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 |
14,022.75 |
14,136.75 |
114.00 |
0.8% |
13,991.00 |
High |
14,144.00 |
14,279.25 |
135.25 |
1.0% |
14,204.75 |
Low |
13,958.50 |
14,066.50 |
108.00 |
0.8% |
13,830.25 |
Close |
14,130.00 |
14,258.25 |
128.25 |
0.9% |
14,035.00 |
Range |
185.50 |
212.75 |
27.25 |
14.7% |
374.50 |
ATR |
206.71 |
207.14 |
0.43 |
0.2% |
0.00 |
Volume |
503,663 |
420,968 |
-82,695 |
-16.4% |
2,624,732 |
|
Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,839.50 |
14,761.75 |
14,375.25 |
|
R3 |
14,626.75 |
14,549.00 |
14,316.75 |
|
R2 |
14,414.00 |
14,414.00 |
14,297.25 |
|
R1 |
14,336.25 |
14,336.25 |
14,277.75 |
14,375.00 |
PP |
14,201.25 |
14,201.25 |
14,201.25 |
14,220.75 |
S1 |
14,123.50 |
14,123.50 |
14,238.75 |
14,162.50 |
S2 |
13,988.50 |
13,988.50 |
14,219.25 |
|
S3 |
13,775.75 |
13,910.75 |
14,199.75 |
|
S4 |
13,563.00 |
13,698.00 |
14,141.25 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,146.75 |
14,965.50 |
14,241.00 |
|
R3 |
14,772.25 |
14,591.00 |
14,138.00 |
|
R2 |
14,397.75 |
14,397.75 |
14,103.75 |
|
R1 |
14,216.50 |
14,216.50 |
14,069.25 |
14,307.00 |
PP |
14,023.25 |
14,023.25 |
14,023.25 |
14,068.75 |
S1 |
13,842.00 |
13,842.00 |
14,000.75 |
13,932.50 |
S2 |
13,648.75 |
13,648.75 |
13,966.25 |
|
S3 |
13,274.25 |
13,467.50 |
13,932.00 |
|
S4 |
12,899.75 |
13,093.00 |
13,829.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,279.25 |
13,830.25 |
449.00 |
3.1% |
243.25 |
1.7% |
95% |
True |
False |
544,773 |
10 |
14,279.25 |
13,716.25 |
563.00 |
3.9% |
195.25 |
1.4% |
96% |
True |
False |
384,135 |
20 |
14,279.25 |
13,451.25 |
828.00 |
5.8% |
174.75 |
1.2% |
97% |
True |
False |
193,188 |
40 |
14,279.25 |
12,906.00 |
1,373.25 |
9.6% |
219.75 |
1.5% |
98% |
True |
False |
97,165 |
60 |
14,279.25 |
12,769.00 |
1,510.25 |
10.6% |
213.75 |
1.5% |
99% |
True |
False |
64,949 |
80 |
14,279.25 |
12,195.25 |
2,084.00 |
14.6% |
244.75 |
1.7% |
99% |
True |
False |
48,776 |
100 |
14,279.25 |
12,195.25 |
2,084.00 |
14.6% |
246.25 |
1.7% |
99% |
True |
False |
39,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,183.50 |
2.618 |
14,836.25 |
1.618 |
14,623.50 |
1.000 |
14,492.00 |
0.618 |
14,410.75 |
HIGH |
14,279.25 |
0.618 |
14,198.00 |
0.500 |
14,173.00 |
0.382 |
14,147.75 |
LOW |
14,066.50 |
0.618 |
13,935.00 |
1.000 |
13,853.75 |
1.618 |
13,722.25 |
2.618 |
13,509.50 |
4.250 |
13,162.25 |
|
|
Fisher Pivots for day following 22-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,229.75 |
14,211.75 |
PP |
14,201.25 |
14,165.25 |
S1 |
14,173.00 |
14,119.00 |
|