Trading Metrics calculated at close of trading on 28-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
14,365.75 |
14,350.00 |
-15.75 |
-0.1% |
14,022.75 |
High |
14,394.25 |
14,519.75 |
125.50 |
0.9% |
14,422.00 |
Low |
14,313.25 |
14,333.25 |
20.00 |
0.1% |
13,958.50 |
Close |
14,339.00 |
14,512.50 |
173.50 |
1.2% |
14,339.00 |
Range |
81.00 |
186.50 |
105.50 |
130.2% |
463.50 |
ATR |
187.35 |
187.29 |
-0.06 |
0.0% |
0.00 |
Volume |
379,758 |
376,860 |
-2,898 |
-0.8% |
2,080,742 |
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,014.75 |
14,950.00 |
14,615.00 |
|
R3 |
14,828.25 |
14,763.50 |
14,563.75 |
|
R2 |
14,641.75 |
14,641.75 |
14,546.75 |
|
R1 |
14,577.00 |
14,577.00 |
14,529.50 |
14,609.50 |
PP |
14,455.25 |
14,455.25 |
14,455.25 |
14,471.25 |
S1 |
14,390.50 |
14,390.50 |
14,495.50 |
14,423.00 |
S2 |
14,268.75 |
14,268.75 |
14,478.25 |
|
S3 |
14,082.25 |
14,204.00 |
14,461.25 |
|
S4 |
13,895.75 |
14,017.50 |
14,410.00 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,630.25 |
15,448.25 |
14,594.00 |
|
R3 |
15,166.75 |
14,984.75 |
14,466.50 |
|
R2 |
14,703.25 |
14,703.25 |
14,424.00 |
|
R1 |
14,521.25 |
14,521.25 |
14,381.50 |
14,612.25 |
PP |
14,239.75 |
14,239.75 |
14,239.75 |
14,285.50 |
S1 |
14,057.75 |
14,057.75 |
14,296.50 |
14,148.75 |
S2 |
13,776.25 |
13,776.25 |
14,254.00 |
|
S3 |
13,312.75 |
13,594.25 |
14,211.50 |
|
S4 |
12,849.25 |
13,130.75 |
14,084.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,519.75 |
14,066.50 |
453.25 |
3.1% |
143.25 |
1.0% |
98% |
True |
False |
390,787 |
10 |
14,519.75 |
13,830.25 |
689.50 |
4.8% |
187.50 |
1.3% |
99% |
True |
False |
470,619 |
20 |
14,519.75 |
13,451.25 |
1,068.50 |
7.4% |
180.25 |
1.2% |
99% |
True |
False |
269,668 |
40 |
14,519.75 |
12,906.00 |
1,613.75 |
11.1% |
216.75 |
1.5% |
100% |
True |
False |
135,432 |
60 |
14,519.75 |
12,906.00 |
1,613.75 |
11.1% |
206.75 |
1.4% |
100% |
True |
False |
90,471 |
80 |
14,519.75 |
12,195.25 |
2,324.50 |
16.0% |
233.00 |
1.6% |
100% |
True |
False |
67,936 |
100 |
14,519.75 |
12,195.25 |
2,324.50 |
16.0% |
241.00 |
1.7% |
100% |
True |
False |
54,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,312.50 |
2.618 |
15,008.00 |
1.618 |
14,821.50 |
1.000 |
14,706.25 |
0.618 |
14,635.00 |
HIGH |
14,519.75 |
0.618 |
14,448.50 |
0.500 |
14,426.50 |
0.382 |
14,404.50 |
LOW |
14,333.25 |
0.618 |
14,218.00 |
1.000 |
14,146.75 |
1.618 |
14,031.50 |
2.618 |
13,845.00 |
4.250 |
13,540.50 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,483.75 |
14,473.25 |
PP |
14,455.25 |
14,434.00 |
S1 |
14,426.50 |
14,395.00 |
|