| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,871.8 |
1,864.5 |
-7.3 |
-0.4% |
1,897.4 |
| High |
1,874.3 |
1,869.0 |
-5.3 |
-0.3% |
1,910.1 |
| Low |
1,857.0 |
1,808.5 |
-48.5 |
-2.6% |
1,875.9 |
| Close |
1,860.4 |
1,865.3 |
4.9 |
0.3% |
1,883.7 |
| Range |
17.3 |
60.5 |
43.2 |
249.7% |
34.2 |
| ATR |
24.5 |
27.1 |
2.6 |
10.5% |
0.0 |
| Volume |
1,706 |
4,079 |
2,373 |
139.1% |
21,963 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,029.1 |
2,007.7 |
1,898.6 |
|
| R3 |
1,968.6 |
1,947.2 |
1,881.9 |
|
| R2 |
1,908.1 |
1,908.1 |
1,876.4 |
|
| R1 |
1,886.7 |
1,886.7 |
1,870.8 |
1,897.4 |
| PP |
1,847.6 |
1,847.6 |
1,847.6 |
1,853.0 |
| S1 |
1,826.2 |
1,826.2 |
1,859.8 |
1,836.9 |
| S2 |
1,787.1 |
1,787.1 |
1,854.2 |
|
| S3 |
1,726.6 |
1,765.7 |
1,848.7 |
|
| S4 |
1,666.1 |
1,705.2 |
1,832.0 |
|
|
| 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 |
1,808.5 |
101.5 |
5.4% |
34.5 |
1.8% |
56% |
False |
True |
4,125 |
| 10 |
1,915.7 |
1,808.5 |
107.2 |
5.7% |
31.1 |
1.7% |
53% |
False |
True |
4,512 |
| 20 |
1,922.4 |
1,808.5 |
113.9 |
6.1% |
26.4 |
1.4% |
50% |
False |
True |
4,789 |
| 40 |
1,922.4 |
1,761.6 |
160.8 |
8.6% |
24.4 |
1.3% |
64% |
False |
False |
4,161 |
| 60 |
1,922.4 |
1,683.0 |
239.4 |
12.8% |
23.6 |
1.3% |
76% |
False |
False |
3,272 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
12.8% |
24.6 |
1.3% |
76% |
False |
False |
2,766 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
12.8% |
24.7 |
1.3% |
76% |
False |
False |
2,353 |
| 120 |
1,978.0 |
1,683.0 |
295.0 |
15.8% |
25.2 |
1.4% |
62% |
False |
False |
2,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.1 |
|
2.618 |
2,027.4 |
|
1.618 |
1,966.9 |
|
1.000 |
1,929.5 |
|
0.618 |
1,906.4 |
|
HIGH |
1,869.0 |
|
0.618 |
1,845.9 |
|
0.500 |
1,838.8 |
|
0.382 |
1,831.6 |
|
LOW |
1,808.5 |
|
0.618 |
1,771.1 |
|
1.000 |
1,748.0 |
|
1.618 |
1,710.6 |
|
2.618 |
1,650.1 |
|
4.250 |
1,551.4 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,856.5 |
1,858.9 |
| PP |
1,847.6 |
1,852.5 |
| S1 |
1,838.8 |
1,846.2 |
|