Trading Metrics calculated at close of trading on 28-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,780.5 |
1,786.3 |
5.8 |
0.3% |
1,768.3 |
High |
1,794.8 |
1,790.1 |
-4.7 |
-0.3% |
1,799.6 |
Low |
1,777.9 |
1,774.9 |
-3.0 |
-0.2% |
1,768.2 |
Close |
1,782.1 |
1,784.9 |
2.8 |
0.2% |
1,782.1 |
Range |
16.9 |
15.2 |
-1.7 |
-10.1% |
31.4 |
ATR |
27.9 |
27.0 |
-0.9 |
-3.2% |
0.0 |
Volume |
3,467 |
3,808 |
341 |
9.8% |
14,529 |
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.9 |
1,822.1 |
1,793.3 |
|
R3 |
1,813.7 |
1,806.9 |
1,789.1 |
|
R2 |
1,798.5 |
1,798.5 |
1,787.7 |
|
R1 |
1,791.7 |
1,791.7 |
1,786.3 |
1,787.5 |
PP |
1,783.3 |
1,783.3 |
1,783.3 |
1,781.2 |
S1 |
1,776.5 |
1,776.5 |
1,783.5 |
1,772.3 |
S2 |
1,768.1 |
1,768.1 |
1,782.1 |
|
S3 |
1,752.9 |
1,761.3 |
1,780.7 |
|
S4 |
1,737.7 |
1,746.1 |
1,776.5 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.5 |
1,861.2 |
1,799.4 |
|
R3 |
1,846.1 |
1,829.8 |
1,790.7 |
|
R2 |
1,814.7 |
1,814.7 |
1,787.9 |
|
R1 |
1,798.4 |
1,798.4 |
1,785.0 |
1,806.6 |
PP |
1,783.3 |
1,783.3 |
1,783.3 |
1,787.4 |
S1 |
1,767.0 |
1,767.0 |
1,779.2 |
1,775.2 |
S2 |
1,751.9 |
1,751.9 |
1,776.3 |
|
S3 |
1,720.5 |
1,735.6 |
1,773.5 |
|
S4 |
1,689.1 |
1,704.2 |
1,764.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,799.6 |
1,774.9 |
24.7 |
1.4% |
17.5 |
1.0% |
40% |
False |
True |
3,200 |
10 |
1,874.3 |
1,765.6 |
108.7 |
6.1% |
28.0 |
1.6% |
18% |
False |
False |
3,306 |
20 |
1,922.4 |
1,765.6 |
156.8 |
8.8% |
27.6 |
1.5% |
12% |
False |
False |
3,981 |
40 |
1,922.4 |
1,765.6 |
156.8 |
8.8% |
25.6 |
1.4% |
12% |
False |
False |
4,529 |
60 |
1,922.4 |
1,727.2 |
195.2 |
10.9% |
23.8 |
1.3% |
30% |
False |
False |
3,545 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
23.7 |
1.3% |
43% |
False |
False |
2,988 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.9 |
1.4% |
43% |
False |
False |
2,579 |
120 |
1,978.0 |
1,683.0 |
295.0 |
16.5% |
25.7 |
1.4% |
35% |
False |
False |
2,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,854.7 |
2.618 |
1,829.9 |
1.618 |
1,814.7 |
1.000 |
1,805.3 |
0.618 |
1,799.5 |
HIGH |
1,790.1 |
0.618 |
1,784.3 |
0.500 |
1,782.5 |
0.382 |
1,780.7 |
LOW |
1,774.9 |
0.618 |
1,765.5 |
1.000 |
1,759.7 |
1.618 |
1,750.3 |
2.618 |
1,735.1 |
4.250 |
1,710.3 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,784.1 |
1,784.9 |
PP |
1,783.3 |
1,784.9 |
S1 |
1,782.5 |
1,784.9 |
|