Trading Metrics calculated at close of trading on 23-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,783.2 |
1,779.1 |
-4.1 |
-0.2% |
1,879.6 |
High |
1,790.1 |
1,795.6 |
5.5 |
0.3% |
1,879.7 |
Low |
1,771.2 |
1,773.1 |
1.9 |
0.1% |
1,761.2 |
Close |
1,777.4 |
1,783.4 |
6.0 |
0.3% |
1,769.0 |
Range |
18.9 |
22.5 |
3.6 |
19.0% |
118.5 |
ATR |
31.1 |
30.4 |
-0.6 |
-2.0% |
0.0 |
Volume |
172,745 |
179,273 |
6,528 |
3.8% |
1,282,242 |
|
Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.5 |
1,840.0 |
1,795.8 |
|
R3 |
1,829.0 |
1,817.5 |
1,789.6 |
|
R2 |
1,806.5 |
1,806.5 |
1,787.5 |
|
R1 |
1,795.0 |
1,795.0 |
1,785.5 |
1,800.8 |
PP |
1,784.0 |
1,784.0 |
1,784.0 |
1,786.9 |
S1 |
1,772.5 |
1,772.5 |
1,781.3 |
1,778.3 |
S2 |
1,761.5 |
1,761.5 |
1,779.3 |
|
S3 |
1,739.0 |
1,750.0 |
1,777.2 |
|
S4 |
1,716.5 |
1,727.5 |
1,771.0 |
|
|
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 |
1,826.4 |
1,761.2 |
65.2 |
3.7% |
31.9 |
1.8% |
34% |
False |
False |
239,606 |
10 |
1,906.2 |
1,761.2 |
145.0 |
8.1% |
33.4 |
1.9% |
15% |
False |
False |
230,078 |
20 |
1,919.2 |
1,761.2 |
158.0 |
8.9% |
28.9 |
1.6% |
14% |
False |
False |
215,996 |
40 |
1,919.2 |
1,756.8 |
162.4 |
9.1% |
26.8 |
1.5% |
16% |
False |
False |
129,458 |
60 |
1,919.2 |
1,679.4 |
239.8 |
13.4% |
25.3 |
1.4% |
43% |
False |
False |
87,398 |
80 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
25.1 |
1.4% |
44% |
False |
False |
66,380 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
25.7 |
1.4% |
44% |
False |
False |
53,461 |
120 |
1,971.5 |
1,678.4 |
293.1 |
16.4% |
26.4 |
1.5% |
36% |
False |
False |
44,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,891.2 |
2.618 |
1,854.5 |
1.618 |
1,832.0 |
1.000 |
1,818.1 |
0.618 |
1,809.5 |
HIGH |
1,795.6 |
0.618 |
1,787.0 |
0.500 |
1,784.4 |
0.382 |
1,781.7 |
LOW |
1,773.1 |
0.618 |
1,759.2 |
1.000 |
1,750.6 |
1.618 |
1,736.7 |
2.618 |
1,714.2 |
4.250 |
1,677.5 |
|
|
Fisher Pivots for day following 23-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,784.4 |
1,782.2 |
PP |
1,784.0 |
1,781.0 |
S1 |
1,783.7 |
1,779.9 |
|