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 |
15,410.0 |
15,618.0 |
208.0 |
1.3% |
15,700.0 |
High |
15,626.0 |
15,640.0 |
14.0 |
0.1% |
15,780.0 |
Low |
15,257.0 |
15,493.0 |
236.0 |
1.5% |
15,403.0 |
Close |
15,575.0 |
15,628.0 |
53.0 |
0.3% |
15,414.0 |
Range |
369.0 |
147.0 |
-222.0 |
-60.2% |
377.0 |
ATR |
173.2 |
171.3 |
-1.9 |
-1.1% |
0.0 |
Volume |
63,701 |
49,020 |
-14,681 |
-23.0% |
220,808 |
|
Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,028.0 |
15,975.0 |
15,708.9 |
|
R3 |
15,881.0 |
15,828.0 |
15,668.4 |
|
R2 |
15,734.0 |
15,734.0 |
15,655.0 |
|
R1 |
15,681.0 |
15,681.0 |
15,641.5 |
15,707.5 |
PP |
15,587.0 |
15,587.0 |
15,587.0 |
15,600.3 |
S1 |
15,534.0 |
15,534.0 |
15,614.5 |
15,560.5 |
S2 |
15,440.0 |
15,440.0 |
15,601.1 |
|
S3 |
15,293.0 |
15,387.0 |
15,587.6 |
|
S4 |
15,146.0 |
15,240.0 |
15,547.2 |
|
|
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 |
15,740.0 |
15,257.0 |
483.0 |
3.1% |
214.6 |
1.4% |
77% |
False |
False |
55,146 |
10 |
15,780.0 |
15,257.0 |
523.0 |
3.3% |
173.1 |
1.1% |
71% |
False |
False |
34,025 |
20 |
15,780.0 |
15,257.0 |
523.0 |
3.3% |
145.8 |
0.9% |
71% |
False |
False |
17,210 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
162.1 |
1.0% |
85% |
False |
False |
8,637 |
60 |
15,780.0 |
14,690.0 |
1,090.0 |
7.0% |
143.9 |
0.9% |
86% |
False |
False |
5,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,264.8 |
2.618 |
16,024.8 |
1.618 |
15,877.8 |
1.000 |
15,787.0 |
0.618 |
15,730.8 |
HIGH |
15,640.0 |
0.618 |
15,583.8 |
0.500 |
15,566.5 |
0.382 |
15,549.2 |
LOW |
15,493.0 |
0.618 |
15,402.2 |
1.000 |
15,346.0 |
1.618 |
15,255.2 |
2.618 |
15,108.2 |
4.250 |
14,868.3 |
|
|
Fisher Pivots for day following 22-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,607.5 |
15,582.2 |
PP |
15,587.0 |
15,536.3 |
S1 |
15,566.5 |
15,490.5 |
|