| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,316.5 |
2,302.4 |
-14.1 |
-0.6% |
2,282.1 |
| High |
2,319.2 |
2,314.3 |
-4.9 |
-0.2% |
2,346.7 |
| Low |
2,287.9 |
2,256.4 |
-31.5 |
-1.4% |
2,267.2 |
| Close |
2,310.1 |
2,284.5 |
-25.6 |
-1.1% |
2,330.5 |
| Range |
31.3 |
57.9 |
26.6 |
85.0% |
79.5 |
| ATR |
38.2 |
39.6 |
1.4 |
3.7% |
0.0 |
| Volume |
181,703 |
215,215 |
33,512 |
18.4% |
249,482 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.8 |
2,429.5 |
2,316.3 |
|
| R3 |
2,400.9 |
2,371.6 |
2,300.4 |
|
| R2 |
2,343.0 |
2,343.0 |
2,295.1 |
|
| R1 |
2,313.7 |
2,313.7 |
2,289.8 |
2,299.4 |
| PP |
2,285.1 |
2,285.1 |
2,285.1 |
2,277.9 |
| S1 |
2,255.8 |
2,255.8 |
2,279.2 |
2,241.5 |
| S2 |
2,227.2 |
2,227.2 |
2,273.9 |
|
| S3 |
2,169.3 |
2,197.9 |
2,268.6 |
|
| S4 |
2,111.4 |
2,140.0 |
2,252.7 |
|
|
| 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 |
2,346.9 |
2,256.4 |
90.5 |
4.0% |
36.4 |
1.6% |
31% |
False |
True |
212,111 |
| 10 |
2,346.9 |
2,256.4 |
90.5 |
4.0% |
35.9 |
1.6% |
31% |
False |
True |
112,843 |
| 20 |
2,346.9 |
2,166.8 |
180.1 |
7.9% |
35.9 |
1.6% |
65% |
False |
False |
56,591 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.4% |
40.8 |
1.8% |
74% |
False |
False |
28,390 |
| 60 |
2,346.9 |
2,088.9 |
258.0 |
11.3% |
43.7 |
1.9% |
76% |
False |
False |
18,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,560.4 |
|
2.618 |
2,465.9 |
|
1.618 |
2,408.0 |
|
1.000 |
2,372.2 |
|
0.618 |
2,350.1 |
|
HIGH |
2,314.3 |
|
0.618 |
2,292.2 |
|
0.500 |
2,285.4 |
|
0.382 |
2,278.5 |
|
LOW |
2,256.4 |
|
0.618 |
2,220.6 |
|
1.000 |
2,198.5 |
|
1.618 |
2,162.7 |
|
2.618 |
2,104.8 |
|
4.250 |
2,010.3 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,285.4 |
2,293.1 |
| PP |
2,285.1 |
2,290.2 |
| S1 |
2,284.8 |
2,287.4 |
|