.2 |
|
| S3 |
1,829.3 |
1,836.2 |
1,855.6 |
|
| S4 |
1,812.0 |
1,818.9 |
1,850.9 |
|
|
| 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 |
1,910.0 |
1,849.8 |
60.2 |
3.2% |
24.8 |
1.3% |
18% |
False |
False |
3,910 |
| 10 |
1,915.7 |
1,849.8 |
65.9 |
3.5% |
26.6 |
1.4% |
16% |
False |
False |
4,413 |
| 20 |
1,922.4 |
1,849.8 |
72.6 |
3.9% |
23.9 |
1.3% |
15% |
False |
False |
4,761 |
| 40 |
1,922.4 |
1,761.6 |
160.8 |
8.6% |
23.3 |
1.3% |
61% |
False |
False |
4,090 |
| 60 |
1,922.4 |
1,683.0 |
239.4 |
12.9% |
22.8 |
1.2% |
74% |
False |
False |
3,219 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
12.9% |
24.2 |
1.3% |
74% |
False |
False |
2,725 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
12.9% |
24.4 |
1.3% |
74% |
False |
False |
2,319 |
| 120 |
1,978.0 |
1,683.0 |
295.0 |
15.9% |
24.9 |
1.3% |
60% |
False |
False |
2,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,947.8 |
|
2.618 |
1,919.6 |
|
1.618 |
1,902.3 |
|
1.000 |
1,891.6 |
|
0.618 |
1,885.0 |
|
HIGH |
1,874.3 |
|
0.618 |
1,867.7 |
|
0.500 |
1,865.7 |
|
0.382 |
1,863.6 |
|
LOW |
1,857.0 |
|
0.618 |
1,846.3 |
|
1.000 |
1,839.7 |
|
1.618 |
1,829.0 |
|
2.618 |
1,811.7 |
|
4.250 |
1,783.5 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,865.7 |
1,879.9 |
| PP |
1,863.9 |
1,873.4 |
| S1 |
1,862.2 |
1,866.9 |
|