Trading Metrics calculated at close of trading on 25-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,069.0 |
4,115.0 |
46.0 |
1.1% |
4,057.0 |
High |
4,116.0 |
4,121.0 |
5.0 |
0.1% |
4,121.0 |
Low |
4,069.0 |
4,092.0 |
23.0 |
0.6% |
4,015.0 |
Close |
4,108.5 |
4,108.5 |
0.0 |
0.0% |
4,108.5 |
Range |
47.0 |
29.0 |
-18.0 |
-38.3% |
106.0 |
ATR |
46.8 |
45.5 |
-1.3 |
-2.7% |
0.0 |
Volume |
581,473 |
450,510 |
-130,963 |
-22.5% |
3,320,964 |
|
Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,194.2 |
4,180.3 |
4,124.5 |
|
R3 |
4,165.2 |
4,151.3 |
4,116.5 |
|
R2 |
4,136.2 |
4,136.2 |
4,113.8 |
|
R1 |
4,122.3 |
4,122.3 |
4,111.2 |
4,114.8 |
PP |
4,107.2 |
4,107.2 |
4,107.2 |
4,103.4 |
S1 |
4,093.3 |
4,093.3 |
4,105.8 |
4,085.8 |
S2 |
4,078.2 |
4,078.2 |
4,103.2 |
|
S3 |
4,049.2 |
4,064.3 |
4,100.5 |
|
S4 |
4,020.2 |
4,035.3 |
4,092.6 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,399.5 |
4,360.0 |
4,166.8 |
|
R3 |
4,293.5 |
4,254.0 |
4,137.7 |
|
R2 |
4,187.5 |
4,187.5 |
4,127.9 |
|
R1 |
4,148.0 |
4,148.0 |
4,118.2 |
4,167.8 |
PP |
4,081.5 |
4,081.5 |
4,081.5 |
4,091.4 |
S1 |
4,042.0 |
4,042.0 |
4,098.8 |
4,061.8 |
S2 |
3,975.5 |
3,975.5 |
4,089.1 |
|
S3 |
3,869.5 |
3,936.0 |
4,079.4 |
|
S4 |
3,763.5 |
3,830.0 |
4,050.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,121.0 |
4,015.0 |
106.0 |
2.6% |
54.2 |
1.3% |
88% |
True |
False |
664,192 |
10 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
47.9 |
1.2% |
68% |
False |
False |
890,216 |
20 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
40.8 |
1.0% |
68% |
False |
False |
504,158 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.1 |
1.1% |
86% |
False |
False |
254,922 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
38.3 |
0.9% |
86% |
False |
False |
170,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,244.3 |
2.618 |
4,196.9 |
1.618 |
4,167.9 |
1.000 |
4,150.0 |
0.618 |
4,138.9 |
HIGH |
4,121.0 |
0.618 |
4,109.9 |
0.500 |
4,106.5 |
0.382 |
4,103.1 |
LOW |
4,092.0 |
0.618 |
4,074.1 |
1.000 |
4,063.0 |
1.618 |
4,045.1 |
2.618 |
4,016.1 |
4.250 |
3,968.8 |
|
|
Fisher Pivots for day following 25-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,107.8 |
4,102.1 |
PP |
4,107.2 |
4,095.7 |
S1 |
4,106.5 |
4,089.3 |
|