| 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 |
34,459 |
34,451 |
-8 |
0.0% |
34,760 |
| High |
34,614 |
34,558 |
-56 |
-0.2% |
34,825 |
| Low |
34,313 |
34,203 |
-110 |
-0.3% |
34,313 |
| Close |
34,462 |
34,381 |
-81 |
-0.2% |
34,462 |
| Range |
301 |
355 |
54 |
17.9% |
512 |
| ATR |
342 |
343 |
1 |
0.3% |
0 |
| Volume |
103,646 |
75,560 |
-28,086 |
-27.1% |
625,371 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,446 |
35,268 |
34,576 |
|
| R3 |
35,091 |
34,913 |
34,479 |
|
| R2 |
34,736 |
34,736 |
34,446 |
|
| R1 |
34,558 |
34,558 |
34,414 |
34,470 |
| PP |
34,381 |
34,381 |
34,381 |
34,336 |
| S1 |
34,203 |
34,203 |
34,349 |
34,115 |
| S2 |
34,026 |
34,026 |
34,316 |
|
| S3 |
33,671 |
33,848 |
34,284 |
|
| S4 |
33,316 |
33,493 |
34,186 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,069 |
35,778 |
34,744 |
|
| R3 |
35,557 |
35,266 |
34,603 |
|
| R2 |
35,045 |
35,045 |
34,556 |
|
| R1 |
34,754 |
34,754 |
34,509 |
34,644 |
| PP |
34,533 |
34,533 |
34,533 |
34,478 |
| S1 |
34,242 |
34,242 |
34,415 |
34,132 |
| S2 |
34,021 |
34,021 |
34,368 |
|
| S3 |
33,509 |
33,730 |
34,321 |
|
| S4 |
32,997 |
33,218 |
34,181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,733 |
34,203 |
530 |
1.5% |
289 |
0.8% |
34% |
False |
True |
116,666 |
| 10 |
34,827 |
34,203 |
624 |
1.8% |
297 |
0.9% |
29% |
False |
True |
123,431 |
| 20 |
34,827 |
33,402 |
1,425 |
4.1% |
332 |
1.0% |
69% |
False |
False |
131,850 |
| 40 |
35,000 |
33,200 |
1,800 |
5.2% |
371 |
1.1% |
66% |
False |
False |
151,881 |
| 60 |
35,000 |
31,951 |
3,049 |
8.9% |
354 |
1.0% |
80% |
False |
False |
154,485 |
| 80 |
35,000 |
30,409 |
4,591 |
13.4% |
393 |
1.1% |
87% |
False |
False |
127,170 |
| 100 |
35,000 |
29,447 |
5,553 |
16.2% |
396 |
1.2% |
89% |
False |
False |
101,770 |
| 120 |
35,000 |
29,198 |
5,802 |
16.9% |
397 |
1.2% |
89% |
False |
False |
84,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,067 |
|
2.618 |
35,488 |
|
1.618 |
35,133 |
|
1.000 |
34,913 |
|
0.618 |
34,778 |
|
HIGH |
34,558 |
|
0.618 |
34,423 |
|
0.500 |
34,381 |
|
0.382 |
34,339 |
|
LOW |
34,203 |
|
0.618 |
33,984 |
|
1.000 |
33,848 |
|
1.618 |
33,629 |
|
2.618 |
33,274 |
|
4.250 |
32,694 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
34,381 |
34,468 |
| PP |
34,381 |
34,439 |
| S1 |
34,381 |
34,410 |
|