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 |
14,120.81 |
14,053.12 |
-67.69 |
-0.5% |
13,747.80 |
High |
14,126.26 |
14,100.11 |
-26.15 |
-0.2% |
13,998.65 |
Low |
14,008.93 |
13,847.32 |
-161.61 |
-1.2% |
13,710.11 |
Close |
14,030.41 |
13,983.01 |
-47.40 |
-0.3% |
13,998.30 |
Range |
117.33 |
252.79 |
135.46 |
115.5% |
288.54 |
ATR |
166.04 |
172.23 |
6.20 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,735.18 |
14,611.89 |
14,122.04 |
|
R3 |
14,482.39 |
14,359.10 |
14,052.53 |
|
R2 |
14,229.60 |
14,229.60 |
14,029.35 |
|
R1 |
14,106.31 |
14,106.31 |
14,006.18 |
14,041.56 |
PP |
13,976.81 |
13,976.81 |
13,976.81 |
13,944.44 |
S1 |
13,853.52 |
13,853.52 |
13,959.84 |
13,788.77 |
S2 |
13,724.02 |
13,724.02 |
13,936.67 |
|
S3 |
13,471.23 |
13,600.73 |
13,913.49 |
|
S4 |
13,218.44 |
13,347.94 |
13,843.98 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,767.97 |
14,671.68 |
14,157.00 |
|
R3 |
14,479.43 |
14,383.14 |
14,077.65 |
|
R2 |
14,190.89 |
14,190.89 |
14,051.20 |
|
R1 |
14,094.60 |
14,094.60 |
14,024.75 |
14,142.75 |
PP |
13,902.35 |
13,902.35 |
13,902.35 |
13,926.43 |
S1 |
13,806.06 |
13,806.06 |
13,971.85 |
13,854.21 |
S2 |
13,613.81 |
13,613.81 |
13,945.40 |
|
S3 |
13,325.27 |
13,517.52 |
13,918.95 |
|
S4 |
13,036.73 |
13,228.98 |
13,839.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,129.33 |
13,817.83 |
311.50 |
2.2% |
149.06 |
1.1% |
53% |
False |
False |
|
10 |
14,129.33 |
13,469.85 |
659.48 |
4.7% |
141.01 |
1.0% |
78% |
False |
False |
|
20 |
14,129.33 |
12,994.35 |
1,134.98 |
8.1% |
143.02 |
1.0% |
87% |
False |
False |
|
40 |
14,129.33 |
12,967.18 |
1,162.15 |
8.3% |
171.27 |
1.2% |
87% |
False |
False |
|
60 |
14,129.33 |
12,627.93 |
1,501.40 |
10.7% |
167.68 |
1.2% |
90% |
False |
False |
|
80 |
14,129.33 |
12,208.39 |
1,920.94 |
13.7% |
203.76 |
1.5% |
92% |
False |
False |
|
100 |
14,129.33 |
12,208.39 |
1,920.94 |
13.7% |
201.02 |
1.4% |
92% |
False |
False |
|
120 |
14,129.33 |
12,208.39 |
1,920.94 |
13.7% |
192.89 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,174.47 |
2.618 |
14,761.91 |
1.618 |
14,509.12 |
1.000 |
14,352.90 |
0.618 |
14,256.33 |
HIGH |
14,100.11 |
0.618 |
14,003.54 |
0.500 |
13,973.72 |
0.382 |
13,943.89 |
LOW |
13,847.32 |
0.618 |
13,691.10 |
1.000 |
13,594.53 |
1.618 |
13,438.31 |
2.618 |
13,185.52 |
4.250 |
12,772.96 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
13,979.91 |
13,988.33 |
PP |
13,976.81 |
13,986.55 |
S1 |
13,973.72 |
13,984.78 |
|