| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
13,865.51 |
13,835.00 |
-30.51 |
-0.2% |
13,762.92 |
| High |
13,900.71 |
13,962.98 |
62.27 |
0.4% |
13,784.77 |
| Low |
13,811.05 |
13,817.83 |
6.78 |
0.0% |
13,469.85 |
| Close |
13,814.94 |
13,960.35 |
145.41 |
1.1% |
13,770.77 |
| Range |
89.66 |
145.15 |
55.49 |
61.9% |
314.92 |
| ATR |
180.37 |
178.06 |
-2.31 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,349.17 |
14,299.91 |
14,040.18 |
|
| R3 |
14,204.02 |
14,154.76 |
14,000.27 |
|
| R2 |
14,058.87 |
14,058.87 |
13,986.96 |
|
| R1 |
14,009.61 |
14,009.61 |
13,973.66 |
14,034.24 |
| PP |
13,913.72 |
13,913.72 |
13,913.72 |
13,926.04 |
| S1 |
13,864.46 |
13,864.46 |
13,947.04 |
13,889.09 |
| S2 |
13,768.57 |
13,768.57 |
13,933.74 |
|
| S3 |
13,623.42 |
13,719.31 |
13,920.43 |
|
| S4 |
13,478.27 |
13,574.16 |
13,880.52 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,619.89 |
14,510.25 |
13,943.98 |
|
| R3 |
14,304.97 |
14,195.33 |
13,857.37 |
|
| R2 |
13,990.05 |
13,990.05 |
13,828.51 |
|
| R1 |
13,880.41 |
13,880.41 |
13,799.64 |
13,935.23 |
| PP |
13,675.13 |
13,675.13 |
13,675.13 |
13,702.54 |
| S1 |
13,565.49 |
13,565.49 |
13,741.90 |
13,620.31 |
| S2 |
13,360.21 |
13,360.21 |
13,713.03 |
|
| S3 |
13,045.29 |
13,250.57 |
13,684.17 |
|
| S4 |
12,730.37 |
12,935.65 |
13,597.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,962.98 |
13,613.58 |
349.40 |
2.5% |
134.26 |
1.0% |
99% |
True |
False |
|
| 10 |
13,962.98 |
13,469.85 |
493.13 |
3.5% |
123.74 |
0.9% |
99% |
True |
False |
|
| 20 |
13,962.98 |
12,994.35 |
968.63 |
6.9% |
151.56 |
1.1% |
100% |
True |
False |
|
| 40 |
14,067.10 |
12,967.18 |
1,099.92 |
7.9% |
170.94 |
1.2% |
90% |
False |
False |
|
| 60 |
14,067.10 |
12,627.93 |
1,439.17 |
10.3% |
174.32 |
1.2% |
93% |
False |
False |
|
| 80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.3% |
205.46 |
1.5% |
94% |
False |
False |
|
| 100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.3% |
200.50 |
1.4% |
94% |
False |
False |
|
| 120 |
14,067.10 |
12,208.39 |
1,858.71 |
13.3% |
193.26 |
1.4% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,579.87 |
|
2.618 |
14,342.98 |
|
1.618 |
14,197.83 |
|
1.000 |
14,108.13 |
|
0.618 |
14,052.68 |
|
HIGH |
13,962.98 |
|
0.618 |
13,907.53 |
|
0.500 |
13,890.41 |
|
0.382 |
13,873.28 |
|
LOW |
13,817.83 |
|
0.618 |
13,728.13 |
|
1.000 |
13,672.68 |
|
1.618 |
13,582.98 |
|
2.618 |
13,437.83 |
|
4.250 |
13,200.94 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,937.04 |
13,925.13 |
| PP |
13,913.72 |
13,889.92 |
| S1 |
13,890.41 |
13,854.70 |
|