Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
34,472.52 |
34,397.10 |
-75.42 |
-0.2% |
34,766.20 |
High |
34,472.52 |
34,420.38 |
-52.14 |
-0.2% |
34,820.91 |
Low |
34,211.54 |
34,199.16 |
-12.38 |
0.0% |
34,328.65 |
Close |
34,393.75 |
34,299.33 |
-94.42 |
-0.3% |
34,479.60 |
Range |
260.98 |
221.22 |
-39.76 |
-15.2% |
492.26 |
ATR |
291.19 |
286.19 |
-5.00 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,969.95 |
34,855.86 |
34,421.00 |
|
R3 |
34,748.73 |
34,634.64 |
34,360.17 |
|
R2 |
34,527.51 |
34,527.51 |
34,339.89 |
|
R1 |
34,413.42 |
34,413.42 |
34,319.61 |
34,359.86 |
PP |
34,306.29 |
34,306.29 |
34,306.29 |
34,279.51 |
S1 |
34,192.20 |
34,192.20 |
34,279.05 |
34,138.64 |
S2 |
34,085.07 |
34,085.07 |
34,258.77 |
|
S3 |
33,863.85 |
33,970.98 |
34,238.49 |
|
S4 |
33,642.63 |
33,749.76 |
34,177.66 |
|
|
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 |
34,737.79 |
34,199.16 |
538.63 |
1.6% |
255.50 |
0.7% |
19% |
False |
True |
|
10 |
34,820.91 |
34,199.16 |
621.75 |
1.8% |
238.34 |
0.7% |
16% |
False |
True |
|
20 |
34,849.32 |
33,473.80 |
1,375.52 |
4.0% |
255.54 |
0.7% |
60% |
False |
False |
|
40 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
303.36 |
0.9% |
51% |
False |
False |
|
60 |
35,091.56 |
32,074.60 |
3,016.96 |
8.8% |
292.29 |
0.9% |
74% |
False |
False |
|
80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.2% |
332.45 |
1.0% |
83% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.3% |
330.68 |
1.0% |
85% |
False |
False |
|
120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.3% |
324.40 |
0.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,360.57 |
2.618 |
34,999.53 |
1.618 |
34,778.31 |
1.000 |
34,641.60 |
0.618 |
34,557.09 |
HIGH |
34,420.38 |
0.618 |
34,335.87 |
0.500 |
34,309.77 |
0.382 |
34,283.67 |
LOW |
34,199.16 |
0.618 |
34,062.45 |
1.000 |
33,977.94 |
1.618 |
33,841.23 |
2.618 |
33,620.01 |
4.250 |
33,258.98 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,309.77 |
34,408.63 |
PP |
34,306.29 |
34,372.19 |
S1 |
34,302.81 |
34,335.76 |
|