| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,193.0030 |
1,941.4360 |
-251.5670 |
-11.5% |
2,378.8760 |
| High |
2,275.7790 |
1,995.4350 |
-280.3440 |
-12.3% |
2,638.3540 |
| Low |
1,896.1460 |
1,709.6900 |
-186.4560 |
-9.8% |
2,142.4660 |
| Close |
1,941.4360 |
1,931.6910 |
-9.7450 |
-0.5% |
2,193.6570 |
| Range |
379.6330 |
285.7450 |
-93.8880 |
-24.7% |
495.8880 |
| ATR |
319.3318 |
316.9327 |
-2.3991 |
-0.8% |
0.0000 |
| Volume |
1,528,521 |
2,550,683 |
1,022,162 |
66.9% |
5,666,662 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,736.1737 |
2,619.6773 |
2,088.8508 |
|
| R3 |
2,450.4287 |
2,333.9323 |
2,010.2709 |
|
| R2 |
2,164.6837 |
2,164.6837 |
1,984.0776 |
|
| R1 |
2,048.1873 |
2,048.1873 |
1,957.8843 |
1,963.5630 |
| PP |
1,878.9387 |
1,878.9387 |
1,878.9387 |
1,836.6265 |
| S1 |
1,762.4423 |
1,762.4423 |
1,905.4977 |
1,677.8180 |
| S2 |
1,593.1937 |
1,593.1937 |
1,879.3044 |
|
| S3 |
1,307.4487 |
1,476.6973 |
1,853.1111 |
|
| S4 |
1,021.7037 |
1,190.9523 |
1,774.5313 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,812.4897 |
3,498.9613 |
2,466.3954 |
|
| R3 |
3,316.6017 |
3,003.0733 |
2,330.0262 |
|
| R2 |
2,820.7137 |
2,820.7137 |
2,284.5698 |
|
| R1 |
2,507.1853 |
2,507.1853 |
2,239.1134 |
2,416.0055 |
| PP |
2,324.8257 |
2,324.8257 |
2,324.8257 |
2,279.2358 |
| S1 |
2,011.2973 |
2,011.2973 |
2,148.2006 |
1,920.1175 |
| S2 |
1,828.9377 |
1,828.9377 |
2,102.7442 |
|
| S3 |
1,333.0497 |
1,515.4093 |
2,057.2878 |
|
| S4 |
837.1617 |
1,019.5213 |
1,920.9186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,564.7660 |
1,709.6900 |
855.0760 |
44.3% |
247.2408 |
12.8% |
26% |
False |
True |
1,477,735 |
| 10 |
2,638.3540 |
1,709.6900 |
928.6640 |
48.1% |
223.7004 |
11.6% |
24% |
False |
True |
1,381,590 |
| 20 |
2,911.7250 |
1,709.6900 |
1,202.0350 |
62.2% |
259.4682 |
13.4% |
18% |
False |
True |
1,240,652 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
137.8% |
388.1043 |
20.1% |
8% |
False |
True |
1,285,851 |
| 60 |
4,370.7670 |
1,662.2130 |
2,708.5540 |
140.2% |
325.2850 |
16.8% |
10% |
False |
False |
1,107,920 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
159.2% |
277.9819 |
14.4% |
21% |
False |
False |
1,006,985 |
| 100 |
4,370.7670 |
1,271.9050 |
3,098.8620 |
160.4% |
258.2176 |
13.4% |
21% |
False |
False |
1,022,450 |
| 120 |
4,370.7670 |
716.9340 |
3,653.8330 |
189.2% |
246.5209 |
12.8% |
33% |
False |
False |
1,154,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,209.8513 |
|
2.618 |
2,743.5154 |
|
1.618 |
2,457.7704 |
|
1.000 |
2,281.1800 |
|
0.618 |
2,172.0254 |
|
HIGH |
1,995.4350 |
|
0.618 |
1,886.2804 |
|
0.500 |
1,852.5625 |
|
0.382 |
1,818.8446 |
|
LOW |
1,709.6900 |
|
0.618 |
1,533.0996 |
|
1.000 |
1,423.9450 |
|
1.618 |
1,247.3546 |
|
2.618 |
961.6096 |
|
4.250 |
495.2738 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,905.3148 |
2,044.4810 |
| PP |
1,878.9387 |
2,006.8843 |
| S1 |
1,852.5625 |
1,969.2877 |
|