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 |
34,328.10 |
34,428.10 |
100.00 |
0.3% |
33,312.07 |
High |
34,501.02 |
34,447.29 |
-53.73 |
-0.2% |
34,501.02 |
Low |
34,314.80 |
34,186.13 |
-128.67 |
-0.4% |
33,312.07 |
Close |
34,433.84 |
34,283.27 |
-150.57 |
-0.4% |
34,433.84 |
Range |
186.22 |
261.16 |
74.94 |
40.2% |
1,188.95 |
ATR |
327.37 |
322.64 |
-4.73 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,089.04 |
34,947.32 |
34,426.91 |
|
R3 |
34,827.88 |
34,686.16 |
34,355.09 |
|
R2 |
34,566.72 |
34,566.72 |
34,331.15 |
|
R1 |
34,425.00 |
34,425.00 |
34,307.21 |
34,365.28 |
PP |
34,305.56 |
34,305.56 |
34,305.56 |
34,275.71 |
S1 |
34,163.84 |
34,163.84 |
34,259.33 |
34,104.12 |
S2 |
34,044.40 |
34,044.40 |
34,235.39 |
|
S3 |
33,783.24 |
33,902.68 |
34,211.45 |
|
S4 |
33,522.08 |
33,641.52 |
34,139.63 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,649.16 |
37,230.45 |
35,087.76 |
|
R3 |
36,460.21 |
36,041.50 |
34,760.80 |
|
R2 |
35,271.26 |
35,271.26 |
34,651.81 |
|
R1 |
34,852.55 |
34,852.55 |
34,542.83 |
35,061.91 |
PP |
34,082.31 |
34,082.31 |
34,082.31 |
34,186.99 |
S1 |
33,663.60 |
33,663.60 |
34,324.85 |
33,872.96 |
S2 |
32,893.36 |
32,893.36 |
34,215.87 |
|
S3 |
31,704.41 |
32,474.65 |
34,106.88 |
|
S4 |
30,515.46 |
31,285.70 |
33,779.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,501.02 |
33,751.06 |
749.96 |
2.2% |
235.14 |
0.7% |
71% |
False |
False |
|
10 |
34,501.02 |
33,271.93 |
1,229.09 |
3.6% |
321.39 |
0.9% |
82% |
False |
False |
|
20 |
34,849.32 |
33,271.93 |
1,577.39 |
4.6% |
284.13 |
0.8% |
64% |
False |
False |
|
40 |
35,091.56 |
33,271.93 |
1,819.63 |
5.3% |
311.79 |
0.9% |
56% |
False |
False |
|
60 |
35,091.56 |
33,222.38 |
1,869.18 |
5.5% |
292.49 |
0.9% |
57% |
False |
False |
|
80 |
35,091.56 |
30,766.81 |
4,324.75 |
12.6% |
311.05 |
0.9% |
81% |
False |
False |
|
100 |
35,091.56 |
30,547.53 |
4,544.03 |
13.3% |
321.04 |
0.9% |
82% |
False |
False |
|
120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.3% |
326.98 |
1.0% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,557.22 |
2.618 |
35,131.01 |
1.618 |
34,869.85 |
1.000 |
34,708.45 |
0.618 |
34,608.69 |
HIGH |
34,447.29 |
0.618 |
34,347.53 |
0.500 |
34,316.71 |
0.382 |
34,285.89 |
LOW |
34,186.13 |
0.618 |
34,024.73 |
1.000 |
33,924.97 |
1.618 |
33,763.57 |
2.618 |
33,502.41 |
4.250 |
33,076.20 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
34,316.71 |
34,261.34 |
PP |
34,305.56 |
34,239.40 |
S1 |
34,294.42 |
34,217.47 |
|