| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,861.0 |
1,812.3 |
-48.7 |
-2.6% |
1,894.3 |
| High |
1,866.0 |
1,826.4 |
-39.6 |
-2.1% |
1,906.9 |
| Low |
1,804.4 |
1,767.9 |
-36.5 |
-2.0% |
1,871.8 |
| Close |
1,861.4 |
1,774.8 |
-86.6 |
-4.7% |
1,879.6 |
| Range |
61.6 |
58.5 |
-3.1 |
-5.0% |
35.1 |
| ATR |
27.7 |
32.4 |
4.7 |
17.0% |
0.0 |
| Volume |
234,104 |
385,888 |
151,784 |
64.8% |
937,960 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,965.2 |
1,928.5 |
1,807.0 |
|
| R3 |
1,906.7 |
1,870.0 |
1,790.9 |
|
| R2 |
1,848.2 |
1,848.2 |
1,785.5 |
|
| R1 |
1,811.5 |
1,811.5 |
1,780.2 |
1,800.6 |
| PP |
1,789.7 |
1,789.7 |
1,789.7 |
1,784.3 |
| S1 |
1,753.0 |
1,753.0 |
1,769.4 |
1,742.1 |
| S2 |
1,731.2 |
1,731.2 |
1,764.1 |
|
| S3 |
1,672.7 |
1,694.5 |
1,758.7 |
|
| S4 |
1,614.2 |
1,636.0 |
1,742.6 |
|
|
| 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 |
1,906.2 |
1,767.9 |
138.3 |
7.8% |
40.4 |
2.3% |
5% |
False |
True |
247,618 |
| 10 |
1,906.9 |
1,767.9 |
139.0 |
7.8% |
33.0 |
1.9% |
5% |
False |
True |
218,442 |
| 20 |
1,919.2 |
1,767.9 |
151.3 |
8.5% |
28.0 |
1.6% |
5% |
False |
True |
191,908 |
| 40 |
1,919.2 |
1,756.8 |
162.4 |
9.2% |
26.1 |
1.5% |
11% |
False |
False |
109,623 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
13.5% |
25.0 |
1.4% |
40% |
False |
False |
74,101 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
25.8 |
1.5% |
40% |
False |
False |
56,351 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
25.6 |
1.4% |
40% |
False |
False |
45,397 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
16.5% |
26.2 |
1.5% |
33% |
False |
False |
38,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,075.0 |
|
2.618 |
1,979.6 |
|
1.618 |
1,921.1 |
|
1.000 |
1,884.9 |
|
0.618 |
1,862.6 |
|
HIGH |
1,826.4 |
|
0.618 |
1,804.1 |
|
0.500 |
1,797.2 |
|
0.382 |
1,790.2 |
|
LOW |
1,767.9 |
|
0.618 |
1,731.7 |
|
1.000 |
1,709.4 |
|
1.618 |
1,673.2 |
|
2.618 |
1,614.7 |
|
4.250 |
1,519.3 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,797.2 |
1,819.4 |
| PP |
1,789.7 |
1,804.5 |
| S1 |
1,782.3 |
1,789.7 |
|