Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
34,502.51 |
34,499.81 |
-2.70 |
0.0% |
34,766.20 |
High |
34,737.79 |
34,618.09 |
-119.70 |
-0.3% |
34,820.91 |
Low |
34,447.25 |
34,328.65 |
-118.60 |
-0.3% |
34,328.65 |
Close |
34,466.24 |
34,479.60 |
13.36 |
0.0% |
34,479.60 |
Range |
290.54 |
289.44 |
-1.10 |
-0.4% |
492.26 |
ATR |
293.24 |
292.97 |
-0.27 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,343.77 |
35,201.12 |
34,638.79 |
|
R3 |
35,054.33 |
34,911.68 |
34,559.20 |
|
R2 |
34,764.89 |
34,764.89 |
34,532.66 |
|
R1 |
34,622.24 |
34,622.24 |
34,506.13 |
34,548.85 |
PP |
34,475.45 |
34,475.45 |
34,475.45 |
34,438.75 |
S1 |
34,332.80 |
34,332.80 |
34,453.07 |
34,259.41 |
S2 |
34,186.01 |
34,186.01 |
34,426.54 |
|
S3 |
33,896.57 |
34,043.36 |
34,400.00 |
|
S4 |
33,607.13 |
33,753.92 |
34,320.41 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,019.83 |
35,741.98 |
34,750.34 |
|
R3 |
35,527.57 |
35,249.72 |
34,614.97 |
|
R2 |
35,035.31 |
35,035.31 |
34,569.85 |
|
R1 |
34,757.46 |
34,757.46 |
34,524.72 |
34,650.26 |
PP |
34,543.05 |
34,543.05 |
34,543.05 |
34,489.45 |
S1 |
34,265.20 |
34,265.20 |
34,434.48 |
34,158.00 |
S2 |
34,050.79 |
34,050.79 |
34,389.35 |
|
S3 |
33,558.53 |
33,772.94 |
34,344.23 |
|
S4 |
33,066.27 |
33,280.68 |
34,208.86 |
|
|
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 |
34,328.65 |
492.26 |
1.4% |
250.82 |
0.7% |
31% |
False |
True |
|
10 |
34,849.32 |
34,328.65 |
520.67 |
1.5% |
231.87 |
0.7% |
29% |
False |
True |
|
20 |
34,849.32 |
33,473.80 |
1,375.52 |
4.0% |
261.95 |
0.8% |
73% |
False |
False |
|
40 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
301.32 |
0.9% |
62% |
False |
False |
|
60 |
35,091.56 |
32,074.60 |
3,016.96 |
8.7% |
296.75 |
0.9% |
80% |
False |
False |
|
80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.2% |
332.06 |
1.0% |
87% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.2% |
329.75 |
1.0% |
88% |
False |
False |
|
120 |
35,091.56 |
29,755.53 |
5,336.03 |
15.5% |
327.58 |
1.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,848.21 |
2.618 |
35,375.84 |
1.618 |
35,086.40 |
1.000 |
34,907.53 |
0.618 |
34,796.96 |
HIGH |
34,618.09 |
0.618 |
34,507.52 |
0.500 |
34,473.37 |
0.382 |
34,439.22 |
LOW |
34,328.65 |
0.618 |
34,149.78 |
1.000 |
34,039.21 |
1.618 |
33,860.34 |
2.618 |
33,570.90 |
4.250 |
33,098.53 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,477.52 |
34,533.22 |
PP |
34,475.45 |
34,515.35 |
S1 |
34,473.37 |
34,497.47 |
|