Trading Metrics calculated at close of trading on 23-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
14,136.75 |
14,274.00 |
137.25 |
1.0% |
13,991.00 |
High |
14,279.25 |
14,315.75 |
36.50 |
0.3% |
14,204.75 |
Low |
14,066.50 |
14,231.75 |
165.25 |
1.2% |
13,830.25 |
Close |
14,258.25 |
14,263.00 |
4.75 |
0.0% |
14,035.00 |
Range |
212.75 |
84.00 |
-128.75 |
-60.5% |
374.50 |
ATR |
207.14 |
198.34 |
-8.80 |
-4.2% |
0.00 |
Volume |
420,968 |
366,489 |
-54,479 |
-12.9% |
2,624,732 |
|
Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,522.25 |
14,476.50 |
14,309.25 |
|
R3 |
14,438.25 |
14,392.50 |
14,286.00 |
|
R2 |
14,354.25 |
14,354.25 |
14,278.50 |
|
R1 |
14,308.50 |
14,308.50 |
14,270.75 |
14,289.50 |
PP |
14,270.25 |
14,270.25 |
14,270.25 |
14,260.50 |
S1 |
14,224.50 |
14,224.50 |
14,255.25 |
14,205.50 |
S2 |
14,186.25 |
14,186.25 |
14,247.50 |
|
S3 |
14,102.25 |
14,140.50 |
14,240.00 |
|
S4 |
14,018.25 |
14,056.50 |
14,216.75 |
|
|
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 |
14,315.75 |
13,841.75 |
474.00 |
3.3% |
206.75 |
1.5% |
89% |
True |
False |
504,804 |
10 |
14,315.75 |
13,716.25 |
599.50 |
4.2% |
194.00 |
1.4% |
91% |
True |
False |
419,840 |
20 |
14,315.75 |
13,451.25 |
864.50 |
6.1% |
172.50 |
1.2% |
94% |
True |
False |
211,446 |
40 |
14,315.75 |
12,906.00 |
1,409.75 |
9.9% |
218.50 |
1.5% |
96% |
True |
False |
106,316 |
60 |
14,315.75 |
12,769.00 |
1,546.75 |
10.8% |
212.00 |
1.5% |
97% |
True |
False |
71,051 |
80 |
14,315.75 |
12,195.25 |
2,120.50 |
14.9% |
243.25 |
1.7% |
98% |
True |
False |
53,357 |
100 |
14,315.75 |
12,195.25 |
2,120.50 |
14.9% |
245.25 |
1.7% |
98% |
True |
False |
42,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,672.75 |
2.618 |
14,535.75 |
1.618 |
14,451.75 |
1.000 |
14,399.75 |
0.618 |
14,367.75 |
HIGH |
14,315.75 |
0.618 |
14,283.75 |
0.500 |
14,273.75 |
0.382 |
14,263.75 |
LOW |
14,231.75 |
0.618 |
14,179.75 |
1.000 |
14,147.75 |
1.618 |
14,095.75 |
2.618 |
14,011.75 |
4.250 |
13,874.75 |
|
|
Fisher Pivots for day following 23-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,273.75 |
14,221.00 |
PP |
14,270.25 |
14,179.00 |
S1 |
14,266.50 |
14,137.00 |
|