Trading Metrics calculated at close of trading on 21-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,147.0 |
4,057.0 |
-90.0 |
-2.2% |
4,125.0 |
High |
4,151.0 |
4,110.0 |
-41.0 |
-1.0% |
4,153.0 |
Low |
4,058.0 |
4,015.0 |
-43.0 |
-1.1% |
4,058.0 |
Close |
4,062.0 |
4,094.0 |
32.0 |
0.8% |
4,062.0 |
Range |
93.0 |
95.0 |
2.0 |
2.2% |
95.0 |
ATR |
42.3 |
46.1 |
3.8 |
8.9% |
0.0 |
Volume |
1,229,435 |
1,229,435 |
0 |
0.0% |
5,581,198 |
|
Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,358.0 |
4,321.0 |
4,146.3 |
|
R3 |
4,263.0 |
4,226.0 |
4,120.1 |
|
R2 |
4,168.0 |
4,168.0 |
4,111.4 |
|
R1 |
4,131.0 |
4,131.0 |
4,102.7 |
4,149.5 |
PP |
4,073.0 |
4,073.0 |
4,073.0 |
4,082.3 |
S1 |
4,036.0 |
4,036.0 |
4,085.3 |
4,054.5 |
S2 |
3,978.0 |
3,978.0 |
4,076.6 |
|
S3 |
3,883.0 |
3,941.0 |
4,067.9 |
|
S4 |
3,788.0 |
3,846.0 |
4,041.8 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,376.0 |
4,314.0 |
4,114.3 |
|
R3 |
4,281.0 |
4,219.0 |
4,088.1 |
|
R2 |
4,186.0 |
4,186.0 |
4,079.4 |
|
R1 |
4,124.0 |
4,124.0 |
4,070.7 |
4,107.5 |
PP |
4,091.0 |
4,091.0 |
4,091.0 |
4,082.8 |
S1 |
4,029.0 |
4,029.0 |
4,053.3 |
4,012.5 |
S2 |
3,996.0 |
3,996.0 |
4,044.6 |
|
S3 |
3,901.0 |
3,934.0 |
4,035.9 |
|
S4 |
3,806.0 |
3,839.0 |
4,009.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
55.4 |
1.4% |
57% |
False |
True |
1,110,146 |
10 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
42.5 |
1.0% |
57% |
False |
True |
781,505 |
20 |
4,153.0 |
4,002.0 |
151.0 |
3.7% |
37.6 |
0.9% |
61% |
False |
False |
403,157 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
43.0 |
1.0% |
82% |
False |
False |
202,641 |
60 |
4,153.0 |
3,720.0 |
433.0 |
10.6% |
37.8 |
0.9% |
86% |
False |
False |
135,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,513.8 |
2.618 |
4,358.7 |
1.618 |
4,263.7 |
1.000 |
4,205.0 |
0.618 |
4,168.7 |
HIGH |
4,110.0 |
0.618 |
4,073.7 |
0.500 |
4,062.5 |
0.382 |
4,051.3 |
LOW |
4,015.0 |
0.618 |
3,956.3 |
1.000 |
3,920.0 |
1.618 |
3,861.3 |
2.618 |
3,766.3 |
4.250 |
3,611.3 |
|
|
Fisher Pivots for day following 21-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,083.5 |
4,090.7 |
PP |
4,073.0 |
4,087.3 |
S1 |
4,062.5 |
4,084.0 |
|