Trading Metrics calculated at close of trading on 22-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,768.8 |
1,783.4 |
14.6 |
0.8% |
1,866.2 |
High |
1,785.2 |
1,786.9 |
1.7 |
0.1% |
1,868.5 |
Low |
1,766.8 |
1,775.9 |
9.1 |
0.5% |
1,767.9 |
Close |
1,781.8 |
1,776.3 |
-5.5 |
-0.3% |
1,767.9 |
Range |
18.4 |
11.0 |
-7.4 |
-40.2% |
100.6 |
ATR |
28.9 |
27.6 |
-1.3 |
-4.4% |
0.0 |
Volume |
38 |
101 |
63 |
165.8% |
1,725 |
|
Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,812.7 |
1,805.5 |
1,782.4 |
|
R3 |
1,801.7 |
1,794.5 |
1,779.3 |
|
R2 |
1,790.7 |
1,790.7 |
1,778.3 |
|
R1 |
1,783.5 |
1,783.5 |
1,777.3 |
1,781.6 |
PP |
1,779.7 |
1,779.7 |
1,779.7 |
1,778.8 |
S1 |
1,772.5 |
1,772.5 |
1,775.3 |
1,770.6 |
S2 |
1,768.7 |
1,768.7 |
1,774.3 |
|
S3 |
1,757.7 |
1,761.5 |
1,773.3 |
|
S4 |
1,746.7 |
1,750.5 |
1,770.3 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,103.2 |
2,036.2 |
1,823.2 |
|
R3 |
2,002.6 |
1,935.6 |
1,795.6 |
|
R2 |
1,902.0 |
1,902.0 |
1,786.3 |
|
R1 |
1,835.0 |
1,835.0 |
1,777.1 |
1,818.2 |
PP |
1,801.4 |
1,801.4 |
1,801.4 |
1,793.1 |
S1 |
1,734.4 |
1,734.4 |
1,758.7 |
1,717.6 |
S2 |
1,700.8 |
1,700.8 |
1,749.5 |
|
S3 |
1,600.2 |
1,633.8 |
1,740.2 |
|
S4 |
1,499.6 |
1,533.2 |
1,712.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,860.1 |
1,766.8 |
93.3 |
5.3% |
31.7 |
1.8% |
10% |
False |
False |
349 |
10 |
1,902.3 |
1,766.8 |
135.5 |
7.6% |
25.7 |
1.4% |
7% |
False |
False |
254 |
20 |
1,916.6 |
1,766.8 |
149.8 |
8.4% |
25.1 |
1.4% |
6% |
False |
False |
26,613 |
40 |
1,916.6 |
1,754.6 |
162.0 |
9.1% |
24.6 |
1.4% |
13% |
False |
False |
137,332 |
60 |
1,916.6 |
1,677.3 |
239.3 |
13.5% |
24.4 |
1.4% |
41% |
False |
False |
146,679 |
80 |
1,916.6 |
1,676.2 |
240.4 |
13.5% |
24.9 |
1.4% |
42% |
False |
False |
120,438 |
100 |
1,916.6 |
1,676.2 |
240.4 |
13.5% |
25.9 |
1.5% |
42% |
False |
False |
97,784 |
120 |
1,969.3 |
1,676.2 |
293.1 |
16.5% |
26.7 |
1.5% |
34% |
False |
False |
82,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.7 |
2.618 |
1,815.7 |
1.618 |
1,804.7 |
1.000 |
1,797.9 |
0.618 |
1,793.7 |
HIGH |
1,786.9 |
0.618 |
1,782.7 |
0.500 |
1,781.4 |
0.382 |
1,780.1 |
LOW |
1,775.9 |
0.618 |
1,769.1 |
1.000 |
1,764.9 |
1.618 |
1,758.1 |
2.618 |
1,747.1 |
4.250 |
1,729.2 |
|
|
Fisher Pivots for day following 22-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,781.4 |
1,779.6 |
PP |
1,779.7 |
1,778.5 |
S1 |
1,778.0 |
1,777.4 |
|