Trading Metrics calculated at close of trading on 10-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
34,626.16 |
34,502.51 |
-123.65 |
-0.4% |
34,584.19 |
High |
34,654.67 |
34,737.79 |
83.12 |
0.2% |
34,849.32 |
Low |
34,439.37 |
34,447.25 |
7.88 |
0.0% |
34,334.41 |
Close |
34,447.14 |
34,466.24 |
19.10 |
0.1% |
34,756.39 |
Range |
215.30 |
290.54 |
75.24 |
34.9% |
514.91 |
ATR |
293.44 |
293.24 |
-0.20 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,422.05 |
35,234.68 |
34,626.04 |
|
R3 |
35,131.51 |
34,944.14 |
34,546.14 |
|
R2 |
34,840.97 |
34,840.97 |
34,519.51 |
|
R1 |
34,653.60 |
34,653.60 |
34,492.87 |
34,602.02 |
PP |
34,550.43 |
34,550.43 |
34,550.43 |
34,524.63 |
S1 |
34,363.06 |
34,363.06 |
34,439.61 |
34,311.48 |
S2 |
34,259.89 |
34,259.89 |
34,412.97 |
|
S3 |
33,969.35 |
34,072.52 |
34,386.34 |
|
S4 |
33,678.81 |
33,781.98 |
34,306.44 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,191.44 |
35,988.82 |
35,039.59 |
|
R3 |
35,676.53 |
35,473.91 |
34,897.99 |
|
R2 |
35,161.62 |
35,161.62 |
34,850.79 |
|
R1 |
34,959.00 |
34,959.00 |
34,803.59 |
35,060.31 |
PP |
34,646.71 |
34,646.71 |
34,646.71 |
34,697.36 |
S1 |
34,444.09 |
34,444.09 |
34,709.19 |
34,545.40 |
S2 |
34,131.80 |
34,131.80 |
34,661.99 |
|
S3 |
33,616.89 |
33,929.18 |
34,614.79 |
|
S4 |
33,101.98 |
33,414.27 |
34,473.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,820.91 |
34,439.37 |
381.54 |
1.1% |
223.62 |
0.6% |
7% |
False |
False |
|
10 |
34,849.32 |
34,334.41 |
514.91 |
1.5% |
224.89 |
0.7% |
26% |
False |
False |
|
20 |
34,849.32 |
33,473.80 |
1,375.52 |
4.0% |
275.33 |
0.8% |
72% |
False |
False |
|
40 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
301.09 |
0.9% |
61% |
False |
False |
|
60 |
35,091.56 |
32,074.60 |
3,016.96 |
8.8% |
296.35 |
0.9% |
79% |
False |
False |
|
80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.2% |
332.26 |
1.0% |
86% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.2% |
329.07 |
1.0% |
88% |
False |
False |
|
120 |
35,091.56 |
29,755.53 |
5,336.03 |
15.5% |
326.06 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,972.59 |
2.618 |
35,498.42 |
1.618 |
35,207.88 |
1.000 |
35,028.33 |
0.618 |
34,917.34 |
HIGH |
34,737.79 |
0.618 |
34,626.80 |
0.500 |
34,592.52 |
0.382 |
34,558.24 |
LOW |
34,447.25 |
0.618 |
34,267.70 |
1.000 |
34,156.71 |
1.618 |
33,977.16 |
2.618 |
33,686.62 |
4.250 |
33,212.46 |
|
|
Fisher Pivots for day following 10-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,592.52 |
34,588.58 |
PP |
34,550.43 |
34,547.80 |
S1 |
34,508.33 |
34,507.02 |
|