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 |
7,054.0 |
7,084.5 |
30.5 |
0.4% |
6,932.5 |
High |
7,082.0 |
7,087.5 |
5.5 |
0.1% |
7,082.0 |
Low |
7,041.5 |
6,999.5 |
-42.0 |
-0.6% |
6,872.0 |
Close |
7,067.5 |
7,003.5 |
-64.0 |
-0.9% |
7,067.5 |
Range |
40.5 |
88.0 |
47.5 |
117.3% |
210.0 |
ATR |
65.9 |
67.5 |
1.6 |
2.4% |
0.0 |
Volume |
54,518 |
71,208 |
16,690 |
30.6% |
380,352 |
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,294.0 |
7,237.0 |
7,052.0 |
|
R3 |
7,206.0 |
7,149.0 |
7,027.5 |
|
R2 |
7,118.0 |
7,118.0 |
7,019.5 |
|
R1 |
7,061.0 |
7,061.0 |
7,011.5 |
7,045.5 |
PP |
7,030.0 |
7,030.0 |
7,030.0 |
7,022.5 |
S1 |
6,973.0 |
6,973.0 |
6,995.5 |
6,957.5 |
S2 |
6,942.0 |
6,942.0 |
6,987.5 |
|
S3 |
6,854.0 |
6,885.0 |
6,979.5 |
|
S4 |
6,766.0 |
6,797.0 |
6,955.0 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,637.0 |
7,562.5 |
7,183.0 |
|
R3 |
7,427.0 |
7,352.5 |
7,125.0 |
|
R2 |
7,217.0 |
7,217.0 |
7,106.0 |
|
R1 |
7,142.5 |
7,142.5 |
7,087.0 |
7,180.0 |
PP |
7,007.0 |
7,007.0 |
7,007.0 |
7,026.0 |
S1 |
6,932.5 |
6,932.5 |
7,048.0 |
6,970.0 |
S2 |
6,797.0 |
6,797.0 |
7,029.0 |
|
S3 |
6,587.0 |
6,722.5 |
7,010.0 |
|
S4 |
6,377.0 |
6,512.5 |
6,952.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,087.5 |
6,986.0 |
101.5 |
1.4% |
56.5 |
0.8% |
17% |
True |
False |
70,168 |
10 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
73.0 |
1.0% |
49% |
False |
False |
114,236 |
20 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
67.5 |
1.0% |
49% |
False |
False |
85,006 |
40 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
58.5 |
0.8% |
66% |
False |
False |
42,743 |
60 |
7,143.0 |
6,611.0 |
532.0 |
7.6% |
46.5 |
0.7% |
74% |
False |
False |
28,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,461.5 |
2.618 |
7,318.0 |
1.618 |
7,230.0 |
1.000 |
7,175.5 |
0.618 |
7,142.0 |
HIGH |
7,087.5 |
0.618 |
7,054.0 |
0.500 |
7,043.5 |
0.382 |
7,033.0 |
LOW |
6,999.5 |
0.618 |
6,945.0 |
1.000 |
6,911.5 |
1.618 |
6,857.0 |
2.618 |
6,769.0 |
4.250 |
6,625.5 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
7,043.5 |
7,043.5 |
PP |
7,030.0 |
7,030.0 |
S1 |
7,017.0 |
7,017.0 |
|