| 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 |
1,931.6910 |
1,931.0330 |
-0.6580 |
0.0% |
2,378.8760 |
| High |
2,043.4980 |
2,034.5370 |
-8.9610 |
-0.4% |
2,638.3540 |
| Low |
1,827.3430 |
1,886.7660 |
59.4230 |
3.3% |
2,142.4660 |
| Close |
1,931.0330 |
2,006.1550 |
75.1220 |
3.9% |
2,193.6570 |
| Range |
216.1550 |
147.7710 |
-68.3840 |
-31.6% |
495.8880 |
| ATR |
309.7343 |
298.1655 |
-11.5688 |
-3.7% |
0.0000 |
| Volume |
1,560,278 |
1,427,949 |
-132,329 |
-8.5% |
5,666,662 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.1323 |
2,360.4147 |
2,087.4291 |
|
| R3 |
2,271.3613 |
2,212.6437 |
2,046.7920 |
|
| R2 |
2,123.5903 |
2,123.5903 |
2,033.2464 |
|
| R1 |
2,064.8727 |
2,064.8727 |
2,019.7007 |
2,094.2315 |
| PP |
1,975.8193 |
1,975.8193 |
1,975.8193 |
1,990.4988 |
| S1 |
1,917.1017 |
1,917.1017 |
1,992.6093 |
1,946.4605 |
| S2 |
1,828.0483 |
1,828.0483 |
1,979.0637 |
|
| S3 |
1,680.2773 |
1,769.3307 |
1,965.5180 |
|
| S4 |
1,532.5063 |
1,621.5597 |
1,924.8810 |
|
|
| 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 |
2,379.2720 |
1,709.6900 |
669.5820 |
33.4% |
253.2220 |
12.6% |
44% |
False |
False |
1,664,015 |
| 10 |
2,638.3540 |
1,709.6900 |
928.6640 |
46.3% |
219.8062 |
11.0% |
32% |
False |
False |
1,378,818 |
| 20 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
58.7% |
241.0073 |
12.0% |
25% |
False |
False |
1,257,119 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
132.6% |
386.4421 |
19.3% |
11% |
False |
False |
1,315,383 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
132.6% |
327.2183 |
16.3% |
11% |
False |
False |
1,138,781 |
| 80 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
145.9% |
277.3765 |
13.8% |
19% |
False |
False |
1,023,514 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
153.3% |
258.9523 |
12.9% |
23% |
False |
False |
1,026,501 |
| 120 |
4,370.7670 |
716.9340 |
3,653.8330 |
182.1% |
248.9706 |
12.4% |
35% |
False |
False |
1,167,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,662.5638 |
|
2.618 |
2,421.4015 |
|
1.618 |
2,273.6305 |
|
1.000 |
2,182.3080 |
|
0.618 |
2,125.8595 |
|
HIGH |
2,034.5370 |
|
0.618 |
1,978.0885 |
|
0.500 |
1,960.6515 |
|
0.382 |
1,943.2145 |
|
LOW |
1,886.7660 |
|
0.618 |
1,795.4435 |
|
1.000 |
1,738.9950 |
|
1.618 |
1,647.6725 |
|
2.618 |
1,499.9015 |
|
4.250 |
1,258.7393 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.9872 |
1,962.9680 |
| PP |
1,975.8193 |
1,919.7810 |
| S1 |
1,960.6515 |
1,876.5940 |
|