| 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 |
2,223.6 |
2,282.9 |
59.3 |
2.7% |
2,332.4 |
| High |
2,287.3 |
2,296.2 |
8.9 |
0.4% |
2,346.9 |
| Low |
2,206.2 |
2,258.8 |
52.6 |
2.4% |
2,222.1 |
| Close |
2,280.9 |
2,292.5 |
11.6 |
0.5% |
2,230.6 |
| Range |
81.1 |
37.4 |
-43.7 |
-53.9% |
124.8 |
| ATR |
44.5 |
43.9 |
-0.5 |
-1.1% |
0.0 |
| Volume |
169,819 |
124,757 |
-45,062 |
-26.5% |
1,130,969 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.7 |
2,381.0 |
2,313.1 |
|
| R3 |
2,357.3 |
2,343.6 |
2,302.8 |
|
| R2 |
2,319.9 |
2,319.9 |
2,299.4 |
|
| R1 |
2,306.2 |
2,306.2 |
2,295.9 |
2,313.1 |
| PP |
2,282.5 |
2,282.5 |
2,282.5 |
2,285.9 |
| S1 |
2,268.8 |
2,268.8 |
2,289.1 |
2,275.7 |
| S2 |
2,245.1 |
2,245.1 |
2,285.6 |
|
| S3 |
2,207.7 |
2,231.4 |
2,282.2 |
|
| S4 |
2,170.3 |
2,194.0 |
2,271.9 |
|
|
| 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 |
2,319.2 |
2,206.2 |
113.0 |
4.9% |
55.0 |
2.4% |
76% |
False |
False |
188,794 |
| 10 |
2,346.9 |
2,206.2 |
140.7 |
6.1% |
43.0 |
1.9% |
61% |
False |
False |
166,903 |
| 20 |
2,346.9 |
2,201.5 |
145.4 |
6.3% |
39.9 |
1.7% |
63% |
False |
False |
83,911 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
42.5 |
1.9% |
77% |
False |
False |
42,063 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
42.8 |
1.9% |
77% |
False |
False |
28,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,455.2 |
|
2.618 |
2,394.1 |
|
1.618 |
2,356.7 |
|
1.000 |
2,333.6 |
|
0.618 |
2,319.3 |
|
HIGH |
2,296.2 |
|
0.618 |
2,281.9 |
|
0.500 |
2,277.5 |
|
0.382 |
2,273.1 |
|
LOW |
2,258.8 |
|
0.618 |
2,235.7 |
|
1.000 |
2,221.4 |
|
1.618 |
2,198.3 |
|
2.618 |
2,160.9 |
|
4.250 |
2,099.9 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,287.5 |
2,278.7 |
| PP |
2,282.5 |
2,265.0 |
| S1 |
2,277.5 |
2,251.2 |
|