Trading Metrics calculated at close of trading on 21-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
15,724.0 |
15,410.0 |
-314.0 |
-2.0% |
15,700.0 |
High |
15,724.0 |
15,626.0 |
-98.0 |
-0.6% |
15,780.0 |
Low |
15,403.0 |
15,257.0 |
-146.0 |
-0.9% |
15,403.0 |
Close |
15,414.0 |
15,575.0 |
161.0 |
1.0% |
15,414.0 |
Range |
321.0 |
369.0 |
48.0 |
15.0% |
377.0 |
ATR |
158.1 |
173.2 |
15.1 |
9.5% |
0.0 |
Volume |
88,809 |
63,701 |
-25,108 |
-28.3% |
220,808 |
|
Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,593.0 |
16,453.0 |
15,778.0 |
|
R3 |
16,224.0 |
16,084.0 |
15,676.5 |
|
R2 |
15,855.0 |
15,855.0 |
15,642.7 |
|
R1 |
15,715.0 |
15,715.0 |
15,608.8 |
15,785.0 |
PP |
15,486.0 |
15,486.0 |
15,486.0 |
15,521.0 |
S1 |
15,346.0 |
15,346.0 |
15,541.2 |
15,416.0 |
S2 |
15,117.0 |
15,117.0 |
15,507.4 |
|
S3 |
14,748.0 |
14,977.0 |
15,473.5 |
|
S4 |
14,379.0 |
14,608.0 |
15,372.1 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,663.3 |
16,415.7 |
15,621.4 |
|
R3 |
16,286.3 |
16,038.7 |
15,517.7 |
|
R2 |
15,909.3 |
15,909.3 |
15,483.1 |
|
R1 |
15,661.7 |
15,661.7 |
15,448.6 |
15,597.0 |
PP |
15,532.3 |
15,532.3 |
15,532.3 |
15,500.0 |
S1 |
15,284.7 |
15,284.7 |
15,379.4 |
15,220.0 |
S2 |
15,155.3 |
15,155.3 |
15,344.9 |
|
S3 |
14,778.3 |
14,907.7 |
15,310.3 |
|
S4 |
14,401.3 |
14,530.7 |
15,206.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,771.0 |
15,257.0 |
514.0 |
3.3% |
201.2 |
1.3% |
62% |
False |
True |
52,927 |
10 |
15,780.0 |
15,257.0 |
523.0 |
3.4% |
166.1 |
1.1% |
61% |
False |
True |
29,210 |
20 |
15,780.0 |
15,257.0 |
523.0 |
3.4% |
144.2 |
0.9% |
61% |
False |
True |
14,761 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
159.9 |
1.0% |
79% |
False |
False |
7,412 |
60 |
15,780.0 |
14,450.0 |
1,330.0 |
8.5% |
145.4 |
0.9% |
85% |
False |
False |
4,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,194.3 |
2.618 |
16,592.0 |
1.618 |
16,223.0 |
1.000 |
15,995.0 |
0.618 |
15,854.0 |
HIGH |
15,626.0 |
0.618 |
15,485.0 |
0.500 |
15,441.5 |
0.382 |
15,398.0 |
LOW |
15,257.0 |
0.618 |
15,029.0 |
1.000 |
14,888.0 |
1.618 |
14,660.0 |
2.618 |
14,291.0 |
4.250 |
13,688.8 |
|
|
Fisher Pivots for day following 21-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,530.5 |
15,549.3 |
PP |
15,486.0 |
15,523.7 |
S1 |
15,441.5 |
15,498.0 |
|