| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
32,906.30 |
33,051.27 |
144.97 |
0.4% |
37,159.93 |
| High |
34,757.70 |
35,225.36 |
467.66 |
1.3% |
41,299.27 |
| Low |
31,802.67 |
32,371.79 |
569.12 |
1.8% |
34,707.78 |
| Close |
33,056.61 |
34,870.13 |
1,813.52 |
5.5% |
35,476.52 |
| Range |
2,955.03 |
2,853.57 |
-101.46 |
-3.4% |
6,591.49 |
| ATR |
3,675.15 |
3,616.47 |
-58.68 |
-1.6% |
0.00 |
| Volume |
87,615 |
67,204 |
-20,411 |
-23.3% |
428,146 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42,716.47 |
41,646.87 |
36,439.59 |
|
| R3 |
39,862.90 |
38,793.30 |
35,654.86 |
|
| R2 |
37,009.33 |
37,009.33 |
35,393.28 |
|
| R1 |
35,939.73 |
35,939.73 |
35,131.71 |
36,474.53 |
| PP |
34,155.76 |
34,155.76 |
34,155.76 |
34,423.16 |
| S1 |
33,086.16 |
33,086.16 |
34,608.55 |
33,620.96 |
| S2 |
31,302.19 |
31,302.19 |
34,346.98 |
|
| S3 |
28,448.62 |
30,232.59 |
34,085.40 |
|
| S4 |
25,595.05 |
27,379.02 |
33,300.67 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56,935.66 |
52,797.58 |
39,101.84 |
|
| R3 |
50,344.17 |
46,206.09 |
37,289.18 |
|
| R2 |
43,752.68 |
43,752.68 |
36,684.96 |
|
| R1 |
39,614.60 |
39,614.60 |
36,080.74 |
38,387.90 |
| PP |
37,161.19 |
37,161.19 |
37,161.19 |
36,547.84 |
| S1 |
33,023.11 |
33,023.11 |
34,872.30 |
31,796.41 |
| S2 |
30,569.70 |
30,569.70 |
34,268.08 |
|
| S3 |
23,978.21 |
26,431.62 |
33,663.86 |
|
| S4 |
17,386.72 |
19,840.13 |
31,851.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38,197.88 |
28,957.79 |
9,240.09 |
26.5% |
3,532.95 |
10.1% |
64% |
False |
False |
109,000 |
| 10 |
41,299.27 |
28,957.79 |
12,341.48 |
35.4% |
3,137.98 |
9.0% |
48% |
False |
False |
89,878 |
| 20 |
41,299.27 |
28,957.79 |
12,341.48 |
35.4% |
3,119.63 |
8.9% |
48% |
False |
False |
88,671 |
| 40 |
59,558.80 |
28,957.79 |
30,601.01 |
87.8% |
4,115.17 |
11.8% |
19% |
False |
False |
88,234 |
| 60 |
64,789.27 |
28,957.79 |
35,831.48 |
102.8% |
3,909.95 |
11.2% |
17% |
False |
False |
74,685 |
| 80 |
64,789.27 |
28,957.79 |
35,831.48 |
102.8% |
3,895.10 |
11.2% |
17% |
False |
False |
71,199 |
| 100 |
64,789.27 |
28,957.79 |
35,831.48 |
102.8% |
3,988.87 |
11.4% |
17% |
False |
False |
74,966 |
| 120 |
64,789.27 |
28,383.16 |
36,406.11 |
104.4% |
4,063.09 |
11.7% |
18% |
False |
False |
83,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47,353.03 |
|
2.618 |
42,696.01 |
|
1.618 |
39,842.44 |
|
1.000 |
38,078.93 |
|
0.618 |
36,988.87 |
|
HIGH |
35,225.36 |
|
0.618 |
34,135.30 |
|
0.500 |
33,798.58 |
|
0.382 |
33,461.85 |
|
LOW |
32,371.79 |
|
0.618 |
30,608.28 |
|
1.000 |
29,518.22 |
|
1.618 |
27,754.71 |
|
2.618 |
24,901.14 |
|
4.250 |
20,244.12 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
34,512.95 |
33,943.95 |
| PP |
34,155.76 |
33,017.76 |
| S1 |
33,798.58 |
32,091.58 |
|