Trading Metrics calculated at close of trading on 21-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
7,085.0 |
6,932.5 |
-152.5 |
-2.2% |
7,084.5 |
High |
7,085.0 |
7,017.5 |
-67.5 |
-1.0% |
7,143.0 |
Low |
6,928.5 |
6,872.0 |
-56.5 |
-0.8% |
6,928.5 |
Close |
6,934.5 |
6,990.0 |
55.5 |
0.8% |
6,934.5 |
Range |
156.5 |
145.5 |
-11.0 |
-7.0% |
214.5 |
ATR |
66.1 |
71.8 |
5.7 |
8.6% |
0.0 |
Volume |
138,106 |
100,719 |
-37,387 |
-27.1% |
1,035,337 |
|
Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,396.5 |
7,338.5 |
7,070.0 |
|
R3 |
7,251.0 |
7,193.0 |
7,030.0 |
|
R2 |
7,105.5 |
7,105.5 |
7,016.5 |
|
R1 |
7,047.5 |
7,047.5 |
7,003.5 |
7,076.5 |
PP |
6,960.0 |
6,960.0 |
6,960.0 |
6,974.0 |
S1 |
6,902.0 |
6,902.0 |
6,976.5 |
6,931.0 |
S2 |
6,814.5 |
6,814.5 |
6,963.5 |
|
S3 |
6,669.0 |
6,756.5 |
6,950.0 |
|
S4 |
6,523.5 |
6,611.0 |
6,910.0 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,645.5 |
7,504.5 |
7,052.5 |
|
R3 |
7,431.0 |
7,290.0 |
6,993.5 |
|
R2 |
7,216.5 |
7,216.5 |
6,974.0 |
|
R1 |
7,075.5 |
7,075.5 |
6,954.0 |
7,039.0 |
PP |
7,002.0 |
7,002.0 |
7,002.0 |
6,983.5 |
S1 |
6,861.0 |
6,861.0 |
6,915.0 |
6,824.0 |
S2 |
6,787.5 |
6,787.5 |
6,895.0 |
|
S3 |
6,573.0 |
6,646.5 |
6,875.5 |
|
S4 |
6,358.5 |
6,432.0 |
6,816.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
89.5 |
1.3% |
44% |
False |
True |
158,303 |
10 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
71.5 |
1.0% |
44% |
False |
True |
134,661 |
20 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
60.0 |
0.9% |
44% |
False |
True |
67,600 |
40 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
53.5 |
0.8% |
63% |
False |
False |
33,975 |
60 |
7,143.0 |
6,511.0 |
632.0 |
9.0% |
43.5 |
0.6% |
76% |
False |
False |
22,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,636.0 |
2.618 |
7,398.5 |
1.618 |
7,253.0 |
1.000 |
7,163.0 |
0.618 |
7,107.5 |
HIGH |
7,017.5 |
0.618 |
6,962.0 |
0.500 |
6,945.0 |
0.382 |
6,927.5 |
LOW |
6,872.0 |
0.618 |
6,782.0 |
1.000 |
6,726.5 |
1.618 |
6,636.5 |
2.618 |
6,491.0 |
4.250 |
6,253.5 |
|
|
Fisher Pivots for day following 21-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
6,975.0 |
6,988.0 |
PP |
6,960.0 |
6,986.5 |
S1 |
6,945.0 |
6,984.5 |
|