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 |
34,397.10 |
34,308.48 |
-88.62 |
-0.3% |
34,766.20 |
High |
34,420.38 |
34,333.25 |
-87.13 |
-0.3% |
34,820.91 |
Low |
34,199.16 |
33,917.11 |
-282.05 |
-0.8% |
34,328.65 |
Close |
34,299.33 |
34,033.67 |
-265.66 |
-0.8% |
34,479.60 |
Range |
221.22 |
416.14 |
194.92 |
88.1% |
492.26 |
ATR |
286.19 |
295.47 |
9.28 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,343.10 |
35,104.52 |
34,262.55 |
|
R3 |
34,926.96 |
34,688.38 |
34,148.11 |
|
R2 |
34,510.82 |
34,510.82 |
34,109.96 |
|
R1 |
34,272.24 |
34,272.24 |
34,071.82 |
34,183.46 |
PP |
34,094.68 |
34,094.68 |
34,094.68 |
34,050.29 |
S1 |
33,856.10 |
33,856.10 |
33,995.52 |
33,767.32 |
S2 |
33,678.54 |
33,678.54 |
33,957.38 |
|
S3 |
33,262.40 |
33,439.96 |
33,919.23 |
|
S4 |
32,846.26 |
33,023.82 |
33,804.79 |
|
|
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 |
33,917.11 |
820.68 |
2.4% |
295.66 |
0.9% |
14% |
False |
True |
|
10 |
34,820.91 |
33,917.11 |
903.80 |
2.7% |
263.89 |
0.8% |
13% |
False |
True |
|
20 |
34,849.32 |
33,473.80 |
1,375.52 |
4.0% |
258.10 |
0.8% |
41% |
False |
False |
|
40 |
35,091.56 |
33,473.80 |
1,617.76 |
4.8% |
305.09 |
0.9% |
35% |
False |
False |
|
60 |
35,091.56 |
32,074.60 |
3,016.96 |
8.9% |
294.26 |
0.9% |
65% |
False |
False |
|
80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.4% |
333.06 |
1.0% |
77% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.4% |
332.51 |
1.0% |
80% |
False |
False |
|
120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.4% |
326.14 |
1.0% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,101.85 |
2.618 |
35,422.70 |
1.618 |
35,006.56 |
1.000 |
34,749.39 |
0.618 |
34,590.42 |
HIGH |
34,333.25 |
0.618 |
34,174.28 |
0.500 |
34,125.18 |
0.382 |
34,076.08 |
LOW |
33,917.11 |
0.618 |
33,659.94 |
1.000 |
33,500.97 |
1.618 |
33,243.80 |
2.618 |
32,827.66 |
4.250 |
32,148.52 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,125.18 |
34,194.82 |
PP |
34,094.68 |
34,141.10 |
S1 |
34,064.17 |
34,087.39 |
|