| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,322.4 |
2,316.5 |
-5.9 |
-0.3% |
2,282.1 |
| High |
2,329.7 |
2,319.2 |
-10.5 |
-0.5% |
2,346.7 |
| Low |
2,297.7 |
2,287.9 |
-9.8 |
-0.4% |
2,267.2 |
| Close |
2,315.7 |
2,310.1 |
-5.6 |
-0.2% |
2,330.5 |
| Range |
32.0 |
31.3 |
-0.7 |
-2.2% |
79.5 |
| ATR |
38.8 |
38.2 |
-0.5 |
-1.4% |
0.0 |
| Volume |
219,088 |
181,703 |
-37,385 |
-17.1% |
249,482 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,399.6 |
2,386.2 |
2,327.3 |
|
| R3 |
2,368.3 |
2,354.9 |
2,318.7 |
|
| R2 |
2,337.0 |
2,337.0 |
2,315.8 |
|
| R1 |
2,323.6 |
2,323.6 |
2,313.0 |
2,314.7 |
| PP |
2,305.7 |
2,305.7 |
2,305.7 |
2,301.3 |
| S1 |
2,292.3 |
2,292.3 |
2,307.2 |
2,283.4 |
| S2 |
2,274.4 |
2,274.4 |
2,304.4 |
|
| S3 |
2,243.1 |
2,261.0 |
2,301.5 |
|
| S4 |
2,211.8 |
2,229.7 |
2,292.9 |
|
|
| 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 |
2,287.9 |
59.0 |
2.6% |
31.7 |
1.4% |
38% |
False |
True |
179,576 |
| 10 |
2,346.9 |
2,249.8 |
97.1 |
4.2% |
35.1 |
1.5% |
62% |
False |
False |
91,364 |
| 20 |
2,346.9 |
2,149.7 |
197.2 |
8.5% |
35.8 |
1.5% |
81% |
False |
False |
45,851 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
41.1 |
1.8% |
84% |
False |
False |
23,011 |
| 60 |
2,346.9 |
2,088.9 |
258.0 |
11.2% |
44.4 |
1.9% |
86% |
False |
False |
15,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.2 |
|
2.618 |
2,401.1 |
|
1.618 |
2,369.8 |
|
1.000 |
2,350.5 |
|
0.618 |
2,338.5 |
|
HIGH |
2,319.2 |
|
0.618 |
2,307.2 |
|
0.500 |
2,303.6 |
|
0.382 |
2,299.9 |
|
LOW |
2,287.9 |
|
0.618 |
2,268.6 |
|
1.000 |
2,256.6 |
|
1.618 |
2,237.3 |
|
2.618 |
2,206.0 |
|
4.250 |
2,154.9 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,307.9 |
2,317.4 |
| PP |
2,305.7 |
2,315.0 |
| S1 |
2,303.6 |
2,312.5 |
|