| 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 |
7,012.5 |
7,009.0 |
-3.5 |
0.0% |
7,084.5 |
| High |
7,055.0 |
7,053.5 |
-1.5 |
0.0% |
7,143.0 |
| Low |
6,992.5 |
7,001.0 |
8.5 |
0.1% |
6,928.5 |
| Close |
7,012.5 |
7,047.5 |
35.0 |
0.5% |
6,934.5 |
| Range |
62.5 |
52.5 |
-10.0 |
-16.0% |
214.5 |
| ATR |
69.0 |
67.9 |
-1.2 |
-1.7% |
0.0 |
| Volume |
77,615 |
78,122 |
507 |
0.7% |
1,035,337 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,191.5 |
7,172.0 |
7,076.5 |
|
| R3 |
7,139.0 |
7,119.5 |
7,062.0 |
|
| R2 |
7,086.5 |
7,086.5 |
7,057.0 |
|
| R1 |
7,067.0 |
7,067.0 |
7,052.5 |
7,077.0 |
| PP |
7,034.0 |
7,034.0 |
7,034.0 |
7,039.0 |
| S1 |
7,014.5 |
7,014.5 |
7,042.5 |
7,024.0 |
| S2 |
6,981.5 |
6,981.5 |
7,038.0 |
|
| S3 |
6,929.0 |
6,962.0 |
7,033.0 |
|
| S4 |
6,876.5 |
6,909.5 |
7,018.5 |
|
|
| 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 |
7,085.0 |
6,872.0 |
213.0 |
3.0% |
91.5 |
1.3% |
82% |
False |
False |
92,788 |
| 10 |
7,143.0 |
6,872.0 |
271.0 |
3.8% |
73.0 |
1.0% |
65% |
False |
False |
151,250 |
| 20 |
7,143.0 |
6,872.0 |
271.0 |
3.8% |
63.0 |
0.9% |
65% |
False |
False |
78,829 |
| 40 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
56.5 |
0.8% |
77% |
False |
False |
39,603 |
| 60 |
7,143.0 |
6,611.0 |
532.0 |
7.5% |
44.0 |
0.6% |
82% |
False |
False |
26,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,276.5 |
|
2.618 |
7,191.0 |
|
1.618 |
7,138.5 |
|
1.000 |
7,106.0 |
|
0.618 |
7,086.0 |
|
HIGH |
7,053.5 |
|
0.618 |
7,033.5 |
|
0.500 |
7,027.0 |
|
0.382 |
7,021.0 |
|
LOW |
7,001.0 |
|
0.618 |
6,968.5 |
|
1.000 |
6,948.5 |
|
1.618 |
6,916.0 |
|
2.618 |
6,863.5 |
|
4.250 |
6,778.0 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,041.0 |
7,038.5 |
| PP |
7,034.0 |
7,029.5 |
| S1 |
7,027.0 |
7,020.5 |
|