| 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 |
4,214.25 |
4,225.75 |
11.50 |
0.3% |
4,248.00 |
| High |
4,232.50 |
4,231.00 |
-1.50 |
0.0% |
4,267.50 |
| Low |
4,193.00 |
4,183.75 |
-9.25 |
-0.2% |
4,183.75 |
| Close |
4,222.25 |
4,187.25 |
-35.00 |
-0.8% |
4,187.25 |
| Range |
39.50 |
47.25 |
7.75 |
19.6% |
83.75 |
| ATR |
39.74 |
40.27 |
0.54 |
1.4% |
0.00 |
| Volume |
326,193 |
35,117 |
-291,076 |
-89.2% |
2,971,012 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,342.50 |
4,312.00 |
4,213.25 |
|
| R3 |
4,295.25 |
4,264.75 |
4,200.25 |
|
| R2 |
4,248.00 |
4,248.00 |
4,196.00 |
|
| R1 |
4,217.50 |
4,217.50 |
4,191.50 |
4,209.00 |
| PP |
4,200.75 |
4,200.75 |
4,200.75 |
4,196.50 |
| S1 |
4,170.25 |
4,170.25 |
4,183.00 |
4,162.00 |
| S2 |
4,153.50 |
4,153.50 |
4,178.50 |
|
| S3 |
4,106.25 |
4,123.00 |
4,174.25 |
|
| S4 |
4,059.00 |
4,075.75 |
4,161.25 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,464.00 |
4,409.50 |
4,233.25 |
|
| R3 |
4,380.25 |
4,325.75 |
4,210.25 |
|
| R2 |
4,296.50 |
4,296.50 |
4,202.50 |
|
| R1 |
4,242.00 |
4,242.00 |
4,195.00 |
4,227.50 |
| PP |
4,212.75 |
4,212.75 |
4,212.75 |
4,205.50 |
| S1 |
4,158.25 |
4,158.25 |
4,179.50 |
4,143.50 |
| S2 |
4,129.00 |
4,129.00 |
4,172.00 |
|
| S3 |
4,045.25 |
4,074.50 |
4,164.25 |
|
| S4 |
3,961.50 |
3,990.75 |
4,141.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,267.50 |
4,183.75 |
83.75 |
2.0% |
38.25 |
0.9% |
4% |
False |
True |
594,202 |
| 10 |
4,267.50 |
4,183.75 |
83.75 |
2.0% |
31.75 |
0.8% |
4% |
False |
True |
891,728 |
| 20 |
4,267.50 |
4,142.50 |
125.00 |
3.0% |
34.75 |
0.8% |
36% |
False |
False |
1,042,812 |
| 40 |
4,267.50 |
4,029.25 |
238.25 |
5.7% |
44.75 |
1.1% |
66% |
False |
False |
1,366,535 |
| 60 |
4,267.50 |
3,843.25 |
424.25 |
10.1% |
43.75 |
1.0% |
81% |
False |
False |
1,402,366 |
| 80 |
4,267.50 |
3,710.50 |
557.00 |
13.3% |
50.25 |
1.2% |
86% |
False |
False |
1,275,058 |
| 100 |
4,267.50 |
3,647.50 |
620.00 |
14.8% |
52.50 |
1.3% |
87% |
False |
False |
1,021,102 |
| 120 |
4,267.50 |
3,642.75 |
624.75 |
14.9% |
52.00 |
1.2% |
87% |
False |
False |
851,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,431.75 |
|
2.618 |
4,354.75 |
|
1.618 |
4,307.50 |
|
1.000 |
4,278.25 |
|
0.618 |
4,260.25 |
|
HIGH |
4,231.00 |
|
0.618 |
4,213.00 |
|
0.500 |
4,207.50 |
|
0.382 |
4,201.75 |
|
LOW |
4,183.75 |
|
0.618 |
4,154.50 |
|
1.000 |
4,136.50 |
|
1.618 |
4,107.25 |
|
2.618 |
4,060.00 |
|
4.250 |
3,983.00 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,207.50 |
4,217.50 |
| PP |
4,200.75 |
4,207.50 |
| S1 |
4,194.00 |
4,197.25 |
|