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 |
1,787.3 |
1,783.9 |
-3.4 |
-0.2% |
1,882.8 |
High |
1,793.8 |
1,799.6 |
5.8 |
0.3% |
1,883.8 |
Low |
1,776.2 |
1,777.5 |
1.3 |
0.1% |
1,765.6 |
Close |
1,781.6 |
1,787.7 |
6.1 |
0.3% |
1,773.0 |
Range |
17.6 |
22.1 |
4.5 |
25.6% |
118.2 |
ATR |
30.3 |
29.7 |
-0.6 |
-1.9% |
0.0 |
Volume |
2,052 |
3,635 |
1,583 |
77.1% |
19,092 |
|
Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.6 |
1,843.2 |
1,799.9 |
|
R3 |
1,832.5 |
1,821.1 |
1,793.8 |
|
R2 |
1,810.4 |
1,810.4 |
1,791.8 |
|
R1 |
1,799.0 |
1,799.0 |
1,789.7 |
1,804.7 |
PP |
1,788.3 |
1,788.3 |
1,788.3 |
1,791.1 |
S1 |
1,776.9 |
1,776.9 |
1,785.7 |
1,782.6 |
S2 |
1,766.2 |
1,766.2 |
1,783.6 |
|
S3 |
1,744.1 |
1,754.8 |
1,781.6 |
|
S4 |
1,722.0 |
1,732.7 |
1,775.5 |
|
|
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 |
1,830.0 |
1,765.6 |
64.4 |
3.6% |
30.9 |
1.7% |
34% |
False |
False |
3,393 |
10 |
1,910.0 |
1,765.6 |
144.4 |
8.1% |
32.7 |
1.8% |
15% |
False |
False |
3,759 |
20 |
1,922.4 |
1,765.6 |
156.8 |
8.8% |
28.3 |
1.6% |
14% |
False |
False |
4,124 |
40 |
1,922.4 |
1,761.6 |
160.8 |
9.0% |
26.0 |
1.5% |
16% |
False |
False |
4,394 |
60 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.6 |
1.4% |
44% |
False |
False |
3,447 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.3 |
1.4% |
44% |
False |
False |
2,911 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
25.1 |
1.4% |
44% |
False |
False |
2,505 |
120 |
1,978.0 |
1,683.0 |
295.0 |
16.5% |
25.8 |
1.4% |
35% |
False |
False |
2,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.5 |
2.618 |
1,857.5 |
1.618 |
1,835.4 |
1.000 |
1,821.7 |
0.618 |
1,813.3 |
HIGH |
1,799.6 |
0.618 |
1,791.2 |
0.500 |
1,788.6 |
0.382 |
1,785.9 |
LOW |
1,777.5 |
0.618 |
1,763.8 |
1.000 |
1,755.4 |
1.618 |
1,741.7 |
2.618 |
1,719.6 |
4.250 |
1,683.6 |
|
|
Fisher Pivots for day following 23-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,788.6 |
1,786.4 |
PP |
1,788.3 |
1,785.2 |
S1 |
1,788.0 |
1,783.9 |
|