| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,901.6 |
1,894.4 |
-7.2 |
-0.4% |
1,906.8 |
| High |
1,906.9 |
1,901.7 |
-5.2 |
-0.3% |
1,919.2 |
| Low |
1,885.7 |
1,889.3 |
3.6 |
0.2% |
1,855.6 |
| Close |
1,894.4 |
1,895.5 |
1.1 |
0.1% |
1,892.0 |
| Range |
21.2 |
12.4 |
-8.8 |
-41.5% |
63.6 |
| ATR |
25.0 |
24.1 |
-0.9 |
-3.6% |
0.0 |
| Volume |
173,604 |
147,332 |
-26,272 |
-15.1% |
964,093 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,932.7 |
1,926.5 |
1,902.3 |
|
| R3 |
1,920.3 |
1,914.1 |
1,898.9 |
|
| R2 |
1,907.9 |
1,907.9 |
1,897.8 |
|
| R1 |
1,901.7 |
1,901.7 |
1,896.6 |
1,904.8 |
| PP |
1,895.5 |
1,895.5 |
1,895.5 |
1,897.1 |
| S1 |
1,889.3 |
1,889.3 |
1,894.4 |
1,892.4 |
| S2 |
1,883.1 |
1,883.1 |
1,893.2 |
|
| S3 |
1,870.7 |
1,876.9 |
1,892.1 |
|
| S4 |
1,858.3 |
1,864.5 |
1,888.7 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.7 |
2,049.5 |
1,927.0 |
|
| R3 |
2,016.1 |
1,985.9 |
1,909.5 |
|
| R2 |
1,952.5 |
1,952.5 |
1,903.7 |
|
| R1 |
1,922.3 |
1,922.3 |
1,897.8 |
1,905.6 |
| PP |
1,888.9 |
1,888.9 |
1,888.9 |
1,880.6 |
| S1 |
1,858.7 |
1,858.7 |
1,886.2 |
1,842.0 |
| S2 |
1,825.3 |
1,825.3 |
1,880.3 |
|
| S3 |
1,761.7 |
1,795.1 |
1,874.5 |
|
| S4 |
1,698.1 |
1,731.5 |
1,857.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,912.3 |
1,855.6 |
56.7 |
3.0% |
28.4 |
1.5% |
70% |
False |
False |
194,871 |
| 10 |
1,919.2 |
1,855.6 |
63.6 |
3.4% |
24.5 |
1.3% |
63% |
False |
False |
201,915 |
| 20 |
1,919.2 |
1,810.7 |
108.5 |
5.7% |
24.2 |
1.3% |
78% |
False |
False |
131,055 |
| 40 |
1,919.2 |
1,734.7 |
184.5 |
9.7% |
23.7 |
1.2% |
87% |
False |
False |
72,814 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
12.7% |
23.3 |
1.2% |
90% |
False |
False |
49,512 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
24.9 |
1.3% |
90% |
False |
False |
37,846 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
25.1 |
1.3% |
90% |
False |
False |
30,588 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.5% |
25.5 |
1.3% |
74% |
False |
False |
25,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,954.4 |
|
2.618 |
1,934.2 |
|
1.618 |
1,921.8 |
|
1.000 |
1,914.1 |
|
0.618 |
1,909.4 |
|
HIGH |
1,901.7 |
|
0.618 |
1,897.0 |
|
0.500 |
1,895.5 |
|
0.382 |
1,894.0 |
|
LOW |
1,889.3 |
|
0.618 |
1,881.6 |
|
1.000 |
1,876.9 |
|
1.618 |
1,869.2 |
|
2.618 |
1,856.8 |
|
4.250 |
1,836.6 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,895.5 |
1,895.4 |
| PP |
1,895.5 |
1,895.4 |
| S1 |
1,895.5 |
1,895.3 |
|