| 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 |
2,324.3 |
2,306.7 |
-17.6 |
-0.8% |
2,282.1 |
| High |
2,334.8 |
2,331.1 |
-3.7 |
-0.2% |
2,346.7 |
| Low |
2,300.4 |
2,302.4 |
2.0 |
0.1% |
2,267.2 |
| Close |
2,305.9 |
2,330.5 |
24.6 |
1.1% |
2,330.5 |
| Range |
34.4 |
28.7 |
-5.7 |
-16.6% |
79.5 |
| ATR |
40.7 |
39.8 |
-0.9 |
-2.1% |
0.0 |
| Volume |
52,544 |
182,065 |
129,521 |
246.5% |
249,482 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.4 |
2,397.7 |
2,346.3 |
|
| R3 |
2,378.7 |
2,369.0 |
2,338.4 |
|
| R2 |
2,350.0 |
2,350.0 |
2,335.8 |
|
| R1 |
2,340.3 |
2,340.3 |
2,333.1 |
2,345.2 |
| PP |
2,321.3 |
2,321.3 |
2,321.3 |
2,323.8 |
| S1 |
2,311.6 |
2,311.6 |
2,327.9 |
2,316.5 |
| S2 |
2,292.6 |
2,292.6 |
2,325.2 |
|
| S3 |
2,263.9 |
2,282.9 |
2,322.6 |
|
| S4 |
2,235.2 |
2,254.2 |
2,314.7 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,553.3 |
2,521.4 |
2,374.2 |
|
| R3 |
2,473.8 |
2,441.9 |
2,352.4 |
|
| R2 |
2,394.3 |
2,394.3 |
2,345.1 |
|
| R1 |
2,362.4 |
2,362.4 |
2,337.8 |
2,378.4 |
| PP |
2,314.8 |
2,314.8 |
2,314.8 |
2,322.8 |
| S1 |
2,282.9 |
2,282.9 |
2,323.2 |
2,298.9 |
| S2 |
2,235.3 |
2,235.3 |
2,315.9 |
|
| S3 |
2,155.8 |
2,203.4 |
2,308.6 |
|
| S4 |
2,076.3 |
2,123.9 |
2,286.8 |
|
|
| 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 |
2,267.2 |
79.5 |
3.4% |
35.8 |
1.5% |
80% |
False |
False |
49,896 |
| 10 |
2,346.7 |
2,249.8 |
96.9 |
4.2% |
34.0 |
1.5% |
83% |
False |
False |
25,167 |
| 20 |
2,346.7 |
2,149.7 |
197.0 |
8.5% |
37.5 |
1.6% |
92% |
False |
False |
12,728 |
| 40 |
2,346.7 |
2,110.1 |
236.6 |
10.2% |
42.0 |
1.8% |
93% |
False |
False |
6,435 |
| 60 |
2,346.7 |
2,088.9 |
257.8 |
11.1% |
45.6 |
2.0% |
94% |
False |
False |
4,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.1 |
|
2.618 |
2,406.2 |
|
1.618 |
2,377.5 |
|
1.000 |
2,359.8 |
|
0.618 |
2,348.8 |
|
HIGH |
2,331.1 |
|
0.618 |
2,320.1 |
|
0.500 |
2,316.8 |
|
0.382 |
2,313.4 |
|
LOW |
2,302.4 |
|
0.618 |
2,284.7 |
|
1.000 |
2,273.7 |
|
1.618 |
2,256.0 |
|
2.618 |
2,227.3 |
|
4.250 |
2,180.4 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,325.9 |
2,328.2 |
| PP |
2,321.3 |
2,325.9 |
| S1 |
2,316.8 |
2,323.6 |
|