Trading Metrics calculated at close of trading on 24-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,779.1 |
1,778.2 |
-0.9 |
-0.1% |
1,879.6 |
High |
1,795.6 |
1,788.6 |
-7.0 |
-0.4% |
1,879.7 |
Low |
1,773.1 |
1,772.7 |
-0.4 |
0.0% |
1,761.2 |
Close |
1,783.4 |
1,776.7 |
-6.7 |
-0.4% |
1,769.0 |
Range |
22.5 |
15.9 |
-6.6 |
-29.3% |
118.5 |
ATR |
30.4 |
29.4 |
-1.0 |
-3.4% |
0.0 |
Volume |
179,273 |
152,232 |
-27,041 |
-15.1% |
1,282,242 |
|
Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.0 |
1,817.8 |
1,785.4 |
|
R3 |
1,811.1 |
1,801.9 |
1,781.1 |
|
R2 |
1,795.2 |
1,795.2 |
1,779.6 |
|
R1 |
1,786.0 |
1,786.0 |
1,778.2 |
1,782.7 |
PP |
1,779.3 |
1,779.3 |
1,779.3 |
1,777.7 |
S1 |
1,770.1 |
1,770.1 |
1,775.2 |
1,766.8 |
S2 |
1,763.4 |
1,763.4 |
1,773.8 |
|
S3 |
1,747.5 |
1,754.2 |
1,772.3 |
|
S4 |
1,731.6 |
1,738.3 |
1,768.0 |
|
|
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 |
1,797.9 |
1,761.2 |
36.7 |
2.1% |
23.4 |
1.3% |
42% |
False |
False |
192,875 |
10 |
1,906.2 |
1,761.2 |
145.0 |
8.2% |
31.9 |
1.8% |
11% |
False |
False |
220,247 |
20 |
1,919.2 |
1,761.2 |
158.0 |
8.9% |
28.6 |
1.6% |
10% |
False |
False |
214,699 |
40 |
1,919.2 |
1,756.8 |
162.4 |
9.1% |
26.7 |
1.5% |
12% |
False |
False |
133,114 |
60 |
1,919.2 |
1,679.4 |
239.8 |
13.5% |
25.0 |
1.4% |
41% |
False |
False |
89,889 |
80 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
24.9 |
1.4% |
41% |
False |
False |
68,235 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
25.7 |
1.4% |
41% |
False |
False |
54,949 |
120 |
1,971.5 |
1,678.4 |
293.1 |
16.5% |
26.4 |
1.5% |
34% |
False |
False |
46,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,856.2 |
2.618 |
1,830.2 |
1.618 |
1,814.3 |
1.000 |
1,804.5 |
0.618 |
1,798.4 |
HIGH |
1,788.6 |
0.618 |
1,782.5 |
0.500 |
1,780.7 |
0.382 |
1,778.8 |
LOW |
1,772.7 |
0.618 |
1,762.9 |
1.000 |
1,756.8 |
1.618 |
1,747.0 |
2.618 |
1,731.1 |
4.250 |
1,705.1 |
|
|
Fisher Pivots for day following 24-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,780.7 |
1,783.4 |
PP |
1,779.3 |
1,781.2 |
S1 |
1,778.0 |
1,778.9 |
|