| 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 |
2,338.6 |
2,324.3 |
-14.3 |
-0.6% |
2,266.4 |
| High |
2,346.7 |
2,334.8 |
-11.9 |
-0.5% |
2,301.0 |
| Low |
2,319.5 |
2,300.4 |
-19.1 |
-0.8% |
2,249.8 |
| Close |
2,323.0 |
2,305.9 |
-17.1 |
-0.7% |
2,283.1 |
| Range |
27.2 |
34.4 |
7.2 |
26.5% |
51.2 |
| ATR |
41.2 |
40.7 |
-0.5 |
-1.2% |
0.0 |
| Volume |
8,880 |
52,544 |
43,664 |
491.7% |
1,896 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.9 |
2,395.8 |
2,324.8 |
|
| R3 |
2,382.5 |
2,361.4 |
2,315.4 |
|
| R2 |
2,348.1 |
2,348.1 |
2,312.2 |
|
| R1 |
2,327.0 |
2,327.0 |
2,309.1 |
2,320.4 |
| PP |
2,313.7 |
2,313.7 |
2,313.7 |
2,310.4 |
| S1 |
2,292.6 |
2,292.6 |
2,302.7 |
2,286.0 |
| S2 |
2,279.3 |
2,279.3 |
2,299.6 |
|
| S3 |
2,244.9 |
2,258.2 |
2,296.4 |
|
| S4 |
2,210.5 |
2,223.8 |
2,287.0 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.6 |
2,408.5 |
2,311.3 |
|
| R3 |
2,380.4 |
2,357.3 |
2,297.2 |
|
| R2 |
2,329.2 |
2,329.2 |
2,292.5 |
|
| R1 |
2,306.1 |
2,306.1 |
2,287.8 |
2,317.7 |
| PP |
2,278.0 |
2,278.0 |
2,278.0 |
2,283.7 |
| S1 |
2,254.9 |
2,254.9 |
2,278.4 |
2,266.5 |
| S2 |
2,226.8 |
2,226.8 |
2,273.7 |
|
| S3 |
2,175.6 |
2,203.7 |
2,269.0 |
|
| S4 |
2,124.4 |
2,152.5 |
2,254.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,346.7 |
2,263.0 |
83.7 |
3.6% |
35.4 |
1.5% |
51% |
False |
False |
13,575 |
| 10 |
2,346.7 |
2,236.3 |
110.4 |
4.8% |
34.9 |
1.5% |
63% |
False |
False |
6,981 |
| 20 |
2,346.7 |
2,110.1 |
236.6 |
10.3% |
39.7 |
1.7% |
83% |
False |
False |
3,640 |
| 40 |
2,346.7 |
2,110.1 |
236.6 |
10.3% |
42.2 |
1.8% |
83% |
False |
False |
1,884 |
| 60 |
2,346.7 |
2,088.9 |
257.8 |
11.2% |
45.8 |
2.0% |
84% |
False |
False |
1,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.0 |
|
2.618 |
2,424.9 |
|
1.618 |
2,390.5 |
|
1.000 |
2,369.2 |
|
0.618 |
2,356.1 |
|
HIGH |
2,334.8 |
|
0.618 |
2,321.7 |
|
0.500 |
2,317.6 |
|
0.382 |
2,313.5 |
|
LOW |
2,300.4 |
|
0.618 |
2,279.1 |
|
1.000 |
2,266.0 |
|
1.618 |
2,244.7 |
|
2.618 |
2,210.3 |
|
4.250 |
2,154.2 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,317.6 |
2,323.6 |
| PP |
2,313.7 |
2,317.7 |
| S1 |
2,309.8 |
2,311.8 |
|