| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,401.1350 |
2,341.5730 |
-59.5620 |
-2.5% |
2,378.8760 |
| High |
2,458.6910 |
2,379.2720 |
-79.4190 |
-3.2% |
2,638.3540 |
| Low |
2,306.9020 |
2,142.4660 |
-164.4360 |
-7.1% |
2,142.4660 |
| Close |
2,341.5730 |
2,193.6570 |
-147.9160 |
-6.3% |
2,193.6570 |
| Range |
151.7890 |
236.8060 |
85.0170 |
56.0% |
495.8880 |
| ATR |
320.6846 |
314.6932 |
-5.9913 |
-1.9% |
0.0000 |
| Volume |
1,046,645 |
1,252,644 |
205,999 |
19.7% |
5,666,662 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.8830 |
2,808.0760 |
2,323.9003 |
|
| R3 |
2,712.0770 |
2,571.2700 |
2,258.7787 |
|
| R2 |
2,475.2710 |
2,475.2710 |
2,237.0714 |
|
| R1 |
2,334.4640 |
2,334.4640 |
2,215.3642 |
2,286.4645 |
| PP |
2,238.4650 |
2,238.4650 |
2,238.4650 |
2,214.4653 |
| S1 |
2,097.6580 |
2,097.6580 |
2,171.9498 |
2,049.6585 |
| S2 |
2,001.6590 |
2,001.6590 |
2,150.2426 |
|
| S3 |
1,764.8530 |
1,860.8520 |
2,128.5354 |
|
| S4 |
1,528.0470 |
1,624.0460 |
2,063.4137 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,812.4897 |
3,498.9613 |
2,466.3954 |
|
| R3 |
3,316.6017 |
3,003.0733 |
2,330.0262 |
|
| R2 |
2,820.7137 |
2,820.7137 |
2,284.5698 |
|
| R1 |
2,507.1853 |
2,507.1853 |
2,239.1134 |
2,416.0055 |
| PP |
2,324.8257 |
2,324.8257 |
2,324.8257 |
2,279.2358 |
| S1 |
2,011.2973 |
2,011.2973 |
2,148.2006 |
1,920.1175 |
| S2 |
1,828.9377 |
1,828.9377 |
2,102.7442 |
|
| S3 |
1,333.0497 |
1,515.4093 |
2,057.2878 |
|
| S4 |
837.1617 |
1,019.5213 |
1,920.9186 |
|
|
| 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 |
2,142.4660 |
495.8880 |
22.6% |
208.4194 |
9.5% |
10% |
False |
True |
1,133,332 |
| 10 |
2,843.2850 |
2,142.4660 |
700.8190 |
31.9% |
220.1644 |
10.0% |
7% |
False |
True |
1,228,137 |
| 20 |
2,939.2960 |
1,741.0800 |
1,198.2160 |
54.6% |
306.7277 |
14.0% |
38% |
False |
False |
1,209,898 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
119.9% |
388.9684 |
17.7% |
17% |
False |
False |
1,244,604 |
| 60 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
128.6% |
316.9377 |
14.4% |
23% |
False |
False |
1,062,586 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
140.2% |
273.4987 |
12.5% |
29% |
False |
False |
979,895 |
| 100 |
4,370.7670 |
1,209.5030 |
3,161.2640 |
144.1% |
254.5886 |
11.6% |
31% |
False |
False |
1,008,689 |
| 120 |
4,370.7670 |
615.8020 |
3,754.9650 |
171.2% |
242.4794 |
11.1% |
42% |
False |
False |
1,138,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,385.6975 |
|
2.618 |
2,999.2301 |
|
1.618 |
2,762.4241 |
|
1.000 |
2,616.0780 |
|
0.618 |
2,525.6181 |
|
HIGH |
2,379.2720 |
|
0.618 |
2,288.8121 |
|
0.500 |
2,260.8690 |
|
0.382 |
2,232.9259 |
|
LOW |
2,142.4660 |
|
0.618 |
1,996.1199 |
|
1.000 |
1,905.6600 |
|
1.618 |
1,759.3139 |
|
2.618 |
1,522.5079 |
|
4.250 |
1,136.0405 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,260.8690 |
2,353.6160 |
| PP |
2,238.4650 |
2,300.2963 |
| S1 |
2,216.0610 |
2,246.9767 |
|