| 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 |
1,780.3 |
1,768.3 |
-12.0 |
-0.7% |
1,882.8 |
| High |
1,800.4 |
1,790.1 |
-10.3 |
-0.6% |
1,883.8 |
| Low |
1,765.6 |
1,768.2 |
2.6 |
0.1% |
1,765.6 |
| Close |
1,773.0 |
1,787.0 |
14.0 |
0.8% |
1,773.0 |
| Range |
34.8 |
21.9 |
-12.9 |
-37.1% |
118.2 |
| ATR |
32.0 |
31.3 |
-0.7 |
-2.3% |
0.0 |
| Volume |
2,345 |
2,333 |
-12 |
-0.5% |
19,092 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,847.5 |
1,839.1 |
1,799.0 |
|
| R3 |
1,825.6 |
1,817.2 |
1,793.0 |
|
| R2 |
1,803.7 |
1,803.7 |
1,791.0 |
|
| R1 |
1,795.3 |
1,795.3 |
1,789.0 |
1,799.5 |
| PP |
1,781.8 |
1,781.8 |
1,781.8 |
1,783.9 |
| S1 |
1,773.4 |
1,773.4 |
1,785.0 |
1,777.6 |
| S2 |
1,759.9 |
1,759.9 |
1,783.0 |
|
| S3 |
1,738.0 |
1,751.5 |
1,781.0 |
|
| S4 |
1,716.1 |
1,729.6 |
1,775.0 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.1 |
2,085.7 |
1,838.0 |
|
| R3 |
2,043.9 |
1,967.5 |
1,805.5 |
|
| R2 |
1,925.7 |
1,925.7 |
1,794.7 |
|
| R1 |
1,849.3 |
1,849.3 |
1,783.8 |
1,828.4 |
| PP |
1,807.5 |
1,807.5 |
1,807.5 |
1,797.0 |
| S1 |
1,731.1 |
1,731.1 |
1,762.2 |
1,710.2 |
| S2 |
1,689.3 |
1,689.3 |
1,751.3 |
|
| S3 |
1,571.1 |
1,612.9 |
1,740.5 |
|
| S4 |
1,452.9 |
1,494.7 |
1,708.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,874.3 |
1,765.6 |
108.7 |
6.1% |
38.5 |
2.2% |
20% |
False |
False |
3,413 |
| 10 |
1,910.1 |
1,765.6 |
144.5 |
8.1% |
31.9 |
1.8% |
15% |
False |
False |
3,915 |
| 20 |
1,922.4 |
1,765.6 |
156.8 |
8.8% |
28.3 |
1.6% |
14% |
False |
False |
4,492 |
| 40 |
1,922.4 |
1,761.6 |
160.8 |
9.0% |
25.6 |
1.4% |
16% |
False |
False |
4,344 |
| 60 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.6 |
1.4% |
43% |
False |
False |
3,398 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
25.0 |
1.4% |
43% |
False |
False |
2,880 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
25.3 |
1.4% |
43% |
False |
False |
2,456 |
| 120 |
1,978.0 |
1,683.0 |
295.0 |
16.5% |
25.7 |
1.4% |
35% |
False |
False |
2,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,883.2 |
|
2.618 |
1,847.4 |
|
1.618 |
1,825.5 |
|
1.000 |
1,812.0 |
|
0.618 |
1,803.6 |
|
HIGH |
1,790.1 |
|
0.618 |
1,781.7 |
|
0.500 |
1,779.2 |
|
0.382 |
1,776.6 |
|
LOW |
1,768.2 |
|
0.618 |
1,754.7 |
|
1.000 |
1,746.3 |
|
1.618 |
1,732.8 |
|
2.618 |
1,710.9 |
|
4.250 |
1,675.1 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,784.4 |
1,797.8 |
| PP |
1,781.8 |
1,794.2 |
| S1 |
1,779.2 |
1,790.6 |
|