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 |
4,112.0 |
4,069.0 |
-43.0 |
-1.0% |
4,125.0 |
High |
4,119.0 |
4,116.0 |
-3.0 |
-0.1% |
4,153.0 |
Low |
4,057.5 |
4,069.0 |
11.5 |
0.3% |
4,058.0 |
Close |
4,068.0 |
4,108.5 |
40.5 |
1.0% |
4,062.0 |
Range |
61.5 |
47.0 |
-14.5 |
-23.6% |
95.0 |
ATR |
46.7 |
46.8 |
0.1 |
0.2% |
0.0 |
Volume |
580,829 |
581,473 |
644 |
0.1% |
5,581,198 |
|
Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,238.8 |
4,220.7 |
4,134.4 |
|
R3 |
4,191.8 |
4,173.7 |
4,121.4 |
|
R2 |
4,144.8 |
4,144.8 |
4,117.1 |
|
R1 |
4,126.7 |
4,126.7 |
4,112.8 |
4,135.8 |
PP |
4,097.8 |
4,097.8 |
4,097.8 |
4,102.4 |
S1 |
4,079.7 |
4,079.7 |
4,104.2 |
4,088.8 |
S2 |
4,050.8 |
4,050.8 |
4,099.9 |
|
S3 |
4,003.8 |
4,032.7 |
4,095.6 |
|
S4 |
3,956.8 |
3,985.7 |
4,082.7 |
|
|
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 |
4,151.0 |
4,015.0 |
136.0 |
3.3% |
67.0 |
1.6% |
69% |
False |
False |
819,977 |
10 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
49.5 |
1.2% |
68% |
False |
False |
890,587 |
20 |
4,153.0 |
4,007.0 |
146.0 |
3.6% |
40.8 |
1.0% |
70% |
False |
False |
482,741 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.5 |
1.1% |
86% |
False |
False |
243,662 |
60 |
4,153.0 |
3,827.0 |
326.0 |
7.9% |
38.4 |
0.9% |
86% |
False |
False |
162,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,315.8 |
2.618 |
4,239.0 |
1.618 |
4,192.0 |
1.000 |
4,163.0 |
0.618 |
4,145.0 |
HIGH |
4,116.0 |
0.618 |
4,098.0 |
0.500 |
4,092.5 |
0.382 |
4,087.0 |
LOW |
4,069.0 |
0.618 |
4,040.0 |
1.000 |
4,022.0 |
1.618 |
3,993.0 |
2.618 |
3,946.0 |
4.250 |
3,869.3 |
|
|
Fisher Pivots for day following 24-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,103.2 |
4,101.8 |
PP |
4,097.8 |
4,095.0 |
S1 |
4,092.5 |
4,088.3 |
|