| 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 |
109.631 |
110.066 |
0.435 |
0.4% |
109.511 |
| High |
110.096 |
110.164 |
0.068 |
0.1% |
109.837 |
| Low |
109.596 |
109.984 |
0.388 |
0.4% |
109.191 |
| Close |
110.067 |
110.036 |
-0.031 |
0.0% |
109.653 |
| Range |
0.500 |
0.180 |
-0.320 |
-64.0% |
0.646 |
| ATR |
0.546 |
0.520 |
-0.026 |
-4.8% |
0.000 |
| Volume |
103,153 |
113,079 |
9,926 |
9.6% |
601,876 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.601 |
110.499 |
110.135 |
|
| R3 |
110.421 |
110.319 |
110.086 |
|
| R2 |
110.241 |
110.241 |
110.069 |
|
| R1 |
110.139 |
110.139 |
110.053 |
110.100 |
| PP |
110.061 |
110.061 |
110.061 |
110.042 |
| S1 |
109.959 |
109.959 |
110.020 |
109.920 |
| S2 |
109.881 |
109.881 |
110.003 |
|
| S3 |
109.701 |
109.779 |
109.987 |
|
| S4 |
109.521 |
109.599 |
109.937 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.498 |
111.222 |
110.008 |
|
| R3 |
110.852 |
110.576 |
109.831 |
|
| R2 |
110.206 |
110.206 |
109.771 |
|
| R1 |
109.930 |
109.930 |
109.712 |
110.068 |
| PP |
109.560 |
109.560 |
109.560 |
109.630 |
| S1 |
109.284 |
109.284 |
109.594 |
109.422 |
| S2 |
108.914 |
108.914 |
109.535 |
|
| S3 |
108.268 |
108.638 |
109.475 |
|
| S4 |
107.622 |
107.992 |
109.298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.164 |
109.224 |
0.940 |
0.9% |
0.425 |
0.4% |
86% |
True |
False |
115,794 |
| 10 |
110.326 |
109.191 |
1.135 |
1.0% |
0.519 |
0.5% |
74% |
False |
False |
118,919 |
| 20 |
110.326 |
108.563 |
1.763 |
1.6% |
0.516 |
0.5% |
84% |
False |
False |
128,825 |
| 40 |
110.326 |
107.478 |
2.848 |
2.6% |
0.554 |
0.5% |
90% |
False |
False |
132,476 |
| 60 |
110.963 |
107.478 |
3.485 |
3.2% |
0.561 |
0.5% |
73% |
False |
False |
134,303 |
| 80 |
110.963 |
104.921 |
6.042 |
5.5% |
0.580 |
0.5% |
85% |
False |
False |
136,931 |
| 100 |
110.963 |
103.465 |
7.498 |
6.8% |
0.557 |
0.5% |
88% |
False |
False |
132,296 |
| 120 |
110.963 |
102.594 |
8.369 |
7.6% |
0.548 |
0.5% |
89% |
False |
False |
131,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.929 |
|
2.618 |
110.635 |
|
1.618 |
110.455 |
|
1.000 |
110.344 |
|
0.618 |
110.275 |
|
HIGH |
110.164 |
|
0.618 |
110.095 |
|
0.500 |
110.074 |
|
0.382 |
110.053 |
|
LOW |
109.984 |
|
0.618 |
109.873 |
|
1.000 |
109.804 |
|
1.618 |
109.693 |
|
2.618 |
109.513 |
|
4.250 |
109.219 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
110.074 |
109.936 |
| PP |
110.061 |
109.836 |
| S1 |
110.049 |
109.736 |
|