| 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 |
2,006.0960 |
1,863.7080 |
-142.3880 |
-7.1% |
2,193.0030 |
| High |
2,018.8980 |
2,142.0290 |
123.1310 |
6.1% |
2,275.7790 |
| Low |
1,793.8980 |
1,718.7330 |
-75.1650 |
-4.2% |
1,709.6900 |
| Close |
1,863.7080 |
2,133.9810 |
270.2730 |
14.5% |
1,863.7080 |
| Range |
225.0000 |
423.2960 |
198.2960 |
88.1% |
566.0890 |
| ATR |
292.9394 |
302.2506 |
9.3112 |
3.2% |
0.0000 |
| Volume |
1,363,966 |
1,612,592 |
248,626 |
18.2% |
8,431,397 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,268.1357 |
3,124.3543 |
2,366.7938 |
|
| R3 |
2,844.8397 |
2,701.0583 |
2,250.3874 |
|
| R2 |
2,421.5437 |
2,421.5437 |
2,211.5853 |
|
| R1 |
2,277.7623 |
2,277.7623 |
2,172.7831 |
2,349.6530 |
| PP |
1,998.2477 |
1,998.2477 |
1,998.2477 |
2,034.1930 |
| S1 |
1,854.4663 |
1,854.4663 |
2,095.1789 |
1,926.3570 |
| S2 |
1,574.9517 |
1,574.9517 |
2,056.3767 |
|
| S3 |
1,151.6557 |
1,431.1703 |
2,017.5746 |
|
| S4 |
728.3597 |
1,007.8743 |
1,901.1682 |
|
|
| 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 |
2,142.0290 |
1,709.6900 |
432.3390 |
20.3% |
259.5934 |
12.2% |
98% |
True |
False |
1,703,093 |
| 10 |
2,638.3540 |
1,709.6900 |
928.6640 |
43.5% |
237.4849 |
11.1% |
46% |
False |
False |
1,459,606 |
| 20 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
55.2% |
243.0106 |
11.4% |
36% |
False |
False |
1,296,892 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
124.7% |
397.0704 |
18.6% |
16% |
False |
False |
1,352,745 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
124.7% |
333.9755 |
15.7% |
16% |
False |
False |
1,169,477 |
| 80 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
137.1% |
281.6580 |
13.2% |
24% |
False |
False |
1,041,882 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
144.1% |
262.0698 |
12.3% |
27% |
False |
False |
1,030,366 |
| 120 |
4,370.7670 |
912.6060 |
3,458.1610 |
162.1% |
249.3877 |
11.7% |
35% |
False |
False |
1,145,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,941.0370 |
|
2.618 |
3,250.2179 |
|
1.618 |
2,826.9219 |
|
1.000 |
2,565.3250 |
|
0.618 |
2,403.6259 |
|
HIGH |
2,142.0290 |
|
0.618 |
1,980.3299 |
|
0.500 |
1,930.3810 |
|
0.382 |
1,880.4321 |
|
LOW |
1,718.7330 |
|
0.618 |
1,457.1361 |
|
1.000 |
1,295.4370 |
|
1.618 |
1,033.8401 |
|
2.618 |
610.5441 |
|
4.250 |
-80.2750 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.1143 |
2,066.1143 |
| PP |
1,998.2477 |
1,998.2477 |
| S1 |
1,930.3810 |
1,930.3810 |
|