| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,332.4 |
2,322.4 |
-10.0 |
-0.4% |
2,282.1 |
| High |
2,346.9 |
2,329.7 |
-17.2 |
-0.7% |
2,346.7 |
| Low |
2,314.7 |
2,297.7 |
-17.0 |
-0.7% |
2,267.2 |
| Close |
2,323.6 |
2,315.7 |
-7.9 |
-0.3% |
2,330.5 |
| Range |
32.2 |
32.0 |
-0.2 |
-0.6% |
79.5 |
| ATR |
39.3 |
38.8 |
-0.5 |
-1.3% |
0.0 |
| Volume |
262,484 |
219,088 |
-43,396 |
-16.5% |
249,482 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.4 |
2,395.0 |
2,333.3 |
|
| R3 |
2,378.4 |
2,363.0 |
2,324.5 |
|
| R2 |
2,346.4 |
2,346.4 |
2,321.6 |
|
| R1 |
2,331.0 |
2,331.0 |
2,318.6 |
2,322.7 |
| PP |
2,314.4 |
2,314.4 |
2,314.4 |
2,310.2 |
| S1 |
2,299.0 |
2,299.0 |
2,312.8 |
2,290.7 |
| S2 |
2,282.4 |
2,282.4 |
2,309.8 |
|
| S3 |
2,250.4 |
2,267.0 |
2,306.9 |
|
| S4 |
2,218.4 |
2,235.0 |
2,298.1 |
|
|
| 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 |
2,297.7 |
49.2 |
2.1% |
30.9 |
1.3% |
37% |
False |
True |
145,012 |
| 10 |
2,346.9 |
2,249.8 |
97.1 |
4.2% |
34.2 |
1.5% |
68% |
False |
False |
73,241 |
| 20 |
2,346.9 |
2,149.7 |
197.2 |
8.5% |
36.3 |
1.6% |
84% |
False |
False |
36,778 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
42.0 |
1.8% |
87% |
False |
False |
18,470 |
| 60 |
2,346.9 |
2,088.9 |
258.0 |
11.1% |
44.5 |
1.9% |
88% |
False |
False |
12,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,465.7 |
|
2.618 |
2,413.5 |
|
1.618 |
2,381.5 |
|
1.000 |
2,361.7 |
|
0.618 |
2,349.5 |
|
HIGH |
2,329.7 |
|
0.618 |
2,317.5 |
|
0.500 |
2,313.7 |
|
0.382 |
2,309.9 |
|
LOW |
2,297.7 |
|
0.618 |
2,277.9 |
|
1.000 |
2,265.7 |
|
1.618 |
2,245.9 |
|
2.618 |
2,213.9 |
|
4.250 |
2,161.7 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,315.0 |
2,322.3 |
| PP |
2,314.4 |
2,320.1 |
| S1 |
2,313.7 |
2,317.9 |
|