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 |
4,108.0 |
4,112.0 |
4.0 |
0.1% |
4,125.0 |
High |
4,114.0 |
4,119.0 |
5.0 |
0.1% |
4,153.0 |
Low |
4,075.5 |
4,057.5 |
-18.0 |
-0.4% |
4,058.0 |
Close |
4,111.5 |
4,068.0 |
-43.5 |
-1.1% |
4,062.0 |
Range |
38.5 |
61.5 |
23.0 |
59.7% |
95.0 |
ATR |
45.5 |
46.7 |
1.1 |
2.5% |
0.0 |
Volume |
478,717 |
580,829 |
102,112 |
21.3% |
5,581,198 |
|
Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,266.0 |
4,228.5 |
4,101.8 |
|
R3 |
4,204.5 |
4,167.0 |
4,084.9 |
|
R2 |
4,143.0 |
4,143.0 |
4,079.3 |
|
R1 |
4,105.5 |
4,105.5 |
4,073.6 |
4,093.5 |
PP |
4,081.5 |
4,081.5 |
4,081.5 |
4,075.5 |
S1 |
4,044.0 |
4,044.0 |
4,062.4 |
4,032.0 |
S2 |
4,020.0 |
4,020.0 |
4,056.7 |
|
S3 |
3,958.5 |
3,982.5 |
4,051.1 |
|
S4 |
3,897.0 |
3,921.0 |
4,034.2 |
|
|
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% |
67.2 |
1.7% |
38% |
False |
False |
853,403 |
10 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
47.7 |
1.2% |
38% |
False |
False |
859,184 |
20 |
4,153.0 |
4,002.0 |
151.0 |
3.7% |
40.1 |
1.0% |
44% |
False |
False |
454,974 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
44.8 |
1.1% |
74% |
False |
False |
229,127 |
60 |
4,153.0 |
3,810.0 |
343.0 |
8.4% |
37.8 |
0.9% |
75% |
False |
False |
152,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,380.4 |
2.618 |
4,280.0 |
1.618 |
4,218.5 |
1.000 |
4,180.5 |
0.618 |
4,157.0 |
HIGH |
4,119.0 |
0.618 |
4,095.5 |
0.500 |
4,088.3 |
0.382 |
4,081.0 |
LOW |
4,057.5 |
0.618 |
4,019.5 |
1.000 |
3,996.0 |
1.618 |
3,958.0 |
2.618 |
3,896.5 |
4.250 |
3,796.1 |
|
|
Fisher Pivots for day following 23-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,088.3 |
4,067.7 |
PP |
4,081.5 |
4,067.3 |
S1 |
4,074.8 |
4,067.0 |
|