| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,310.0 |
2,335.7 |
25.7 |
1.1% |
2,285.6 |
| High |
2,334.6 |
2,350.0 |
15.4 |
0.7% |
2,350.3 |
| Low |
2,305.8 |
2,318.0 |
12.2 |
0.5% |
2,270.1 |
| Close |
2,333.9 |
2,326.9 |
-7.0 |
-0.3% |
2,333.9 |
| Range |
28.8 |
32.0 |
3.2 |
11.1% |
80.2 |
| ATR |
41.0 |
40.4 |
-0.6 |
-1.6% |
0.0 |
| Volume |
172,187 |
201,622 |
29,435 |
17.1% |
812,293 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,427.6 |
2,409.3 |
2,344.5 |
|
| R3 |
2,395.6 |
2,377.3 |
2,335.7 |
|
| R2 |
2,363.6 |
2,363.6 |
2,332.8 |
|
| R1 |
2,345.3 |
2,345.3 |
2,329.8 |
2,338.5 |
| PP |
2,331.6 |
2,331.6 |
2,331.6 |
2,328.2 |
| S1 |
2,313.3 |
2,313.3 |
2,324.0 |
2,306.5 |
| S2 |
2,299.6 |
2,299.6 |
2,321.0 |
|
| S3 |
2,267.6 |
2,281.3 |
2,318.1 |
|
| S4 |
2,235.6 |
2,249.3 |
2,309.3 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.7 |
2,526.5 |
2,378.0 |
|
| R3 |
2,478.5 |
2,446.3 |
2,356.0 |
|
| R2 |
2,398.3 |
2,398.3 |
2,348.6 |
|
| R1 |
2,366.1 |
2,366.1 |
2,341.3 |
2,382.2 |
| PP |
2,318.1 |
2,318.1 |
2,318.1 |
2,326.2 |
| S1 |
2,285.9 |
2,285.9 |
2,326.5 |
2,302.0 |
| S2 |
2,237.9 |
2,237.9 |
2,319.2 |
|
| S3 |
2,157.7 |
2,205.7 |
2,311.8 |
|
| S4 |
2,077.5 |
2,125.5 |
2,289.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,350.3 |
2,303.5 |
46.8 |
2.0% |
32.4 |
1.4% |
50% |
False |
False |
175,642 |
| 10 |
2,350.3 |
2,252.7 |
97.6 |
4.2% |
35.6 |
1.5% |
76% |
False |
False |
168,723 |
| 20 |
2,350.3 |
2,152.3 |
198.0 |
8.5% |
37.9 |
1.6% |
88% |
False |
False |
160,877 |
| 40 |
2,350.3 |
2,112.6 |
237.7 |
10.2% |
44.3 |
1.9% |
90% |
False |
False |
176,687 |
| 60 |
2,350.3 |
2,092.7 |
257.6 |
11.1% |
47.0 |
2.0% |
91% |
False |
False |
179,416 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.2% |
52.9 |
2.3% |
86% |
False |
False |
150,405 |
| 100 |
2,366.0 |
2,025.7 |
340.3 |
14.6% |
52.4 |
2.3% |
89% |
False |
False |
120,357 |
| 120 |
2,366.0 |
1,877.0 |
489.0 |
21.0% |
51.9 |
2.2% |
92% |
False |
False |
100,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.0 |
|
2.618 |
2,433.8 |
|
1.618 |
2,401.8 |
|
1.000 |
2,382.0 |
|
0.618 |
2,369.8 |
|
HIGH |
2,350.0 |
|
0.618 |
2,337.8 |
|
0.500 |
2,334.0 |
|
0.382 |
2,330.2 |
|
LOW |
2,318.0 |
|
0.618 |
2,298.2 |
|
1.000 |
2,286.0 |
|
1.618 |
2,266.2 |
|
2.618 |
2,234.2 |
|
4.250 |
2,182.0 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,334.0 |
2,326.9 |
| PP |
2,331.6 |
2,326.8 |
| S1 |
2,329.3 |
2,326.8 |
|