| 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 |
7,012.0 |
7,084.5 |
72.5 |
1.0% |
6,990.0 |
| High |
7,082.5 |
7,117.0 |
34.5 |
0.5% |
7,082.5 |
| Low |
7,007.5 |
7,063.0 |
55.5 |
0.8% |
6,962.5 |
| Close |
7,064.0 |
7,082.0 |
18.0 |
0.3% |
7,064.0 |
| Range |
75.0 |
54.0 |
-21.0 |
-28.0% |
120.0 |
| ATR |
60.6 |
60.1 |
-0.5 |
-0.8% |
0.0 |
| Volume |
151,338 |
344,537 |
193,199 |
127.7% |
212,652 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,249.5 |
7,219.5 |
7,111.5 |
|
| R3 |
7,195.5 |
7,165.5 |
7,097.0 |
|
| R2 |
7,141.5 |
7,141.5 |
7,092.0 |
|
| R1 |
7,111.5 |
7,111.5 |
7,087.0 |
7,099.5 |
| PP |
7,087.5 |
7,087.5 |
7,087.5 |
7,081.0 |
| S1 |
7,057.5 |
7,057.5 |
7,077.0 |
7,045.5 |
| S2 |
7,033.5 |
7,033.5 |
7,072.0 |
|
| S3 |
6,979.5 |
7,003.5 |
7,067.0 |
|
| S4 |
6,925.5 |
6,949.5 |
7,052.5 |
|
|
| 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 |
7,117.0 |
6,969.0 |
148.0 |
2.1% |
53.5 |
0.8% |
76% |
True |
False |
111,019 |
| 10 |
7,117.0 |
6,913.0 |
204.0 |
2.9% |
62.0 |
0.9% |
83% |
True |
False |
55,776 |
| 20 |
7,117.0 |
6,819.5 |
297.5 |
4.2% |
46.5 |
0.7% |
88% |
True |
False |
28,164 |
| 40 |
7,117.0 |
6,733.0 |
384.0 |
5.4% |
45.5 |
0.6% |
91% |
True |
False |
14,188 |
| 60 |
7,117.0 |
6,511.0 |
606.0 |
8.6% |
37.0 |
0.5% |
94% |
True |
False |
9,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,346.5 |
|
2.618 |
7,258.5 |
|
1.618 |
7,204.5 |
|
1.000 |
7,171.0 |
|
0.618 |
7,150.5 |
|
HIGH |
7,117.0 |
|
0.618 |
7,096.5 |
|
0.500 |
7,090.0 |
|
0.382 |
7,083.5 |
|
LOW |
7,063.0 |
|
0.618 |
7,029.5 |
|
1.000 |
7,009.0 |
|
1.618 |
6,975.5 |
|
2.618 |
6,921.5 |
|
4.250 |
6,833.5 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,090.0 |
7,075.0 |
| PP |
7,087.5 |
7,067.5 |
| S1 |
7,084.5 |
7,060.0 |
|