| 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 |
13,948.50 |
14,183.75 |
235.25 |
1.7% |
13,999.00 |
| High |
14,217.75 |
14,214.25 |
-3.50 |
0.0% |
14,217.75 |
| Low |
13,850.25 |
14,063.50 |
213.25 |
1.5% |
13,840.00 |
| Close |
14,165.50 |
14,107.43 |
-58.07 |
-0.4% |
14,107.43 |
| Range |
367.50 |
150.75 |
-216.75 |
-59.0% |
377.75 |
| ATR |
211.87 |
207.51 |
-4.37 |
-2.1% |
0.00 |
| Volume |
113,875 |
8,583 |
-105,292 |
-92.5% |
654,677 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,580.75 |
14,494.75 |
14,190.25 |
|
| R3 |
14,430.00 |
14,344.00 |
14,149.00 |
|
| R2 |
14,279.25 |
14,279.25 |
14,135.00 |
|
| R1 |
14,193.25 |
14,193.25 |
14,121.25 |
14,160.75 |
| PP |
14,128.50 |
14,128.50 |
14,128.50 |
14,112.25 |
| S1 |
14,042.50 |
14,042.50 |
14,093.50 |
14,010.00 |
| S2 |
13,977.75 |
13,977.75 |
14,079.75 |
|
| S3 |
13,827.00 |
13,891.75 |
14,066.00 |
|
| S4 |
13,676.25 |
13,741.00 |
14,024.50 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,188.25 |
15,025.50 |
14,315.25 |
|
| R3 |
14,810.50 |
14,647.75 |
14,211.25 |
|
| R2 |
14,432.75 |
14,432.75 |
14,176.75 |
|
| R1 |
14,270.00 |
14,270.00 |
14,142.00 |
14,351.50 |
| PP |
14,055.00 |
14,055.00 |
14,055.00 |
14,095.75 |
| S1 |
13,892.25 |
13,892.25 |
14,072.75 |
13,973.75 |
| S2 |
13,677.25 |
13,677.25 |
14,038.25 |
|
| S3 |
13,299.50 |
13,514.50 |
14,003.50 |
|
| S4 |
12,921.75 |
13,136.75 |
13,899.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,217.75 |
13,840.00 |
377.75 |
2.7% |
220.75 |
1.6% |
71% |
False |
False |
130,935 |
| 10 |
14,217.75 |
13,691.50 |
526.25 |
3.7% |
183.00 |
1.3% |
79% |
False |
False |
266,173 |
| 20 |
14,217.75 |
13,356.50 |
861.25 |
6.1% |
179.50 |
1.3% |
87% |
False |
False |
342,077 |
| 40 |
14,217.75 |
12,915.00 |
1,302.75 |
9.2% |
222.00 |
1.6% |
92% |
False |
False |
448,880 |
| 60 |
14,217.75 |
12,609.75 |
1,608.00 |
11.4% |
219.50 |
1.6% |
93% |
False |
False |
474,810 |
| 80 |
14,217.75 |
12,200.00 |
2,017.75 |
14.3% |
260.00 |
1.8% |
95% |
False |
False |
419,943 |
| 100 |
14,217.75 |
12,200.00 |
2,017.75 |
14.3% |
266.50 |
1.9% |
95% |
False |
False |
336,173 |
| 120 |
14,217.75 |
12,200.00 |
2,017.75 |
14.3% |
257.75 |
1.8% |
95% |
False |
False |
280,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,855.00 |
|
2.618 |
14,609.00 |
|
1.618 |
14,458.25 |
|
1.000 |
14,365.00 |
|
0.618 |
14,307.50 |
|
HIGH |
14,214.25 |
|
0.618 |
14,156.75 |
|
0.500 |
14,139.00 |
|
0.382 |
14,121.00 |
|
LOW |
14,063.50 |
|
0.618 |
13,970.25 |
|
1.000 |
13,912.75 |
|
1.618 |
13,819.50 |
|
2.618 |
13,668.75 |
|
4.250 |
13,422.75 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,139.00 |
14,081.25 |
| PP |
14,128.50 |
14,055.00 |
| S1 |
14,118.00 |
14,029.00 |
|