| 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 |
34,586 |
34,473 |
-113 |
-0.3% |
34,570 |
| High |
34,647 |
34,733 |
86 |
0.2% |
34,827 |
| Low |
34,425 |
34,389 |
-36 |
-0.1% |
34,310 |
| Close |
34,437 |
34,461 |
24 |
0.1% |
34,742 |
| Range |
222 |
344 |
122 |
55.0% |
517 |
| ATR |
345 |
345 |
0 |
0.0% |
0 |
| Volume |
117,432 |
151,862 |
34,430 |
29.3% |
533,387 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,560 |
35,354 |
34,650 |
|
| R3 |
35,216 |
35,010 |
34,556 |
|
| R2 |
34,872 |
34,872 |
34,524 |
|
| R1 |
34,666 |
34,666 |
34,493 |
34,597 |
| PP |
34,528 |
34,528 |
34,528 |
34,493 |
| S1 |
34,322 |
34,322 |
34,430 |
34,253 |
| S2 |
34,184 |
34,184 |
34,398 |
|
| S3 |
33,840 |
33,978 |
34,367 |
|
| S4 |
33,496 |
33,634 |
34,272 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,177 |
35,977 |
35,026 |
|
| R3 |
35,660 |
35,460 |
34,884 |
|
| R2 |
35,143 |
35,143 |
34,837 |
|
| R1 |
34,943 |
34,943 |
34,790 |
35,043 |
| PP |
34,626 |
34,626 |
34,626 |
34,677 |
| S1 |
34,426 |
34,426 |
34,695 |
34,526 |
| S2 |
34,109 |
34,109 |
34,647 |
|
| S3 |
33,592 |
33,909 |
34,600 |
|
| S4 |
33,075 |
33,392 |
34,458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,825 |
34,389 |
436 |
1.3% |
268 |
0.8% |
17% |
False |
True |
127,547 |
| 10 |
34,827 |
34,170 |
657 |
1.9% |
286 |
0.8% |
44% |
False |
False |
130,826 |
| 20 |
34,827 |
33,200 |
1,627 |
4.7% |
367 |
1.1% |
78% |
False |
False |
144,240 |
| 40 |
35,000 |
33,200 |
1,800 |
5.2% |
369 |
1.1% |
70% |
False |
False |
154,003 |
| 60 |
35,000 |
31,951 |
3,049 |
8.8% |
354 |
1.0% |
82% |
False |
False |
158,313 |
| 80 |
35,000 |
30,409 |
4,591 |
13.3% |
394 |
1.1% |
88% |
False |
False |
124,934 |
| 100 |
35,000 |
29,447 |
5,553 |
16.1% |
397 |
1.2% |
90% |
False |
False |
99,981 |
| 120 |
35,000 |
29,198 |
5,802 |
16.8% |
394 |
1.1% |
91% |
False |
False |
83,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,195 |
|
2.618 |
35,634 |
|
1.618 |
35,290 |
|
1.000 |
35,077 |
|
0.618 |
34,946 |
|
HIGH |
34,733 |
|
0.618 |
34,602 |
|
0.500 |
34,561 |
|
0.382 |
34,521 |
|
LOW |
34,389 |
|
0.618 |
34,177 |
|
1.000 |
34,045 |
|
1.618 |
33,833 |
|
2.618 |
33,489 |
|
4.250 |
32,927 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
34,561 |
34,561 |
| PP |
34,528 |
34,528 |
| S1 |
34,494 |
34,494 |
|