| 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 |
1,901.9 |
1,879.6 |
-22.3 |
-1.2% |
1,894.3 |
| High |
1,906.2 |
1,879.7 |
-26.5 |
-1.4% |
1,906.9 |
| Low |
1,876.1 |
1,845.7 |
-30.4 |
-1.6% |
1,871.8 |
| Close |
1,879.6 |
1,865.9 |
-13.7 |
-0.7% |
1,879.6 |
| Range |
30.1 |
34.0 |
3.9 |
13.0% |
35.1 |
| ATR |
25.0 |
25.6 |
0.6 |
2.6% |
0.0 |
| Volume |
220,455 |
242,302 |
21,847 |
9.9% |
937,960 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,965.8 |
1,949.8 |
1,884.6 |
|
| R3 |
1,931.8 |
1,915.8 |
1,875.3 |
|
| R2 |
1,897.8 |
1,897.8 |
1,872.1 |
|
| R1 |
1,881.8 |
1,881.8 |
1,869.0 |
1,872.8 |
| PP |
1,863.8 |
1,863.8 |
1,863.8 |
1,859.3 |
| S1 |
1,847.8 |
1,847.8 |
1,862.8 |
1,838.8 |
| S2 |
1,829.8 |
1,829.8 |
1,859.7 |
|
| S3 |
1,795.8 |
1,813.8 |
1,856.6 |
|
| S4 |
1,761.8 |
1,779.8 |
1,847.2 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.4 |
1,970.6 |
1,898.9 |
|
| R3 |
1,956.3 |
1,935.5 |
1,889.3 |
|
| R2 |
1,921.2 |
1,921.2 |
1,886.0 |
|
| R1 |
1,900.4 |
1,900.4 |
1,882.8 |
1,893.3 |
| PP |
1,886.1 |
1,886.1 |
1,886.1 |
1,882.5 |
| S1 |
1,865.3 |
1,865.3 |
1,876.4 |
1,858.2 |
| S2 |
1,851.0 |
1,851.0 |
1,873.2 |
|
| S3 |
1,815.9 |
1,830.2 |
1,869.9 |
|
| S4 |
1,780.8 |
1,795.1 |
1,860.3 |
|
|
| 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 |
1,845.7 |
61.2 |
3.3% |
25.8 |
1.4% |
33% |
False |
True |
206,848 |
| 10 |
1,919.2 |
1,845.7 |
73.5 |
3.9% |
27.7 |
1.5% |
27% |
False |
True |
214,435 |
| 20 |
1,919.2 |
1,843.1 |
76.1 |
4.1% |
25.0 |
1.3% |
30% |
False |
False |
160,665 |
| 40 |
1,919.2 |
1,756.8 |
162.4 |
8.7% |
24.2 |
1.3% |
67% |
False |
False |
90,416 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
12.9% |
23.6 |
1.3% |
78% |
False |
False |
61,326 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
12.9% |
25.0 |
1.3% |
78% |
False |
False |
46,694 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
12.9% |
24.9 |
1.3% |
78% |
False |
False |
37,689 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.7% |
25.8 |
1.4% |
64% |
False |
False |
31,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,024.2 |
|
2.618 |
1,968.7 |
|
1.618 |
1,934.7 |
|
1.000 |
1,913.7 |
|
0.618 |
1,900.7 |
|
HIGH |
1,879.7 |
|
0.618 |
1,866.7 |
|
0.500 |
1,862.7 |
|
0.382 |
1,858.7 |
|
LOW |
1,845.7 |
|
0.618 |
1,824.7 |
|
1.000 |
1,811.7 |
|
1.618 |
1,790.7 |
|
2.618 |
1,756.7 |
|
4.250 |
1,701.2 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.8 |
1,876.0 |
| PP |
1,863.8 |
1,872.6 |
| S1 |
1,862.7 |
1,869.3 |
|