| Trading Metrics calculated at close of trading on 25-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,931.0330 |
2,006.0960 |
75.0630 |
3.9% |
2,193.0030 |
| High |
2,034.5370 |
2,018.8980 |
-15.6390 |
-0.8% |
2,275.7790 |
| Low |
1,886.7660 |
1,793.8980 |
-92.8680 |
-4.9% |
1,709.6900 |
| Close |
2,006.1550 |
1,863.7080 |
-142.4470 |
-7.1% |
1,863.7080 |
| Range |
147.7710 |
225.0000 |
77.2290 |
52.3% |
566.0890 |
| ATR |
298.1655 |
292.9394 |
-5.2261 |
-1.8% |
0.0000 |
| Volume |
1,427,949 |
1,363,966 |
-63,983 |
-4.5% |
8,431,397 |
|
| Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.1680 |
2,440.4380 |
1,987.4580 |
|
| R3 |
2,342.1680 |
2,215.4380 |
1,925.5830 |
|
| R2 |
2,117.1680 |
2,117.1680 |
1,904.9580 |
|
| R1 |
1,990.4380 |
1,990.4380 |
1,884.3330 |
1,941.3030 |
| PP |
1,892.1680 |
1,892.1680 |
1,892.1680 |
1,867.6005 |
| S1 |
1,765.4380 |
1,765.4380 |
1,843.0830 |
1,716.3030 |
| S2 |
1,667.1680 |
1,667.1680 |
1,822.4580 |
|
| S3 |
1,442.1680 |
1,540.4380 |
1,801.8330 |
|
| S4 |
1,217.1680 |
1,315.4380 |
1,739.9580 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,647.9927 |
3,321.9393 |
2,175.0570 |
|
| R3 |
3,081.9037 |
2,755.8503 |
2,019.3825 |
|
| R2 |
2,515.8147 |
2,515.8147 |
1,967.4910 |
|
| R1 |
2,189.7613 |
2,189.7613 |
1,915.5995 |
2,069.7435 |
| PP |
1,949.7257 |
1,949.7257 |
1,949.7257 |
1,889.7168 |
| S1 |
1,623.6723 |
1,623.6723 |
1,811.8165 |
1,503.6545 |
| S2 |
1,383.6367 |
1,383.6367 |
1,759.9250 |
|
| S3 |
817.5477 |
1,057.5833 |
1,708.0335 |
|
| S4 |
251.4587 |
491.4943 |
1,552.3591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,275.7790 |
1,709.6900 |
566.0890 |
30.4% |
250.8608 |
13.5% |
27% |
False |
False |
1,686,279 |
| 10 |
2,638.3540 |
1,709.6900 |
928.6640 |
49.8% |
229.6401 |
12.3% |
17% |
False |
False |
1,409,805 |
| 20 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
63.2% |
240.0124 |
12.9% |
13% |
False |
False |
1,277,108 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
142.8% |
388.9103 |
20.9% |
6% |
False |
False |
1,328,026 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
142.8% |
328.3077 |
17.6% |
6% |
False |
False |
1,151,512 |
| 80 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
157.0% |
277.8291 |
14.9% |
14% |
False |
False |
1,031,364 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
165.0% |
259.2440 |
13.9% |
18% |
False |
False |
1,026,393 |
| 120 |
4,370.7670 |
912.6060 |
3,458.1610 |
185.6% |
247.1537 |
13.3% |
28% |
False |
False |
1,150,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.1480 |
|
2.618 |
2,607.9480 |
|
1.618 |
2,382.9480 |
|
1.000 |
2,243.8980 |
|
0.618 |
2,157.9480 |
|
HIGH |
2,018.8980 |
|
0.618 |
1,932.9480 |
|
0.500 |
1,906.3980 |
|
0.382 |
1,879.8480 |
|
LOW |
1,793.8980 |
|
0.618 |
1,654.8480 |
|
1.000 |
1,568.8980 |
|
1.618 |
1,429.8480 |
|
2.618 |
1,204.8480 |
|
4.250 |
837.6480 |
|
|
| Fisher Pivots for day following 25-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.3980 |
1,918.6980 |
| PP |
1,892.1680 |
1,900.3680 |
| S1 |
1,877.9380 |
1,882.0380 |
|