| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,302.4 |
2,286.8 |
-15.6 |
-0.7% |
2,332.4 |
| High |
2,314.3 |
2,289.5 |
-24.8 |
-1.1% |
2,346.9 |
| Low |
2,256.4 |
2,222.1 |
-34.3 |
-1.5% |
2,222.1 |
| Close |
2,284.5 |
2,230.6 |
-53.9 |
-2.4% |
2,230.6 |
| Range |
57.9 |
67.4 |
9.5 |
16.4% |
124.8 |
| ATR |
39.6 |
41.6 |
2.0 |
5.0% |
0.0 |
| Volume |
215,215 |
252,479 |
37,264 |
17.3% |
1,130,969 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.6 |
2,407.5 |
2,267.7 |
|
| R3 |
2,382.2 |
2,340.1 |
2,249.1 |
|
| R2 |
2,314.8 |
2,314.8 |
2,243.0 |
|
| R1 |
2,272.7 |
2,272.7 |
2,236.8 |
2,260.1 |
| PP |
2,247.4 |
2,247.4 |
2,247.4 |
2,241.1 |
| S1 |
2,205.3 |
2,205.3 |
2,224.4 |
2,192.7 |
| S2 |
2,180.0 |
2,180.0 |
2,218.2 |
|
| S3 |
2,112.6 |
2,137.9 |
2,212.1 |
|
| S4 |
2,045.2 |
2,070.5 |
2,193.5 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,640.9 |
2,560.6 |
2,299.2 |
|
| R3 |
2,516.1 |
2,435.8 |
2,264.9 |
|
| R2 |
2,391.3 |
2,391.3 |
2,253.5 |
|
| R1 |
2,311.0 |
2,311.0 |
2,242.0 |
2,288.8 |
| PP |
2,266.5 |
2,266.5 |
2,266.5 |
2,255.4 |
| S1 |
2,186.2 |
2,186.2 |
2,219.2 |
2,164.0 |
| S2 |
2,141.7 |
2,141.7 |
2,207.7 |
|
| S3 |
2,016.9 |
2,061.4 |
2,196.3 |
|
| S4 |
1,892.1 |
1,936.6 |
2,162.0 |
|
|
| 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 |
2,222.1 |
124.8 |
5.6% |
44.2 |
2.0% |
7% |
False |
True |
226,193 |
| 10 |
2,346.9 |
2,222.1 |
124.8 |
5.6% |
40.0 |
1.8% |
7% |
False |
True |
138,045 |
| 20 |
2,346.9 |
2,198.0 |
148.9 |
6.7% |
37.2 |
1.7% |
22% |
False |
False |
69,208 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.6% |
41.4 |
1.9% |
51% |
False |
False |
34,700 |
| 60 |
2,346.9 |
2,088.9 |
258.0 |
11.6% |
43.2 |
1.9% |
55% |
False |
False |
23,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.0 |
|
2.618 |
2,466.0 |
|
1.618 |
2,398.6 |
|
1.000 |
2,356.9 |
|
0.618 |
2,331.2 |
|
HIGH |
2,289.5 |
|
0.618 |
2,263.8 |
|
0.500 |
2,255.8 |
|
0.382 |
2,247.8 |
|
LOW |
2,222.1 |
|
0.618 |
2,180.4 |
|
1.000 |
2,154.7 |
|
1.618 |
2,113.0 |
|
2.618 |
2,045.6 |
|
4.250 |
1,935.7 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,255.8 |
2,270.7 |
| PP |
2,247.4 |
2,257.3 |
| S1 |
2,239.0 |
2,244.0 |
|