| 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 |
2,541.2030 |
2,521.4640 |
-19.7390 |
-0.8% |
2,705.1530 |
| High |
2,638.3540 |
2,564.7660 |
-73.5880 |
-2.8% |
2,843.2850 |
| Low |
2,511.9310 |
2,382.5350 |
-129.3960 |
-5.2% |
2,318.3120 |
| Close |
2,521.4690 |
2,401.2360 |
-120.2330 |
-4.8% |
2,382.5610 |
| Range |
126.4230 |
182.2310 |
55.8080 |
44.1% |
524.9730 |
| ATR |
345.3262 |
333.6765 |
-11.6497 |
-3.4% |
0.0000 |
| Volume |
1,242,599 |
1,010,186 |
-232,413 |
-18.7% |
6,614,708 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.2053 |
2,880.9517 |
2,501.4631 |
|
| R3 |
2,813.9743 |
2,698.7207 |
2,451.3495 |
|
| R2 |
2,631.7433 |
2,631.7433 |
2,434.6450 |
|
| R1 |
2,516.4897 |
2,516.4897 |
2,417.9405 |
2,483.0010 |
| PP |
2,449.5123 |
2,449.5123 |
2,449.5123 |
2,432.7680 |
| S1 |
2,334.2587 |
2,334.2587 |
2,384.5315 |
2,300.7700 |
| S2 |
2,267.2813 |
2,267.2813 |
2,367.8270 |
|
| S3 |
2,085.0503 |
2,152.0277 |
2,351.1225 |
|
| S4 |
1,902.8193 |
1,969.7967 |
2,301.0090 |
|
|
| 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 |
15.7% |
194.2476 |
8.1% |
37% |
False |
False |
1,218,825 |
| 10 |
2,888.0110 |
2,261.3750 |
626.6360 |
26.1% |
234.7111 |
9.8% |
22% |
False |
False |
1,167,901 |
| 20 |
3,464.9490 |
1,741.0800 |
1,723.8690 |
71.8% |
401.8108 |
16.7% |
38% |
False |
False |
1,369,001 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
109.5% |
393.1464 |
16.4% |
25% |
False |
False |
1,246,388 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
117.5% |
314.2115 |
13.1% |
30% |
False |
False |
1,044,226 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
128.1% |
276.5812 |
11.5% |
36% |
False |
False |
993,718 |
| 100 |
4,370.7670 |
1,197.6320 |
3,173.1350 |
132.1% |
254.7696 |
10.6% |
38% |
False |
False |
1,016,242 |
| 120 |
4,370.7670 |
552.3810 |
3,818.3860 |
159.0% |
240.0905 |
10.0% |
48% |
False |
False |
1,132,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,339.2478 |
|
2.618 |
3,041.8468 |
|
1.618 |
2,859.6158 |
|
1.000 |
2,746.9970 |
|
0.618 |
2,677.3848 |
|
HIGH |
2,564.7660 |
|
0.618 |
2,495.1538 |
|
0.500 |
2,473.6505 |
|
0.382 |
2,452.1472 |
|
LOW |
2,382.5350 |
|
0.618 |
2,269.9162 |
|
1.000 |
2,200.3040 |
|
1.618 |
2,087.6852 |
|
2.618 |
1,905.4542 |
|
4.250 |
1,608.0533 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,473.6505 |
2,449.8645 |
| PP |
2,449.5123 |
2,433.6550 |
| S1 |
2,425.3742 |
2,417.4455 |
|