Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
7,005.0 |
7,012.0 |
7.0 |
0.1% |
6,990.0 |
High |
7,042.5 |
7,082.5 |
40.0 |
0.6% |
7,082.5 |
Low |
7,003.5 |
7,007.5 |
4.0 |
0.1% |
6,962.5 |
Close |
7,009.0 |
7,064.0 |
55.0 |
0.8% |
7,064.0 |
Range |
39.0 |
75.0 |
36.0 |
92.3% |
120.0 |
ATR |
59.5 |
60.6 |
1.1 |
1.9% |
0.0 |
Volume |
28,663 |
151,338 |
122,675 |
428.0% |
212,652 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,276.5 |
7,245.0 |
7,105.0 |
|
R3 |
7,201.5 |
7,170.0 |
7,084.5 |
|
R2 |
7,126.5 |
7,126.5 |
7,078.0 |
|
R1 |
7,095.0 |
7,095.0 |
7,071.0 |
7,111.0 |
PP |
7,051.5 |
7,051.5 |
7,051.5 |
7,059.0 |
S1 |
7,020.0 |
7,020.0 |
7,057.0 |
7,036.0 |
S2 |
6,976.5 |
6,976.5 |
7,050.0 |
|
S3 |
6,901.5 |
6,945.0 |
7,043.5 |
|
S4 |
6,826.5 |
6,870.0 |
7,023.0 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,396.5 |
7,350.0 |
7,130.0 |
|
R3 |
7,276.5 |
7,230.0 |
7,097.0 |
|
R2 |
7,156.5 |
7,156.5 |
7,086.0 |
|
R1 |
7,110.0 |
7,110.0 |
7,075.0 |
7,133.0 |
PP |
7,036.5 |
7,036.5 |
7,036.5 |
7,048.0 |
S1 |
6,990.0 |
6,990.0 |
7,053.0 |
7,013.0 |
S2 |
6,916.5 |
6,916.5 |
7,042.0 |
|
S3 |
6,796.5 |
6,870.0 |
7,031.0 |
|
S4 |
6,676.5 |
6,750.0 |
6,998.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,082.5 |
6,962.5 |
120.0 |
1.7% |
54.5 |
0.8% |
85% |
True |
False |
42,530 |
10 |
7,082.5 |
6,913.0 |
169.5 |
2.4% |
58.5 |
0.8% |
89% |
True |
False |
21,339 |
20 |
7,082.5 |
6,819.5 |
263.0 |
3.7% |
46.0 |
0.6% |
93% |
True |
False |
10,938 |
40 |
7,082.5 |
6,733.0 |
349.5 |
4.9% |
45.0 |
0.6% |
95% |
True |
False |
5,574 |
60 |
7,082.5 |
6,511.0 |
571.5 |
8.1% |
36.5 |
0.5% |
97% |
True |
False |
3,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,401.0 |
2.618 |
7,279.0 |
1.618 |
7,204.0 |
1.000 |
7,157.5 |
0.618 |
7,129.0 |
HIGH |
7,082.5 |
0.618 |
7,054.0 |
0.500 |
7,045.0 |
0.382 |
7,036.0 |
LOW |
7,007.5 |
0.618 |
6,961.0 |
1.000 |
6,932.5 |
1.618 |
6,886.0 |
2.618 |
6,811.0 |
4.250 |
6,689.0 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
7,057.5 |
7,051.0 |
PP |
7,051.5 |
7,038.5 |
S1 |
7,045.0 |
7,026.0 |
|