| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
13,959.47 |
13,993.24 |
33.77 |
0.2% |
13,747.80 |
| High |
13,998.65 |
14,129.33 |
130.68 |
0.9% |
13,998.65 |
| Low |
13,934.00 |
13,963.94 |
29.94 |
0.2% |
13,710.11 |
| Close |
13,998.30 |
14,128.20 |
129.90 |
0.9% |
13,998.30 |
| Range |
64.65 |
165.39 |
100.74 |
155.8% |
288.54 |
| ATR |
169.96 |
169.63 |
-0.33 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,569.99 |
14,514.49 |
14,219.16 |
|
| R3 |
14,404.60 |
14,349.10 |
14,173.68 |
|
| R2 |
14,239.21 |
14,239.21 |
14,158.52 |
|
| R1 |
14,183.71 |
14,183.71 |
14,143.36 |
14,211.46 |
| PP |
14,073.82 |
14,073.82 |
14,073.82 |
14,087.70 |
| S1 |
14,018.32 |
14,018.32 |
14,113.04 |
14,046.07 |
| S2 |
13,908.43 |
13,908.43 |
14,097.88 |
|
| S3 |
13,743.04 |
13,852.93 |
14,082.72 |
|
| S4 |
13,577.65 |
13,687.54 |
14,037.24 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,767.97 |
14,671.68 |
14,157.00 |
|
| R3 |
14,479.43 |
14,383.14 |
14,077.65 |
|
| R2 |
14,190.89 |
14,190.89 |
14,051.20 |
|
| R1 |
14,094.60 |
14,094.60 |
14,024.75 |
14,142.75 |
| PP |
13,902.35 |
13,902.35 |
13,902.35 |
13,926.43 |
| S1 |
13,806.06 |
13,806.06 |
13,971.85 |
13,854.21 |
| S2 |
13,613.81 |
13,613.81 |
13,945.40 |
|
| S3 |
13,325.27 |
13,517.52 |
13,918.95 |
|
| S4 |
13,036.73 |
13,228.98 |
13,839.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,129.33 |
13,746.42 |
382.91 |
2.7% |
126.37 |
0.9% |
100% |
True |
False |
|
| 10 |
14,129.33 |
13,469.85 |
659.48 |
4.7% |
131.39 |
0.9% |
100% |
True |
False |
|
| 20 |
14,129.33 |
12,994.35 |
1,134.98 |
8.0% |
141.57 |
1.0% |
100% |
True |
False |
|
| 40 |
14,129.33 |
12,967.18 |
1,162.15 |
8.2% |
171.87 |
1.2% |
100% |
True |
False |
|
| 60 |
14,129.33 |
12,627.93 |
1,501.40 |
10.6% |
168.33 |
1.2% |
100% |
True |
False |
|
| 80 |
14,129.33 |
12,208.39 |
1,920.94 |
13.6% |
203.92 |
1.4% |
100% |
True |
False |
|
| 100 |
14,129.33 |
12,208.39 |
1,920.94 |
13.6% |
199.36 |
1.4% |
100% |
True |
False |
|
| 120 |
14,129.33 |
12,208.39 |
1,920.94 |
13.6% |
193.03 |
1.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,832.24 |
|
2.618 |
14,562.32 |
|
1.618 |
14,396.93 |
|
1.000 |
14,294.72 |
|
0.618 |
14,231.54 |
|
HIGH |
14,129.33 |
|
0.618 |
14,066.15 |
|
0.500 |
14,046.64 |
|
0.382 |
14,027.12 |
|
LOW |
13,963.94 |
|
0.618 |
13,861.73 |
|
1.000 |
13,798.55 |
|
1.618 |
13,696.34 |
|
2.618 |
13,530.95 |
|
4.250 |
13,261.03 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,101.01 |
14,076.66 |
| PP |
14,073.82 |
14,025.12 |
| S1 |
14,046.64 |
13,973.58 |
|