Trading Metrics calculated at close of trading on 28-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,774.66 |
1,780.80 |
6.14 |
0.3% |
1,763.56 |
High |
1,788.62 |
1,784.91 |
-3.71 |
-0.2% |
1,793.84 |
Low |
1,773.85 |
1,771.67 |
-2.18 |
-0.1% |
1,763.56 |
Close |
1,780.81 |
1,778.30 |
-2.51 |
-0.1% |
1,780.81 |
Range |
14.77 |
13.24 |
-1.53 |
-10.4% |
30.28 |
ATR |
24.07 |
23.30 |
-0.77 |
-3.2% |
0.00 |
Volume |
6,100 |
6,683 |
583 |
9.6% |
30,837 |
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.01 |
1,811.40 |
1,785.58 |
|
R3 |
1,804.77 |
1,798.16 |
1,781.94 |
|
R2 |
1,791.53 |
1,791.53 |
1,780.73 |
|
R1 |
1,784.92 |
1,784.92 |
1,779.51 |
1,781.61 |
PP |
1,778.29 |
1,778.29 |
1,778.29 |
1,776.64 |
S1 |
1,771.68 |
1,771.68 |
1,777.09 |
1,768.37 |
S2 |
1,765.05 |
1,765.05 |
1,775.87 |
|
S3 |
1,751.81 |
1,758.44 |
1,774.66 |
|
S4 |
1,738.57 |
1,745.20 |
1,771.02 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.24 |
1,855.81 |
1,797.46 |
|
R3 |
1,839.96 |
1,825.53 |
1,789.14 |
|
R2 |
1,809.68 |
1,809.68 |
1,786.36 |
|
R1 |
1,795.25 |
1,795.25 |
1,783.59 |
1,802.47 |
PP |
1,779.40 |
1,779.40 |
1,779.40 |
1,783.01 |
S1 |
1,764.97 |
1,764.97 |
1,778.03 |
1,772.19 |
S2 |
1,749.12 |
1,749.12 |
1,775.26 |
|
S3 |
1,718.84 |
1,734.69 |
1,772.48 |
|
S4 |
1,688.56 |
1,704.41 |
1,764.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,793.84 |
1,771.67 |
22.17 |
1.2% |
15.31 |
0.9% |
30% |
False |
True |
6,220 |
10 |
1,868.03 |
1,762.07 |
105.96 |
6.0% |
25.21 |
1.4% |
15% |
False |
False |
6,159 |
20 |
1,915.42 |
1,762.07 |
153.35 |
8.6% |
24.63 |
1.4% |
11% |
False |
False |
6,310 |
40 |
1,915.42 |
1,762.07 |
153.35 |
8.6% |
24.16 |
1.4% |
11% |
False |
False |
6,370 |
60 |
1,915.42 |
1,721.63 |
193.79 |
10.9% |
22.37 |
1.3% |
29% |
False |
False |
6,444 |
80 |
1,915.42 |
1,677.64 |
237.78 |
13.4% |
22.46 |
1.3% |
42% |
False |
False |
6,498 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.4% |
23.71 |
1.3% |
42% |
False |
False |
6,492 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.8% |
25.44 |
1.4% |
36% |
False |
False |
6,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.18 |
2.618 |
1,819.57 |
1.618 |
1,806.33 |
1.000 |
1,798.15 |
0.618 |
1,793.09 |
HIGH |
1,784.91 |
0.618 |
1,779.85 |
0.500 |
1,778.29 |
0.382 |
1,776.73 |
LOW |
1,771.67 |
0.618 |
1,763.49 |
1.000 |
1,758.43 |
1.618 |
1,750.25 |
2.618 |
1,737.01 |
4.250 |
1,715.40 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,778.30 |
1,780.15 |
PP |
1,778.29 |
1,779.53 |
S1 |
1,778.29 |
1,778.92 |
|