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 |
4,219.25 |
4,237.50 |
18.25 |
0.4% |
4,238.50 |
High |
4,245.50 |
4,248.25 |
2.75 |
0.1% |
4,258.25 |
Low |
4,205.75 |
4,230.50 |
24.75 |
0.6% |
4,140.75 |
Close |
4,236.25 |
4,231.50 |
-4.75 |
-0.1% |
4,153.50 |
Range |
39.75 |
17.75 |
-22.00 |
-55.3% |
117.50 |
ATR |
45.49 |
43.51 |
-1.98 |
-4.4% |
0.00 |
Volume |
1,063,749 |
938,299 |
-125,450 |
-11.8% |
8,695,965 |
|
Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,290.00 |
4,278.50 |
4,241.25 |
|
R3 |
4,272.25 |
4,260.75 |
4,236.50 |
|
R2 |
4,254.50 |
4,254.50 |
4,234.75 |
|
R1 |
4,243.00 |
4,243.00 |
4,233.25 |
4,240.00 |
PP |
4,236.75 |
4,236.75 |
4,236.75 |
4,235.25 |
S1 |
4,225.25 |
4,225.25 |
4,229.75 |
4,222.00 |
S2 |
4,219.00 |
4,219.00 |
4,228.25 |
|
S3 |
4,201.25 |
4,207.50 |
4,226.50 |
|
S4 |
4,183.50 |
4,189.75 |
4,221.75 |
|
|
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 |
4,248.25 |
4,126.75 |
121.50 |
2.9% |
54.00 |
1.3% |
86% |
True |
False |
1,425,066 |
10 |
4,258.25 |
4,126.75 |
131.50 |
3.1% |
43.50 |
1.0% |
80% |
False |
False |
1,391,467 |
20 |
4,258.25 |
4,126.75 |
131.50 |
3.1% |
37.00 |
0.9% |
80% |
False |
False |
713,478 |
40 |
4,258.25 |
4,020.00 |
238.25 |
5.6% |
46.25 |
1.1% |
89% |
False |
False |
358,854 |
60 |
4,258.25 |
3,924.00 |
334.25 |
7.9% |
43.25 |
1.0% |
92% |
False |
False |
239,586 |
80 |
4,258.25 |
3,701.50 |
556.75 |
13.2% |
48.00 |
1.1% |
95% |
False |
False |
179,844 |
100 |
4,258.25 |
3,639.25 |
619.00 |
14.6% |
50.00 |
1.2% |
96% |
False |
False |
143,892 |
120 |
4,258.25 |
3,637.25 |
621.00 |
14.7% |
51.25 |
1.2% |
96% |
False |
False |
119,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,323.75 |
2.618 |
4,294.75 |
1.618 |
4,277.00 |
1.000 |
4,266.00 |
0.618 |
4,259.25 |
HIGH |
4,248.25 |
0.618 |
4,241.50 |
0.500 |
4,239.50 |
0.382 |
4,237.25 |
LOW |
4,230.50 |
0.618 |
4,219.50 |
1.000 |
4,212.75 |
1.618 |
4,201.75 |
2.618 |
4,184.00 |
4.250 |
4,155.00 |
|
|
Fisher Pivots for day following 23-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,239.50 |
4,216.75 |
PP |
4,236.75 |
4,202.25 |
S1 |
4,234.00 |
4,187.50 |
|