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 |
1,764.3 |
1,783.2 |
18.9 |
1.1% |
1,879.6 |
High |
1,786.9 |
1,790.1 |
3.2 |
0.2% |
1,879.7 |
Low |
1,764.1 |
1,771.2 |
7.1 |
0.4% |
1,761.2 |
Close |
1,782.9 |
1,777.4 |
-5.5 |
-0.3% |
1,769.0 |
Range |
22.8 |
18.9 |
-3.9 |
-17.1% |
118.5 |
ATR |
32.0 |
31.1 |
-0.9 |
-2.9% |
0.0 |
Volume |
195,523 |
172,745 |
-22,778 |
-11.6% |
1,282,242 |
|
Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.3 |
1,825.7 |
1,787.8 |
|
R3 |
1,817.4 |
1,806.8 |
1,782.6 |
|
R2 |
1,798.5 |
1,798.5 |
1,780.9 |
|
R1 |
1,787.9 |
1,787.9 |
1,779.1 |
1,783.8 |
PP |
1,779.6 |
1,779.6 |
1,779.6 |
1,777.5 |
S1 |
1,769.0 |
1,769.0 |
1,775.7 |
1,764.9 |
S2 |
1,760.7 |
1,760.7 |
1,773.9 |
|
S3 |
1,741.8 |
1,750.1 |
1,772.2 |
|
S4 |
1,722.9 |
1,731.2 |
1,767.0 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,158.8 |
2,082.4 |
1,834.2 |
|
R3 |
2,040.3 |
1,963.9 |
1,801.6 |
|
R2 |
1,921.8 |
1,921.8 |
1,790.7 |
|
R1 |
1,845.4 |
1,845.4 |
1,779.9 |
1,824.4 |
PP |
1,803.3 |
1,803.3 |
1,803.3 |
1,792.8 |
S1 |
1,726.9 |
1,726.9 |
1,758.1 |
1,705.9 |
S2 |
1,684.8 |
1,684.8 |
1,747.3 |
|
S3 |
1,566.3 |
1,608.4 |
1,736.4 |
|
S4 |
1,447.8 |
1,489.9 |
1,703.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,866.0 |
1,761.2 |
104.8 |
5.9% |
39.7 |
2.2% |
15% |
False |
False |
250,573 |
10 |
1,906.2 |
1,761.2 |
145.0 |
8.2% |
32.4 |
1.8% |
11% |
False |
False |
226,884 |
20 |
1,919.2 |
1,761.2 |
158.0 |
8.9% |
29.2 |
1.6% |
10% |
False |
False |
215,863 |
40 |
1,919.2 |
1,756.8 |
162.4 |
9.1% |
26.5 |
1.5% |
13% |
False |
False |
125,171 |
60 |
1,919.2 |
1,679.4 |
239.8 |
13.5% |
25.4 |
1.4% |
41% |
False |
False |
84,477 |
80 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
25.3 |
1.4% |
41% |
False |
False |
64,162 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
25.8 |
1.5% |
41% |
False |
False |
51,687 |
120 |
1,971.5 |
1,678.4 |
293.1 |
16.5% |
26.4 |
1.5% |
34% |
False |
False |
43,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,870.4 |
2.618 |
1,839.6 |
1.618 |
1,820.7 |
1.000 |
1,809.0 |
0.618 |
1,801.8 |
HIGH |
1,790.1 |
0.618 |
1,782.9 |
0.500 |
1,780.7 |
0.382 |
1,778.4 |
LOW |
1,771.2 |
0.618 |
1,759.5 |
1.000 |
1,752.3 |
1.618 |
1,740.6 |
2.618 |
1,721.7 |
4.250 |
1,690.9 |
|
|
Fisher Pivots for day following 22-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,780.7 |
1,779.6 |
PP |
1,779.6 |
1,778.8 |
S1 |
1,778.5 |
1,778.1 |
|