Trading Metrics calculated at close of trading on 22-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
6,932.5 |
7,013.5 |
81.0 |
1.2% |
7,084.5 |
High |
7,017.5 |
7,026.0 |
8.5 |
0.1% |
7,143.0 |
Low |
6,872.0 |
6,986.0 |
114.0 |
1.7% |
6,928.5 |
Close |
6,990.0 |
7,023.0 |
33.0 |
0.5% |
6,934.5 |
Range |
145.5 |
40.0 |
-105.5 |
-72.5% |
214.5 |
ATR |
71.8 |
69.5 |
-2.3 |
-3.2% |
0.0 |
Volume |
100,719 |
69,378 |
-31,341 |
-31.1% |
1,035,337 |
|
Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,131.5 |
7,117.5 |
7,045.0 |
|
R3 |
7,091.5 |
7,077.5 |
7,034.0 |
|
R2 |
7,051.5 |
7,051.5 |
7,030.5 |
|
R1 |
7,037.5 |
7,037.5 |
7,026.5 |
7,044.5 |
PP |
7,011.5 |
7,011.5 |
7,011.5 |
7,015.0 |
S1 |
6,997.5 |
6,997.5 |
7,019.5 |
7,004.5 |
S2 |
6,971.5 |
6,971.5 |
7,015.5 |
|
S3 |
6,931.5 |
6,957.5 |
7,012.0 |
|
S4 |
6,891.5 |
6,917.5 |
7,001.0 |
|
|
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% |
91.0 |
1.3% |
56% |
False |
False |
108,433 |
10 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
71.0 |
1.0% |
56% |
False |
False |
141,334 |
20 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
60.0 |
0.9% |
56% |
False |
False |
71,064 |
40 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
54.5 |
0.8% |
71% |
False |
False |
35,710 |
60 |
7,143.0 |
6,511.0 |
632.0 |
9.0% |
43.0 |
0.6% |
81% |
False |
False |
23,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,196.0 |
2.618 |
7,130.5 |
1.618 |
7,090.5 |
1.000 |
7,066.0 |
0.618 |
7,050.5 |
HIGH |
7,026.0 |
0.618 |
7,010.5 |
0.500 |
7,006.0 |
0.382 |
7,001.5 |
LOW |
6,986.0 |
0.618 |
6,961.5 |
1.000 |
6,946.0 |
1.618 |
6,921.5 |
2.618 |
6,881.5 |
4.250 |
6,816.0 |
|
|
Fisher Pivots for day following 22-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
7,017.5 |
7,008.0 |
PP |
7,011.5 |
6,993.5 |
S1 |
7,006.0 |
6,978.5 |
|