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 |
4,057.0 |
4,108.0 |
51.0 |
1.3% |
4,125.0 |
High |
4,110.0 |
4,114.0 |
4.0 |
0.1% |
4,153.0 |
Low |
4,015.0 |
4,075.5 |
60.5 |
1.5% |
4,058.0 |
Close |
4,094.0 |
4,111.5 |
17.5 |
0.4% |
4,062.0 |
Range |
95.0 |
38.5 |
-56.5 |
-59.5% |
95.0 |
ATR |
46.1 |
45.5 |
-0.5 |
-1.2% |
0.0 |
Volume |
1,229,435 |
478,717 |
-750,718 |
-61.1% |
5,581,198 |
|
Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,215.8 |
4,202.2 |
4,132.7 |
|
R3 |
4,177.3 |
4,163.7 |
4,122.1 |
|
R2 |
4,138.8 |
4,138.8 |
4,118.6 |
|
R1 |
4,125.2 |
4,125.2 |
4,115.0 |
4,132.0 |
PP |
4,100.3 |
4,100.3 |
4,100.3 |
4,103.8 |
S1 |
4,086.7 |
4,086.7 |
4,108.0 |
4,093.5 |
S2 |
4,061.8 |
4,061.8 |
4,104.4 |
|
S3 |
4,023.3 |
4,048.2 |
4,100.9 |
|
S4 |
3,984.8 |
4,009.7 |
4,090.3 |
|
|
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% |
59.5 |
1.4% |
70% |
False |
False |
907,603 |
10 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
44.1 |
1.1% |
70% |
False |
False |
818,697 |
20 |
4,153.0 |
4,002.0 |
151.0 |
3.7% |
38.2 |
0.9% |
73% |
False |
False |
427,077 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
43.6 |
1.1% |
87% |
False |
False |
214,608 |
60 |
4,153.0 |
3,779.0 |
374.0 |
9.1% |
37.4 |
0.9% |
89% |
False |
False |
143,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,277.6 |
2.618 |
4,214.8 |
1.618 |
4,176.3 |
1.000 |
4,152.5 |
0.618 |
4,137.8 |
HIGH |
4,114.0 |
0.618 |
4,099.3 |
0.500 |
4,094.8 |
0.382 |
4,090.2 |
LOW |
4,075.5 |
0.618 |
4,051.7 |
1.000 |
4,037.0 |
1.618 |
4,013.2 |
2.618 |
3,974.7 |
4.250 |
3,911.9 |
|
|
Fisher Pivots for day following 22-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,105.9 |
4,102.0 |
PP |
4,100.3 |
4,092.5 |
S1 |
4,094.8 |
4,083.0 |
|