| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,941.4360 |
1,931.6910 |
-9.7450 |
-0.5% |
2,378.8760 |
| High |
1,995.4350 |
2,043.4980 |
48.0630 |
2.4% |
2,638.3540 |
| Low |
1,709.6900 |
1,827.3430 |
117.6530 |
6.9% |
2,142.4660 |
| Close |
1,931.6910 |
1,931.0330 |
-0.6580 |
0.0% |
2,193.6570 |
| Range |
285.7450 |
216.1550 |
-69.5900 |
-24.4% |
495.8880 |
| ATR |
316.9327 |
309.7343 |
-7.1984 |
-2.3% |
0.0000 |
| Volume |
2,550,683 |
1,560,278 |
-990,405 |
-38.8% |
5,666,662 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,582.4230 |
2,472.8830 |
2,049.9183 |
|
| R3 |
2,366.2680 |
2,256.7280 |
1,990.4756 |
|
| R2 |
2,150.1130 |
2,150.1130 |
1,970.6614 |
|
| R1 |
2,040.5730 |
2,040.5730 |
1,950.8472 |
1,987.2655 |
| PP |
1,933.9580 |
1,933.9580 |
1,933.9580 |
1,907.3043 |
| S1 |
1,824.4180 |
1,824.4180 |
1,911.2188 |
1,771.1105 |
| S2 |
1,717.8030 |
1,717.8030 |
1,891.4046 |
|
| S3 |
1,501.6480 |
1,608.2630 |
1,871.5904 |
|
| S4 |
1,285.4930 |
1,392.1080 |
1,812.1478 |
|
|
| 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 |
2,458.6910 |
1,709.6900 |
749.0010 |
38.8% |
254.0256 |
13.2% |
30% |
False |
False |
1,587,754 |
| 10 |
2,638.3540 |
1,709.6900 |
928.6640 |
48.1% |
224.1366 |
11.6% |
24% |
False |
False |
1,403,289 |
| 20 |
2,911.7250 |
1,709.6900 |
1,202.0350 |
62.2% |
252.4666 |
13.1% |
18% |
False |
False |
1,246,358 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
137.8% |
387.3414 |
20.1% |
8% |
False |
False |
1,301,596 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
137.8% |
325.9390 |
16.9% |
8% |
False |
False |
1,123,962 |
| 80 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
151.5% |
277.3317 |
14.4% |
17% |
False |
False |
1,014,993 |
| 100 |
4,370.7670 |
1,271.9050 |
3,098.8620 |
160.5% |
258.8556 |
13.4% |
21% |
False |
False |
1,019,442 |
| 120 |
4,370.7670 |
716.9340 |
3,653.8330 |
189.2% |
247.9966 |
12.8% |
33% |
False |
False |
1,160,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.1568 |
|
2.618 |
2,609.3918 |
|
1.618 |
2,393.2368 |
|
1.000 |
2,259.6530 |
|
0.618 |
2,177.0818 |
|
HIGH |
2,043.4980 |
|
0.618 |
1,960.9268 |
|
0.500 |
1,935.4205 |
|
0.382 |
1,909.9142 |
|
LOW |
1,827.3430 |
|
0.618 |
1,693.7592 |
|
1.000 |
1,611.1880 |
|
1.618 |
1,477.6042 |
|
2.618 |
1,261.4492 |
|
4.250 |
908.6843 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,935.4205 |
1,992.7345 |
| PP |
1,933.9580 |
1,972.1673 |
| S1 |
1,932.4955 |
1,951.6002 |
|