Trading Metrics calculated at close of trading on 28-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,115.0 |
4,111.5 |
-3.5 |
-0.1% |
4,057.0 |
High |
4,121.0 |
4,113.5 |
-7.5 |
-0.2% |
4,121.0 |
Low |
4,092.0 |
4,073.5 |
-18.5 |
-0.5% |
4,015.0 |
Close |
4,108.5 |
4,076.0 |
-32.5 |
-0.8% |
4,108.5 |
Range |
29.0 |
40.0 |
11.0 |
37.9% |
106.0 |
ATR |
45.5 |
45.1 |
-0.4 |
-0.9% |
0.0 |
Volume |
450,510 |
516,701 |
66,191 |
14.7% |
3,320,964 |
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,207.7 |
4,181.8 |
4,098.0 |
|
R3 |
4,167.7 |
4,141.8 |
4,087.0 |
|
R2 |
4,127.7 |
4,127.7 |
4,083.3 |
|
R1 |
4,101.8 |
4,101.8 |
4,079.7 |
4,094.8 |
PP |
4,087.7 |
4,087.7 |
4,087.7 |
4,084.1 |
S1 |
4,061.8 |
4,061.8 |
4,072.3 |
4,054.8 |
S2 |
4,047.7 |
4,047.7 |
4,068.7 |
|
S3 |
4,007.7 |
4,021.8 |
4,065.0 |
|
S4 |
3,967.7 |
3,981.8 |
4,054.0 |
|
|
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 |
4,057.5 |
63.5 |
1.6% |
43.2 |
1.1% |
29% |
False |
False |
521,646 |
10 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
49.3 |
1.2% |
44% |
False |
False |
815,896 |
20 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
41.5 |
1.0% |
44% |
False |
False |
529,633 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.4 |
1.1% |
76% |
False |
False |
267,828 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
38.7 |
1.0% |
76% |
False |
False |
178,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,283.5 |
2.618 |
4,218.2 |
1.618 |
4,178.2 |
1.000 |
4,153.5 |
0.618 |
4,138.2 |
HIGH |
4,113.5 |
0.618 |
4,098.2 |
0.500 |
4,093.5 |
0.382 |
4,088.8 |
LOW |
4,073.5 |
0.618 |
4,048.8 |
1.000 |
4,033.5 |
1.618 |
4,008.8 |
2.618 |
3,968.8 |
4.250 |
3,903.5 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,093.5 |
4,095.0 |
PP |
4,087.7 |
4,088.7 |
S1 |
4,081.8 |
4,082.3 |
|