| 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 |
4,248.00 |
4,255.25 |
7.25 |
0.2% |
4,232.25 |
| High |
4,257.50 |
4,267.50 |
10.00 |
0.2% |
4,249.00 |
| Low |
4,233.50 |
4,238.00 |
4.50 |
0.1% |
4,205.75 |
| Close |
4,254.75 |
4,246.50 |
-8.25 |
-0.2% |
4,245.75 |
| Range |
24.00 |
29.50 |
5.50 |
22.9% |
43.25 |
| ATR |
39.65 |
38.93 |
-0.73 |
-1.8% |
0.00 |
| Volume |
1,116,773 |
981,189 |
-135,584 |
-12.1% |
5,946,269 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,339.25 |
4,322.25 |
4,262.75 |
|
| R3 |
4,309.75 |
4,292.75 |
4,254.50 |
|
| R2 |
4,280.25 |
4,280.25 |
4,252.00 |
|
| R1 |
4,263.25 |
4,263.25 |
4,249.25 |
4,257.00 |
| PP |
4,250.75 |
4,250.75 |
4,250.75 |
4,247.50 |
| S1 |
4,233.75 |
4,233.75 |
4,243.75 |
4,227.50 |
| S2 |
4,221.25 |
4,221.25 |
4,241.00 |
|
| S3 |
4,191.75 |
4,204.25 |
4,238.50 |
|
| S4 |
4,162.25 |
4,174.75 |
4,230.25 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,363.25 |
4,347.75 |
4,269.50 |
|
| R3 |
4,320.00 |
4,304.50 |
4,257.75 |
|
| R2 |
4,276.75 |
4,276.75 |
4,253.75 |
|
| R1 |
4,261.25 |
4,261.25 |
4,249.75 |
4,269.00 |
| PP |
4,233.50 |
4,233.50 |
4,233.50 |
4,237.50 |
| S1 |
4,218.00 |
4,218.00 |
4,241.75 |
4,225.75 |
| S2 |
4,190.25 |
4,190.25 |
4,237.75 |
|
| S3 |
4,147.00 |
4,174.75 |
4,233.75 |
|
| S4 |
4,103.75 |
4,131.50 |
4,222.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,267.50 |
4,207.00 |
60.50 |
1.4% |
26.00 |
0.6% |
65% |
True |
False |
1,160,747 |
| 10 |
4,267.50 |
4,165.25 |
102.25 |
2.4% |
30.75 |
0.7% |
79% |
True |
False |
1,154,001 |
| 20 |
4,267.50 |
4,055.50 |
212.00 |
5.0% |
38.75 |
0.9% |
90% |
True |
False |
1,253,421 |
| 40 |
4,267.50 |
4,029.25 |
238.25 |
5.6% |
45.50 |
1.1% |
91% |
True |
False |
1,473,491 |
| 60 |
4,267.50 |
3,843.25 |
424.25 |
10.0% |
44.00 |
1.0% |
95% |
True |
False |
1,475,605 |
| 80 |
4,267.50 |
3,710.50 |
557.00 |
13.1% |
51.25 |
1.2% |
96% |
True |
False |
1,264,544 |
| 100 |
4,267.50 |
3,647.50 |
620.00 |
14.6% |
52.50 |
1.2% |
97% |
True |
False |
1,012,427 |
| 120 |
4,267.50 |
3,641.25 |
626.25 |
14.7% |
51.75 |
1.2% |
97% |
True |
False |
843,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,393.00 |
|
2.618 |
4,344.75 |
|
1.618 |
4,315.25 |
|
1.000 |
4,297.00 |
|
0.618 |
4,285.75 |
|
HIGH |
4,267.50 |
|
0.618 |
4,256.25 |
|
0.500 |
4,252.75 |
|
0.382 |
4,249.25 |
|
LOW |
4,238.00 |
|
0.618 |
4,219.75 |
|
1.000 |
4,208.50 |
|
1.618 |
4,190.25 |
|
2.618 |
4,160.75 |
|
4.250 |
4,112.50 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,252.75 |
4,249.00 |
| PP |
4,250.75 |
4,248.25 |
| S1 |
4,248.50 |
4,247.50 |
|