Trading Metrics calculated at close of trading on 10-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,894.4 |
1,891.4 |
-3.0 |
-0.2% |
1,906.8 |
High |
1,901.7 |
1,903.0 |
1.3 |
0.1% |
1,919.2 |
Low |
1,889.3 |
1,871.8 |
-17.5 |
-0.9% |
1,855.6 |
Close |
1,895.5 |
1,896.4 |
0.9 |
0.0% |
1,892.0 |
Range |
12.4 |
31.2 |
18.8 |
151.6% |
63.6 |
ATR |
24.1 |
24.6 |
0.5 |
2.1% |
0.0 |
Volume |
147,332 |
250,551 |
103,219 |
70.1% |
964,093 |
|
Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.0 |
1,971.4 |
1,913.6 |
|
R3 |
1,952.8 |
1,940.2 |
1,905.0 |
|
R2 |
1,921.6 |
1,921.6 |
1,902.1 |
|
R1 |
1,909.0 |
1,909.0 |
1,899.3 |
1,915.3 |
PP |
1,890.4 |
1,890.4 |
1,890.4 |
1,893.6 |
S1 |
1,877.8 |
1,877.8 |
1,893.5 |
1,884.1 |
S2 |
1,859.2 |
1,859.2 |
1,890.7 |
|
S3 |
1,828.0 |
1,846.6 |
1,887.8 |
|
S4 |
1,796.8 |
1,815.4 |
1,879.2 |
|
|
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 |
1,906.9 |
1,855.6 |
51.3 |
2.7% |
25.5 |
1.3% |
80% |
False |
False |
189,266 |
10 |
1,919.2 |
1,855.6 |
63.6 |
3.4% |
25.3 |
1.3% |
64% |
False |
False |
209,152 |
20 |
1,919.2 |
1,810.7 |
108.5 |
5.7% |
24.2 |
1.3% |
79% |
False |
False |
140,824 |
40 |
1,919.2 |
1,736.8 |
182.4 |
9.6% |
24.0 |
1.3% |
88% |
False |
False |
79,008 |
60 |
1,919.2 |
1,679.4 |
239.8 |
12.6% |
23.5 |
1.2% |
90% |
False |
False |
53,665 |
80 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
24.8 |
1.3% |
91% |
False |
False |
40,953 |
100 |
1,919.2 |
1,678.4 |
240.8 |
12.7% |
25.1 |
1.3% |
91% |
False |
False |
33,088 |
120 |
1,971.5 |
1,678.4 |
293.1 |
15.5% |
25.6 |
1.4% |
74% |
False |
False |
27,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,035.6 |
2.618 |
1,984.7 |
1.618 |
1,953.5 |
1.000 |
1,934.2 |
0.618 |
1,922.3 |
HIGH |
1,903.0 |
0.618 |
1,891.1 |
0.500 |
1,887.4 |
0.382 |
1,883.7 |
LOW |
1,871.8 |
0.618 |
1,852.5 |
1.000 |
1,840.6 |
1.618 |
1,821.3 |
2.618 |
1,790.1 |
4.250 |
1,739.2 |
|
|
Fisher Pivots for day following 10-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,893.4 |
1,894.1 |
PP |
1,890.4 |
1,891.7 |
S1 |
1,887.4 |
1,889.4 |
|