| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,341.5730 |
2,193.0030 |
-148.5700 |
-6.3% |
2,378.8760 |
| High |
2,379.2720 |
2,275.7790 |
-103.4930 |
-4.3% |
2,638.3540 |
| Low |
2,142.4660 |
1,896.1460 |
-246.3200 |
-11.5% |
2,142.4660 |
| Close |
2,193.6570 |
1,941.4360 |
-252.2210 |
-11.5% |
2,193.6570 |
| Range |
236.8060 |
379.6330 |
142.8270 |
60.3% |
495.8880 |
| ATR |
314.6932 |
319.3318 |
4.6386 |
1.5% |
0.0000 |
| Volume |
1,252,644 |
1,528,521 |
275,877 |
22.0% |
5,666,662 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,176.6860 |
2,938.6940 |
2,150.2342 |
|
| R3 |
2,797.0530 |
2,559.0610 |
2,045.8351 |
|
| R2 |
2,417.4200 |
2,417.4200 |
2,011.0354 |
|
| R1 |
2,179.4280 |
2,179.4280 |
1,976.2357 |
2,108.6075 |
| PP |
2,037.7870 |
2,037.7870 |
2,037.7870 |
2,002.3768 |
| S1 |
1,799.7950 |
1,799.7950 |
1,906.6363 |
1,728.9745 |
| S2 |
1,658.1540 |
1,658.1540 |
1,871.8366 |
|
| S3 |
1,278.5210 |
1,420.1620 |
1,837.0369 |
|
| S4 |
898.8880 |
1,040.5290 |
1,732.6379 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,812.4897 |
3,498.9613 |
2,466.3954 |
|
| R3 |
3,316.6017 |
3,003.0733 |
2,330.0262 |
|
| R2 |
2,820.7137 |
2,820.7137 |
2,284.5698 |
|
| R1 |
2,507.1853 |
2,507.1853 |
2,239.1134 |
2,416.0055 |
| PP |
2,324.8257 |
2,324.8257 |
2,324.8257 |
2,279.2358 |
| S1 |
2,011.2973 |
2,011.2973 |
2,148.2006 |
1,920.1175 |
| S2 |
1,828.9377 |
1,828.9377 |
2,102.7442 |
|
| S3 |
1,333.0497 |
1,515.4093 |
2,057.2878 |
|
| S4 |
837.1617 |
1,019.5213 |
1,920.9186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,638.3540 |
1,896.1460 |
742.2080 |
38.2% |
215.3764 |
11.1% |
6% |
False |
True |
1,216,119 |
| 10 |
2,661.4330 |
1,896.1460 |
765.2870 |
39.4% |
229.4380 |
11.8% |
6% |
False |
True |
1,266,878 |
| 20 |
2,911.7250 |
1,741.0800 |
1,170.6450 |
60.3% |
291.3923 |
15.0% |
17% |
False |
False |
1,201,188 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
135.5% |
390.1449 |
20.1% |
8% |
False |
False |
1,243,953 |
| 60 |
4,370.7670 |
1,580.5260 |
2,790.2410 |
143.7% |
322.0763 |
16.6% |
13% |
False |
False |
1,076,547 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
158.4% |
276.4107 |
14.2% |
21% |
False |
False |
988,832 |
| 100 |
4,370.7670 |
1,221.4350 |
3,149.3320 |
162.2% |
256.7382 |
13.2% |
23% |
False |
False |
1,007,831 |
| 120 |
4,370.7670 |
689.7970 |
3,680.9700 |
189.6% |
244.5514 |
12.6% |
34% |
False |
False |
1,141,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,889.2193 |
|
2.618 |
3,269.6582 |
|
1.618 |
2,890.0252 |
|
1.000 |
2,655.4120 |
|
0.618 |
2,510.3922 |
|
HIGH |
2,275.7790 |
|
0.618 |
2,130.7592 |
|
0.500 |
2,085.9625 |
|
0.382 |
2,041.1658 |
|
LOW |
1,896.1460 |
|
0.618 |
1,661.5328 |
|
1.000 |
1,516.5130 |
|
1.618 |
1,281.8998 |
|
2.618 |
902.2668 |
|
4.250 |
282.7058 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.9625 |
2,177.4185 |
| PP |
2,037.7870 |
2,098.7577 |
| S1 |
1,989.6115 |
2,020.0968 |
|