Trading Metrics calculated at close of trading on 17-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,864.5 |
1,816.5 |
-48.0 |
-2.6% |
1,897.4 |
High |
1,869.0 |
1,830.0 |
-39.0 |
-2.1% |
1,910.1 |
Low |
1,808.5 |
1,772.0 |
-36.5 |
-2.0% |
1,875.9 |
Close |
1,865.3 |
1,778.6 |
-86.7 |
-4.6% |
1,883.7 |
Range |
60.5 |
58.0 |
-2.5 |
-4.1% |
34.2 |
ATR |
27.1 |
31.8 |
4.7 |
17.5% |
0.0 |
Volume |
4,079 |
6,602 |
2,523 |
61.9% |
21,963 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.5 |
1,931.1 |
1,810.5 |
|
R3 |
1,909.5 |
1,873.1 |
1,794.6 |
|
R2 |
1,851.5 |
1,851.5 |
1,789.2 |
|
R1 |
1,815.1 |
1,815.1 |
1,783.9 |
1,804.3 |
PP |
1,793.5 |
1,793.5 |
1,793.5 |
1,788.2 |
S1 |
1,757.1 |
1,757.1 |
1,773.3 |
1,746.3 |
S2 |
1,735.5 |
1,735.5 |
1,768.0 |
|
S3 |
1,677.5 |
1,699.1 |
1,762.7 |
|
S4 |
1,619.5 |
1,641.1 |
1,746.7 |
|
|
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 |
1,772.0 |
138.0 |
7.8% |
39.9 |
2.2% |
5% |
False |
True |
4,530 |
10 |
1,910.1 |
1,772.0 |
138.1 |
7.8% |
32.4 |
1.8% |
5% |
False |
True |
4,521 |
20 |
1,922.4 |
1,772.0 |
150.4 |
8.5% |
27.4 |
1.5% |
4% |
False |
True |
4,806 |
40 |
1,922.4 |
1,761.6 |
160.8 |
9.0% |
25.4 |
1.4% |
11% |
False |
False |
4,310 |
60 |
1,922.4 |
1,683.0 |
239.4 |
13.5% |
24.3 |
1.4% |
40% |
False |
False |
3,362 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.5% |
25.1 |
1.4% |
40% |
False |
False |
2,844 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.5% |
25.1 |
1.4% |
40% |
False |
False |
2,415 |
120 |
1,978.0 |
1,683.0 |
295.0 |
16.6% |
25.6 |
1.4% |
32% |
False |
False |
2,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,076.5 |
2.618 |
1,981.8 |
1.618 |
1,923.8 |
1.000 |
1,888.0 |
0.618 |
1,865.8 |
HIGH |
1,830.0 |
0.618 |
1,807.8 |
0.500 |
1,801.0 |
0.382 |
1,794.2 |
LOW |
1,772.0 |
0.618 |
1,736.2 |
1.000 |
1,714.0 |
1.618 |
1,678.2 |
2.618 |
1,620.2 |
4.250 |
1,525.5 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,801.0 |
1,823.2 |
PP |
1,793.5 |
1,808.3 |
S1 |
1,786.1 |
1,793.5 |
|