| 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 |
2,286.8 |
2,223.6 |
-63.2 |
-2.8% |
2,332.4 |
| High |
2,289.5 |
2,287.3 |
-2.2 |
-0.1% |
2,346.9 |
| Low |
2,222.1 |
2,206.2 |
-15.9 |
-0.7% |
2,222.1 |
| Close |
2,230.6 |
2,280.9 |
50.3 |
2.3% |
2,230.6 |
| Range |
67.4 |
81.1 |
13.7 |
20.3% |
124.8 |
| ATR |
41.6 |
44.5 |
2.8 |
6.8% |
0.0 |
| Volume |
252,479 |
169,819 |
-82,660 |
-32.7% |
1,130,969 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.4 |
2,472.3 |
2,325.5 |
|
| R3 |
2,420.3 |
2,391.2 |
2,303.2 |
|
| R2 |
2,339.2 |
2,339.2 |
2,295.8 |
|
| R1 |
2,310.1 |
2,310.1 |
2,288.3 |
2,324.7 |
| PP |
2,258.1 |
2,258.1 |
2,258.1 |
2,265.4 |
| S1 |
2,229.0 |
2,229.0 |
2,273.5 |
2,243.6 |
| S2 |
2,177.0 |
2,177.0 |
2,266.0 |
|
| S3 |
2,095.9 |
2,147.9 |
2,258.6 |
|
| S4 |
2,014.8 |
2,066.8 |
2,236.3 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,640.9 |
2,560.6 |
2,299.2 |
|
| R3 |
2,516.1 |
2,435.8 |
2,264.9 |
|
| R2 |
2,391.3 |
2,391.3 |
2,253.5 |
|
| R1 |
2,311.0 |
2,311.0 |
2,242.0 |
2,288.8 |
| PP |
2,266.5 |
2,266.5 |
2,266.5 |
2,255.4 |
| S1 |
2,186.2 |
2,186.2 |
2,219.2 |
2,164.0 |
| S2 |
2,141.7 |
2,141.7 |
2,207.7 |
|
| S3 |
2,016.9 |
2,061.4 |
2,196.3 |
|
| S4 |
1,892.1 |
1,936.6 |
2,162.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,329.7 |
2,206.2 |
123.5 |
5.4% |
53.9 |
2.4% |
60% |
False |
True |
207,660 |
| 10 |
2,346.9 |
2,206.2 |
140.7 |
6.2% |
43.1 |
1.9% |
53% |
False |
True |
154,854 |
| 20 |
2,346.9 |
2,198.0 |
148.9 |
6.5% |
39.7 |
1.7% |
56% |
False |
False |
77,685 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.4% |
42.4 |
1.9% |
72% |
False |
False |
38,945 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.4% |
43.0 |
1.9% |
72% |
False |
False |
25,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.0 |
|
2.618 |
2,499.6 |
|
1.618 |
2,418.5 |
|
1.000 |
2,368.4 |
|
0.618 |
2,337.4 |
|
HIGH |
2,287.3 |
|
0.618 |
2,256.3 |
|
0.500 |
2,246.8 |
|
0.382 |
2,237.2 |
|
LOW |
2,206.2 |
|
0.618 |
2,156.1 |
|
1.000 |
2,125.1 |
|
1.618 |
2,075.0 |
|
2.618 |
1,993.9 |
|
4.250 |
1,861.5 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,269.5 |
2,274.0 |
| PP |
2,258.1 |
2,267.1 |
| S1 |
2,246.8 |
2,260.3 |
|