| 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 |
110.866 |
110.760 |
-0.106 |
-0.1% |
110.247 |
| High |
110.980 |
110.972 |
-0.008 |
0.0% |
111.109 |
| Low |
110.480 |
110.497 |
0.017 |
0.0% |
109.716 |
| Close |
110.770 |
110.613 |
-0.157 |
-0.1% |
110.770 |
| Range |
0.500 |
0.475 |
-0.025 |
-5.0% |
1.393 |
| ATR |
0.542 |
0.538 |
-0.005 |
-0.9% |
0.000 |
| Volume |
115,115 |
111,692 |
-3,423 |
-3.0% |
660,476 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.119 |
111.841 |
110.874 |
|
| R3 |
111.644 |
111.366 |
110.744 |
|
| R2 |
111.169 |
111.169 |
110.700 |
|
| R1 |
110.891 |
110.891 |
110.657 |
110.793 |
| PP |
110.694 |
110.694 |
110.694 |
110.645 |
| S1 |
110.416 |
110.416 |
110.569 |
110.318 |
| S2 |
110.219 |
110.219 |
110.526 |
|
| S3 |
109.744 |
109.941 |
110.482 |
|
| S4 |
109.269 |
109.466 |
110.352 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.711 |
114.133 |
111.536 |
|
| R3 |
113.318 |
112.740 |
111.153 |
|
| R2 |
111.925 |
111.925 |
111.025 |
|
| R1 |
111.347 |
111.347 |
110.898 |
111.636 |
| PP |
110.532 |
110.532 |
110.532 |
110.676 |
| S1 |
109.954 |
109.954 |
110.642 |
110.243 |
| S2 |
109.139 |
109.139 |
110.515 |
|
| S3 |
107.746 |
108.561 |
110.387 |
|
| S4 |
106.353 |
107.168 |
110.004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.109 |
110.212 |
0.897 |
0.8% |
0.490 |
0.4% |
45% |
False |
False |
122,462 |
| 10 |
111.109 |
109.716 |
1.393 |
1.3% |
0.537 |
0.5% |
64% |
False |
False |
136,086 |
| 20 |
111.109 |
109.191 |
1.918 |
1.7% |
0.537 |
0.5% |
74% |
False |
False |
127,947 |
| 40 |
111.109 |
108.339 |
2.770 |
2.5% |
0.552 |
0.5% |
82% |
False |
False |
134,219 |
| 60 |
111.109 |
107.478 |
3.631 |
3.3% |
0.569 |
0.5% |
86% |
False |
False |
133,218 |
| 80 |
111.109 |
107.478 |
3.631 |
3.3% |
0.570 |
0.5% |
86% |
False |
False |
135,743 |
| 100 |
111.109 |
104.413 |
6.696 |
6.1% |
0.573 |
0.5% |
93% |
False |
False |
134,328 |
| 120 |
111.109 |
102.952 |
8.157 |
7.4% |
0.555 |
0.5% |
94% |
False |
False |
132,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.991 |
|
2.618 |
112.216 |
|
1.618 |
111.741 |
|
1.000 |
111.447 |
|
0.618 |
111.266 |
|
HIGH |
110.972 |
|
0.618 |
110.791 |
|
0.500 |
110.735 |
|
0.382 |
110.678 |
|
LOW |
110.497 |
|
0.618 |
110.203 |
|
1.000 |
110.022 |
|
1.618 |
109.728 |
|
2.618 |
109.253 |
|
4.250 |
108.478 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
110.735 |
110.795 |
| PP |
110.694 |
110.734 |
| S1 |
110.654 |
110.674 |
|