Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,888.44 |
1,898.74 |
10.30 |
0.5% |
1,891.00 |
High |
1,899.47 |
1,902.25 |
2.78 |
0.1% |
1,902.67 |
Low |
1,873.13 |
1,875.04 |
1.91 |
0.1% |
1,873.13 |
Close |
1,898.95 |
1,876.32 |
-22.63 |
-1.2% |
1,876.32 |
Range |
26.34 |
27.21 |
0.87 |
3.3% |
29.54 |
ATR |
22.36 |
22.71 |
0.35 |
1.5% |
0.00 |
Volume |
6,357 |
6,483 |
126 |
2.0% |
32,741 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.17 |
1,948.45 |
1,891.29 |
|
R3 |
1,938.96 |
1,921.24 |
1,883.80 |
|
R2 |
1,911.75 |
1,911.75 |
1,881.31 |
|
R1 |
1,894.03 |
1,894.03 |
1,878.81 |
1,889.29 |
PP |
1,884.54 |
1,884.54 |
1,884.54 |
1,882.16 |
S1 |
1,866.82 |
1,866.82 |
1,873.83 |
1,862.08 |
S2 |
1,857.33 |
1,857.33 |
1,871.33 |
|
S3 |
1,830.12 |
1,839.61 |
1,868.84 |
|
S4 |
1,802.91 |
1,812.40 |
1,861.35 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.66 |
1,954.03 |
1,892.57 |
|
R3 |
1,943.12 |
1,924.49 |
1,884.44 |
|
R2 |
1,913.58 |
1,913.58 |
1,881.74 |
|
R1 |
1,894.95 |
1,894.95 |
1,879.03 |
1,889.50 |
PP |
1,884.04 |
1,884.04 |
1,884.04 |
1,881.31 |
S1 |
1,865.41 |
1,865.41 |
1,873.61 |
1,859.96 |
S2 |
1,854.50 |
1,854.50 |
1,870.90 |
|
S3 |
1,824.96 |
1,835.87 |
1,868.20 |
|
S4 |
1,795.42 |
1,806.33 |
1,860.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,902.67 |
1,873.13 |
29.54 |
1.6% |
19.50 |
1.0% |
11% |
False |
False |
6,548 |
10 |
1,915.42 |
1,861.17 |
54.25 |
2.9% |
22.78 |
1.2% |
28% |
False |
False |
6,465 |
20 |
1,915.42 |
1,820.71 |
94.71 |
5.0% |
23.60 |
1.3% |
59% |
False |
False |
6,384 |
40 |
1,915.42 |
1,759.17 |
156.25 |
8.3% |
22.03 |
1.2% |
75% |
False |
False |
6,498 |
60 |
1,915.42 |
1,678.24 |
237.18 |
12.6% |
21.87 |
1.2% |
84% |
False |
False |
6,566 |
80 |
1,915.42 |
1,677.64 |
237.78 |
12.7% |
23.13 |
1.2% |
84% |
False |
False |
6,529 |
100 |
1,915.42 |
1,677.64 |
237.78 |
12.7% |
24.72 |
1.3% |
84% |
False |
False |
6,450 |
120 |
1,957.87 |
1,677.64 |
280.23 |
14.9% |
25.18 |
1.3% |
71% |
False |
False |
6,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,017.89 |
2.618 |
1,973.49 |
1.618 |
1,946.28 |
1.000 |
1,929.46 |
0.618 |
1,919.07 |
HIGH |
1,902.25 |
0.618 |
1,891.86 |
0.500 |
1,888.65 |
0.382 |
1,885.43 |
LOW |
1,875.04 |
0.618 |
1,858.22 |
1.000 |
1,847.83 |
1.618 |
1,831.01 |
2.618 |
1,803.80 |
4.250 |
1,759.40 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,888.65 |
1,887.69 |
PP |
1,884.54 |
1,883.90 |
S1 |
1,880.43 |
1,880.11 |
|