| 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 |
2,306.7 |
2,332.4 |
25.7 |
1.1% |
2,282.1 |
| High |
2,331.1 |
2,346.9 |
15.8 |
0.7% |
2,346.7 |
| Low |
2,302.4 |
2,314.7 |
12.3 |
0.5% |
2,267.2 |
| Close |
2,330.5 |
2,323.6 |
-6.9 |
-0.3% |
2,330.5 |
| Range |
28.7 |
32.2 |
3.5 |
12.2% |
79.5 |
| ATR |
39.8 |
39.3 |
-0.5 |
-1.4% |
0.0 |
| Volume |
182,065 |
262,484 |
80,419 |
44.2% |
249,482 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.0 |
2,406.5 |
2,341.3 |
|
| R3 |
2,392.8 |
2,374.3 |
2,332.5 |
|
| R2 |
2,360.6 |
2,360.6 |
2,329.5 |
|
| R1 |
2,342.1 |
2,342.1 |
2,326.6 |
2,335.3 |
| PP |
2,328.4 |
2,328.4 |
2,328.4 |
2,325.0 |
| S1 |
2,309.9 |
2,309.9 |
2,320.6 |
2,303.1 |
| S2 |
2,296.2 |
2,296.2 |
2,317.7 |
|
| S3 |
2,264.0 |
2,277.7 |
2,314.7 |
|
| S4 |
2,231.8 |
2,245.5 |
2,305.9 |
|
|
| 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 |
2,346.9 |
2,300.4 |
46.5 |
2.0% |
32.3 |
1.4% |
50% |
True |
False |
102,048 |
| 10 |
2,346.9 |
2,249.8 |
97.1 |
4.2% |
35.0 |
1.5% |
76% |
True |
False |
51,386 |
| 20 |
2,346.9 |
2,149.7 |
197.2 |
8.5% |
36.5 |
1.6% |
88% |
True |
False |
25,834 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
42.2 |
1.8% |
90% |
True |
False |
12,994 |
| 60 |
2,346.9 |
2,088.9 |
258.0 |
11.1% |
44.9 |
1.9% |
91% |
True |
False |
8,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.8 |
|
2.618 |
2,431.2 |
|
1.618 |
2,399.0 |
|
1.000 |
2,379.1 |
|
0.618 |
2,366.8 |
|
HIGH |
2,346.9 |
|
0.618 |
2,334.6 |
|
0.500 |
2,330.8 |
|
0.382 |
2,327.0 |
|
LOW |
2,314.7 |
|
0.618 |
2,294.8 |
|
1.000 |
2,282.5 |
|
1.618 |
2,262.6 |
|
2.618 |
2,230.4 |
|
4.250 |
2,177.9 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,330.8 |
2,323.7 |
| PP |
2,328.4 |
2,323.6 |
| S1 |
2,326.0 |
2,323.6 |
|