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 |
4,142.50 |
4,219.25 |
76.75 |
1.9% |
4,238.50 |
High |
4,219.75 |
4,245.50 |
25.75 |
0.6% |
4,258.25 |
Low |
4,126.75 |
4,205.75 |
79.00 |
1.9% |
4,140.75 |
Close |
4,213.75 |
4,236.25 |
22.50 |
0.5% |
4,153.50 |
Range |
93.00 |
39.75 |
-53.25 |
-57.3% |
117.50 |
ATR |
45.93 |
45.49 |
-0.44 |
-1.0% |
0.00 |
Volume |
1,425,623 |
1,063,749 |
-361,874 |
-25.4% |
8,695,965 |
|
Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,348.50 |
4,332.00 |
4,258.00 |
|
R3 |
4,308.75 |
4,292.25 |
4,247.25 |
|
R2 |
4,269.00 |
4,269.00 |
4,243.50 |
|
R1 |
4,252.50 |
4,252.50 |
4,240.00 |
4,260.75 |
PP |
4,229.25 |
4,229.25 |
4,229.25 |
4,233.25 |
S1 |
4,212.75 |
4,212.75 |
4,232.50 |
4,221.00 |
S2 |
4,189.50 |
4,189.50 |
4,229.00 |
|
S3 |
4,149.75 |
4,173.00 |
4,225.25 |
|
S4 |
4,110.00 |
4,133.25 |
4,214.50 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,536.75 |
4,462.50 |
4,218.00 |
|
R3 |
4,419.25 |
4,345.00 |
4,185.75 |
|
R2 |
4,301.75 |
4,301.75 |
4,175.00 |
|
R1 |
4,227.50 |
4,227.50 |
4,164.25 |
4,206.00 |
PP |
4,184.25 |
4,184.25 |
4,184.25 |
4,173.25 |
S1 |
4,110.00 |
4,110.00 |
4,142.75 |
4,088.50 |
S2 |
4,066.75 |
4,066.75 |
4,132.00 |
|
S3 |
3,949.25 |
3,992.50 |
4,121.25 |
|
S4 |
3,831.75 |
3,875.00 |
4,089.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,245.50 |
4,126.75 |
118.75 |
2.8% |
60.50 |
1.4% |
92% |
True |
False |
1,559,879 |
10 |
4,258.25 |
4,126.75 |
131.50 |
3.1% |
43.50 |
1.0% |
83% |
False |
False |
1,309,987 |
20 |
4,258.25 |
4,126.75 |
131.50 |
3.1% |
37.75 |
0.9% |
83% |
False |
False |
666,818 |
40 |
4,258.25 |
4,020.00 |
238.25 |
5.6% |
46.25 |
1.1% |
91% |
False |
False |
335,427 |
60 |
4,258.25 |
3,919.25 |
339.00 |
8.0% |
43.50 |
1.0% |
94% |
False |
False |
223,964 |
80 |
4,258.25 |
3,701.50 |
556.75 |
13.1% |
49.00 |
1.2% |
96% |
False |
False |
168,116 |
100 |
4,258.25 |
3,639.25 |
619.00 |
14.6% |
50.50 |
1.2% |
96% |
False |
False |
134,514 |
120 |
4,258.25 |
3,637.25 |
621.00 |
14.7% |
51.25 |
1.2% |
96% |
False |
False |
112,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,414.50 |
2.618 |
4,349.50 |
1.618 |
4,309.75 |
1.000 |
4,285.25 |
0.618 |
4,270.00 |
HIGH |
4,245.50 |
0.618 |
4,230.25 |
0.500 |
4,225.50 |
0.382 |
4,221.00 |
LOW |
4,205.75 |
0.618 |
4,181.25 |
1.000 |
4,166.00 |
1.618 |
4,141.50 |
2.618 |
4,101.75 |
4.250 |
4,036.75 |
|
|
Fisher Pivots for day following 22-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,232.75 |
4,219.50 |
PP |
4,229.25 |
4,202.75 |
S1 |
4,225.50 |
4,186.00 |
|