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 |
4,262.00 |
4,275.00 |
13.00 |
0.3% |
4,142.50 |
High |
4,276.75 |
4,282.00 |
5.25 |
0.1% |
4,276.75 |
Low |
4,253.50 |
4,264.25 |
10.75 |
0.3% |
4,126.75 |
Close |
4,271.25 |
4,280.50 |
9.25 |
0.2% |
4,271.25 |
Range |
23.25 |
17.75 |
-5.50 |
-23.7% |
150.00 |
ATR |
41.31 |
39.63 |
-1.68 |
-4.1% |
0.00 |
Volume |
906,160 |
823,723 |
-82,437 |
-9.1% |
5,212,619 |
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,328.75 |
4,322.50 |
4,290.25 |
|
R3 |
4,311.00 |
4,304.75 |
4,285.50 |
|
R2 |
4,293.25 |
4,293.25 |
4,283.75 |
|
R1 |
4,287.00 |
4,287.00 |
4,282.25 |
4,290.00 |
PP |
4,275.50 |
4,275.50 |
4,275.50 |
4,277.25 |
S1 |
4,269.25 |
4,269.25 |
4,278.75 |
4,272.50 |
S2 |
4,257.75 |
4,257.75 |
4,277.25 |
|
S3 |
4,240.00 |
4,251.50 |
4,275.50 |
|
S4 |
4,222.25 |
4,233.75 |
4,270.75 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,675.00 |
4,623.00 |
4,353.75 |
|
R3 |
4,525.00 |
4,473.00 |
4,312.50 |
|
R2 |
4,375.00 |
4,375.00 |
4,298.75 |
|
R1 |
4,323.00 |
4,323.00 |
4,285.00 |
4,349.00 |
PP |
4,225.00 |
4,225.00 |
4,225.00 |
4,238.00 |
S1 |
4,173.00 |
4,173.00 |
4,257.50 |
4,199.00 |
S2 |
4,075.00 |
4,075.00 |
4,243.75 |
|
S3 |
3,925.00 |
4,023.00 |
4,230.00 |
|
S4 |
3,775.00 |
3,873.00 |
4,188.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,282.00 |
4,205.75 |
76.25 |
1.8% |
26.00 |
0.6% |
98% |
True |
False |
922,143 |
10 |
4,282.00 |
4,126.75 |
155.25 |
3.6% |
42.50 |
1.0% |
99% |
True |
False |
1,301,786 |
20 |
4,282.00 |
4,126.75 |
155.25 |
3.6% |
37.00 |
0.9% |
99% |
True |
False |
843,127 |
40 |
4,282.00 |
4,020.00 |
262.00 |
6.1% |
45.50 |
1.1% |
99% |
True |
False |
423,921 |
60 |
4,282.00 |
4,011.00 |
271.00 |
6.3% |
42.25 |
1.0% |
99% |
True |
False |
283,002 |
80 |
4,282.00 |
3,709.25 |
572.75 |
13.4% |
46.00 |
1.1% |
100% |
True |
False |
212,446 |
100 |
4,282.00 |
3,701.50 |
580.50 |
13.6% |
48.50 |
1.1% |
100% |
True |
False |
169,976 |
120 |
4,282.00 |
3,639.25 |
642.75 |
15.0% |
50.25 |
1.2% |
100% |
True |
False |
141,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,357.50 |
2.618 |
4,328.50 |
1.618 |
4,310.75 |
1.000 |
4,299.75 |
0.618 |
4,293.00 |
HIGH |
4,282.00 |
0.618 |
4,275.25 |
0.500 |
4,273.00 |
0.382 |
4,271.00 |
LOW |
4,264.25 |
0.618 |
4,253.25 |
1.000 |
4,246.50 |
1.618 |
4,235.50 |
2.618 |
4,217.75 |
4.250 |
4,188.75 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,278.00 |
4,272.50 |
PP |
4,275.50 |
4,264.75 |
S1 |
4,273.00 |
4,257.00 |
|