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 |
1,775.7 |
1,782.0 |
6.3 |
0.4% |
1,764.3 |
High |
1,791.0 |
1,786.1 |
-4.9 |
-0.3% |
1,795.6 |
Low |
1,773.6 |
1,770.4 |
-3.2 |
-0.2% |
1,764.1 |
Close |
1,777.8 |
1,780.7 |
2.9 |
0.2% |
1,777.8 |
Range |
17.4 |
15.7 |
-1.7 |
-9.8% |
31.5 |
ATR |
28.6 |
27.6 |
-0.9 |
-3.2% |
0.0 |
Volume |
161,203 |
160,788 |
-415 |
-0.3% |
860,976 |
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.2 |
1,819.1 |
1,789.3 |
|
R3 |
1,810.5 |
1,803.4 |
1,785.0 |
|
R2 |
1,794.8 |
1,794.8 |
1,783.6 |
|
R1 |
1,787.7 |
1,787.7 |
1,782.1 |
1,783.4 |
PP |
1,779.1 |
1,779.1 |
1,779.1 |
1,776.9 |
S1 |
1,772.0 |
1,772.0 |
1,779.3 |
1,767.7 |
S2 |
1,763.4 |
1,763.4 |
1,777.8 |
|
S3 |
1,747.7 |
1,756.3 |
1,776.4 |
|
S4 |
1,732.0 |
1,740.6 |
1,772.1 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.7 |
1,857.2 |
1,795.1 |
|
R3 |
1,842.2 |
1,825.7 |
1,786.5 |
|
R2 |
1,810.7 |
1,810.7 |
1,783.6 |
|
R1 |
1,794.2 |
1,794.2 |
1,780.7 |
1,802.5 |
PP |
1,779.2 |
1,779.2 |
1,779.2 |
1,783.3 |
S1 |
1,762.7 |
1,762.7 |
1,774.9 |
1,771.0 |
S2 |
1,747.7 |
1,747.7 |
1,772.0 |
|
S3 |
1,716.2 |
1,731.2 |
1,769.1 |
|
S4 |
1,684.7 |
1,699.7 |
1,760.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,795.6 |
1,770.4 |
25.2 |
1.4% |
18.1 |
1.0% |
41% |
False |
True |
165,248 |
10 |
1,870.9 |
1,761.2 |
109.7 |
6.2% |
28.8 |
1.6% |
18% |
False |
False |
206,170 |
20 |
1,919.2 |
1,761.2 |
158.0 |
8.9% |
28.3 |
1.6% |
12% |
False |
False |
210,302 |
40 |
1,919.2 |
1,761.2 |
158.0 |
8.9% |
26.4 |
1.5% |
12% |
False |
False |
140,514 |
60 |
1,919.2 |
1,723.6 |
195.6 |
11.0% |
24.5 |
1.4% |
29% |
False |
False |
95,174 |
80 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
24.4 |
1.4% |
42% |
False |
False |
72,182 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
25.6 |
1.4% |
42% |
False |
False |
58,145 |
120 |
1,971.5 |
1,678.4 |
293.1 |
16.5% |
26.3 |
1.5% |
35% |
False |
False |
48,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.8 |
2.618 |
1,827.2 |
1.618 |
1,811.5 |
1.000 |
1,801.8 |
0.618 |
1,795.8 |
HIGH |
1,786.1 |
0.618 |
1,780.1 |
0.500 |
1,778.3 |
0.382 |
1,776.4 |
LOW |
1,770.4 |
0.618 |
1,760.7 |
1.000 |
1,754.7 |
1.618 |
1,745.0 |
2.618 |
1,729.3 |
4.250 |
1,703.7 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,779.9 |
1,780.7 |
PP |
1,779.1 |
1,780.7 |
S1 |
1,778.3 |
1,780.7 |
|