Trading Metrics calculated at close of trading on 24-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,783.9 |
1,782.6 |
-1.3 |
-0.1% |
1,882.8 |
High |
1,799.6 |
1,792.5 |
-7.1 |
-0.4% |
1,883.8 |
Low |
1,777.5 |
1,776.9 |
-0.6 |
0.0% |
1,765.6 |
Close |
1,787.7 |
1,781.0 |
-6.7 |
-0.4% |
1,773.0 |
Range |
22.1 |
15.6 |
-6.5 |
-29.4% |
118.2 |
ATR |
29.7 |
28.7 |
-1.0 |
-3.4% |
0.0 |
Volume |
3,635 |
3,042 |
-593 |
-16.3% |
19,092 |
|
Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.3 |
1,821.2 |
1,789.6 |
|
R3 |
1,814.7 |
1,805.6 |
1,785.3 |
|
R2 |
1,799.1 |
1,799.1 |
1,783.9 |
|
R1 |
1,790.0 |
1,790.0 |
1,782.4 |
1,786.8 |
PP |
1,783.5 |
1,783.5 |
1,783.5 |
1,781.8 |
S1 |
1,774.4 |
1,774.4 |
1,779.6 |
1,771.2 |
S2 |
1,767.9 |
1,767.9 |
1,778.1 |
|
S3 |
1,752.3 |
1,758.8 |
1,776.7 |
|
S4 |
1,736.7 |
1,743.2 |
1,772.4 |
|
|
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 |
1,800.4 |
1,765.6 |
34.8 |
2.0% |
22.4 |
1.3% |
44% |
False |
False |
2,681 |
10 |
1,910.0 |
1,765.6 |
144.4 |
8.1% |
31.2 |
1.8% |
11% |
False |
False |
3,606 |
20 |
1,922.4 |
1,765.6 |
156.8 |
8.8% |
28.0 |
1.6% |
10% |
False |
False |
4,003 |
40 |
1,922.4 |
1,761.6 |
160.8 |
9.0% |
25.9 |
1.5% |
12% |
False |
False |
4,442 |
60 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.3 |
1.4% |
41% |
False |
False |
3,478 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.1 |
1.4% |
41% |
False |
False |
2,938 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
25.1 |
1.4% |
41% |
False |
False |
2,522 |
120 |
1,978.0 |
1,683.0 |
295.0 |
16.6% |
25.8 |
1.5% |
33% |
False |
False |
2,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.8 |
2.618 |
1,833.3 |
1.618 |
1,817.7 |
1.000 |
1,808.1 |
0.618 |
1,802.1 |
HIGH |
1,792.5 |
0.618 |
1,786.5 |
0.500 |
1,784.7 |
0.382 |
1,782.9 |
LOW |
1,776.9 |
0.618 |
1,767.3 |
1.000 |
1,761.3 |
1.618 |
1,751.7 |
2.618 |
1,736.1 |
4.250 |
1,710.6 |
|
|
Fisher Pivots for day following 24-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,784.7 |
1,787.9 |
PP |
1,783.5 |
1,785.6 |
S1 |
1,782.2 |
1,783.3 |
|