| 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 |
2,378.8760 |
2,541.2030 |
162.3270 |
6.8% |
2,705.1530 |
| High |
2,606.2230 |
2,638.3540 |
32.1310 |
1.2% |
2,843.2850 |
| Low |
2,261.3750 |
2,511.9310 |
250.5560 |
11.1% |
2,318.3120 |
| Close |
2,541.2030 |
2,521.4690 |
-19.7340 |
-0.8% |
2,382.5610 |
| Range |
344.8480 |
126.4230 |
-218.4250 |
-63.3% |
524.9730 |
| ATR |
362.1649 |
345.3262 |
-16.8387 |
-4.6% |
0.0000 |
| Volume |
1,114,588 |
1,242,599 |
128,011 |
11.5% |
6,614,708 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.5203 |
2,855.4177 |
2,591.0017 |
|
| R3 |
2,810.0973 |
2,728.9947 |
2,556.2353 |
|
| R2 |
2,683.6743 |
2,683.6743 |
2,544.6466 |
|
| R1 |
2,602.5717 |
2,602.5717 |
2,533.0578 |
2,579.9115 |
| PP |
2,557.2513 |
2,557.2513 |
2,557.2513 |
2,545.9213 |
| S1 |
2,476.1487 |
2,476.1487 |
2,509.8802 |
2,453.4885 |
| S2 |
2,430.8283 |
2,430.8283 |
2,498.2915 |
|
| S3 |
2,304.4053 |
2,349.7257 |
2,486.7027 |
|
| S4 |
2,177.9823 |
2,223.3027 |
2,451.9364 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,089.6383 |
3,761.0727 |
2,671.2962 |
|
| R3 |
3,564.6653 |
3,236.0997 |
2,526.9286 |
|
| R2 |
3,039.6923 |
3,039.6923 |
2,478.8061 |
|
| R1 |
2,711.1267 |
2,711.1267 |
2,430.6835 |
2,612.9230 |
| PP |
2,514.7193 |
2,514.7193 |
2,514.7193 |
2,465.6175 |
| S1 |
2,186.1537 |
2,186.1537 |
2,334.4385 |
2,087.9500 |
| S2 |
1,989.7463 |
1,989.7463 |
2,286.3160 |
|
| S3 |
1,464.7733 |
1,661.1807 |
2,238.1934 |
|
| S4 |
939.8003 |
1,136.2077 |
2,093.8259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,638.3540 |
2,261.3750 |
376.9790 |
15.0% |
200.1600 |
7.9% |
69% |
True |
False |
1,285,445 |
| 10 |
2,888.0110 |
2,261.3750 |
626.6360 |
24.9% |
240.5693 |
9.5% |
42% |
False |
False |
1,165,252 |
| 20 |
3,560.4720 |
1,741.0800 |
1,819.3920 |
72.2% |
410.7085 |
16.3% |
43% |
False |
False |
1,370,458 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
104.3% |
395.4826 |
15.7% |
30% |
False |
False |
1,244,962 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
111.9% |
314.3632 |
12.5% |
34% |
False |
False |
1,036,045 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
122.0% |
280.4824 |
11.1% |
40% |
False |
False |
1,000,598 |
| 100 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
131.9% |
255.2608 |
10.1% |
44% |
False |
False |
1,026,558 |
| 120 |
4,370.7670 |
552.3810 |
3,818.3860 |
151.4% |
238.9497 |
9.5% |
52% |
False |
False |
1,129,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,175.6518 |
|
2.618 |
2,969.3294 |
|
1.618 |
2,842.9064 |
|
1.000 |
2,764.7770 |
|
0.618 |
2,716.4834 |
|
HIGH |
2,638.3540 |
|
0.618 |
2,590.0604 |
|
0.500 |
2,575.1425 |
|
0.382 |
2,560.2246 |
|
LOW |
2,511.9310 |
|
0.618 |
2,433.8016 |
|
1.000 |
2,385.5080 |
|
1.618 |
2,307.3786 |
|
2.618 |
2,180.9556 |
|
4.250 |
1,974.6333 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,575.1425 |
2,497.6008 |
| PP |
2,557.2513 |
2,473.7327 |
| S1 |
2,539.3602 |
2,449.8645 |
|