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 |
15,618.0 |
15,632.0 |
14.0 |
0.1% |
15,700.0 |
High |
15,640.0 |
15,656.0 |
16.0 |
0.1% |
15,780.0 |
Low |
15,493.0 |
15,433.0 |
-60.0 |
-0.4% |
15,403.0 |
Close |
15,628.0 |
15,473.0 |
-155.0 |
-1.0% |
15,414.0 |
Range |
147.0 |
223.0 |
76.0 |
51.7% |
377.0 |
ATR |
171.3 |
175.0 |
3.7 |
2.2% |
0.0 |
Volume |
49,020 |
57,418 |
8,398 |
17.1% |
220,808 |
|
Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,189.7 |
16,054.3 |
15,595.7 |
|
R3 |
15,966.7 |
15,831.3 |
15,534.3 |
|
R2 |
15,743.7 |
15,743.7 |
15,513.9 |
|
R1 |
15,608.3 |
15,608.3 |
15,493.4 |
15,564.5 |
PP |
15,520.7 |
15,520.7 |
15,520.7 |
15,498.8 |
S1 |
15,385.3 |
15,385.3 |
15,452.6 |
15,341.5 |
S2 |
15,297.7 |
15,297.7 |
15,432.1 |
|
S3 |
15,074.7 |
15,162.3 |
15,411.7 |
|
S4 |
14,851.7 |
14,939.3 |
15,350.4 |
|
|
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 |
15,739.0 |
15,257.0 |
482.0 |
3.1% |
240.8 |
1.6% |
45% |
False |
False |
59,838 |
10 |
15,780.0 |
15,257.0 |
523.0 |
3.4% |
179.4 |
1.2% |
41% |
False |
False |
39,508 |
20 |
15,780.0 |
15,257.0 |
523.0 |
3.4% |
151.2 |
1.0% |
41% |
False |
False |
20,029 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.4% |
165.4 |
1.1% |
69% |
False |
False |
10,072 |
60 |
15,780.0 |
14,759.0 |
1,021.0 |
6.6% |
145.5 |
0.9% |
70% |
False |
False |
6,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,603.8 |
2.618 |
16,239.8 |
1.618 |
16,016.8 |
1.000 |
15,879.0 |
0.618 |
15,793.8 |
HIGH |
15,656.0 |
0.618 |
15,570.8 |
0.500 |
15,544.5 |
0.382 |
15,518.2 |
LOW |
15,433.0 |
0.618 |
15,295.2 |
1.000 |
15,210.0 |
1.618 |
15,072.2 |
2.618 |
14,849.2 |
4.250 |
14,485.3 |
|
|
Fisher Pivots for day following 23-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
15,544.5 |
15,467.5 |
PP |
15,520.7 |
15,462.0 |
S1 |
15,496.8 |
15,456.5 |
|