Trading Metrics calculated at close of trading on 24-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
14,274.00 |
14,275.25 |
1.25 |
0.0% |
13,991.00 |
High |
14,315.75 |
14,422.00 |
106.25 |
0.7% |
14,204.75 |
Low |
14,231.75 |
14,270.00 |
38.25 |
0.3% |
13,830.25 |
Close |
14,263.00 |
14,354.25 |
91.25 |
0.6% |
14,035.00 |
Range |
84.00 |
152.00 |
68.00 |
81.0% |
374.50 |
ATR |
198.34 |
195.53 |
-2.81 |
-1.4% |
0.00 |
Volume |
366,489 |
409,864 |
43,375 |
11.8% |
2,624,732 |
|
Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,804.75 |
14,731.50 |
14,437.75 |
|
R3 |
14,652.75 |
14,579.50 |
14,396.00 |
|
R2 |
14,500.75 |
14,500.75 |
14,382.00 |
|
R1 |
14,427.50 |
14,427.50 |
14,368.25 |
14,464.00 |
PP |
14,348.75 |
14,348.75 |
14,348.75 |
14,367.00 |
S1 |
14,275.50 |
14,275.50 |
14,340.25 |
14,312.00 |
S2 |
14,196.75 |
14,196.75 |
14,326.50 |
|
S3 |
14,044.75 |
14,123.50 |
14,312.50 |
|
S4 |
13,892.75 |
13,971.50 |
14,270.75 |
|
|
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 |
14,422.00 |
13,958.50 |
463.50 |
3.2% |
165.75 |
1.2% |
85% |
True |
False |
455,269 |
10 |
14,422.00 |
13,830.25 |
591.75 |
4.1% |
184.25 |
1.3% |
89% |
True |
False |
455,512 |
20 |
14,422.00 |
13,451.25 |
970.75 |
6.8% |
176.50 |
1.2% |
93% |
True |
False |
231,902 |
40 |
14,422.00 |
12,906.00 |
1,516.00 |
10.6% |
219.50 |
1.5% |
96% |
True |
False |
116,547 |
60 |
14,422.00 |
12,848.25 |
1,573.75 |
11.0% |
211.00 |
1.5% |
96% |
True |
False |
77,875 |
80 |
14,422.00 |
12,195.25 |
2,226.75 |
15.5% |
241.75 |
1.7% |
97% |
True |
False |
58,480 |
100 |
14,422.00 |
12,195.25 |
2,226.75 |
15.5% |
241.75 |
1.7% |
97% |
True |
False |
46,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,068.00 |
2.618 |
14,820.00 |
1.618 |
14,668.00 |
1.000 |
14,574.00 |
0.618 |
14,516.00 |
HIGH |
14,422.00 |
0.618 |
14,364.00 |
0.500 |
14,346.00 |
0.382 |
14,328.00 |
LOW |
14,270.00 |
0.618 |
14,176.00 |
1.000 |
14,118.00 |
1.618 |
14,024.00 |
2.618 |
13,872.00 |
4.250 |
13,624.00 |
|
|
Fisher Pivots for day following 24-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,351.50 |
14,317.50 |
PP |
14,348.75 |
14,281.00 |
S1 |
14,346.00 |
14,244.25 |
|