Trading Metrics calculated at close of trading on 23-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
7,013.5 |
7,012.5 |
-1.0 |
0.0% |
7,084.5 |
High |
7,026.0 |
7,055.0 |
29.0 |
0.4% |
7,143.0 |
Low |
6,986.0 |
6,992.5 |
6.5 |
0.1% |
6,928.5 |
Close |
7,023.0 |
7,012.5 |
-10.5 |
-0.1% |
6,934.5 |
Range |
40.0 |
62.5 |
22.5 |
56.3% |
214.5 |
ATR |
69.5 |
69.0 |
-0.5 |
-0.7% |
0.0 |
Volume |
69,378 |
77,615 |
8,237 |
11.9% |
1,035,337 |
|
Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,207.5 |
7,172.5 |
7,047.0 |
|
R3 |
7,145.0 |
7,110.0 |
7,029.5 |
|
R2 |
7,082.5 |
7,082.5 |
7,024.0 |
|
R1 |
7,047.5 |
7,047.5 |
7,018.0 |
7,044.0 |
PP |
7,020.0 |
7,020.0 |
7,020.0 |
7,018.0 |
S1 |
6,985.0 |
6,985.0 |
7,007.0 |
6,981.0 |
S2 |
6,957.5 |
6,957.5 |
7,001.0 |
|
S3 |
6,895.0 |
6,922.5 |
6,995.5 |
|
S4 |
6,832.5 |
6,860.0 |
6,978.0 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,645.5 |
7,504.5 |
7,052.5 |
|
R3 |
7,431.0 |
7,290.0 |
6,993.5 |
|
R2 |
7,216.5 |
7,216.5 |
6,974.0 |
|
R1 |
7,075.5 |
7,075.5 |
6,954.0 |
7,039.0 |
PP |
7,002.0 |
7,002.0 |
7,002.0 |
6,983.5 |
S1 |
6,861.0 |
6,861.0 |
6,915.0 |
6,824.0 |
S2 |
6,787.5 |
6,787.5 |
6,895.0 |
|
S3 |
6,573.0 |
6,646.5 |
6,875.5 |
|
S4 |
6,358.5 |
6,432.0 |
6,816.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,097.0 |
6,872.0 |
225.0 |
3.2% |
90.0 |
1.3% |
62% |
False |
False |
95,651 |
10 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
72.0 |
1.0% |
52% |
False |
False |
146,305 |
20 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
61.5 |
0.9% |
52% |
False |
False |
74,944 |
40 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
55.0 |
0.8% |
68% |
False |
False |
37,650 |
60 |
7,143.0 |
6,611.0 |
532.0 |
7.6% |
43.5 |
0.6% |
75% |
False |
False |
25,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,320.5 |
2.618 |
7,218.5 |
1.618 |
7,156.0 |
1.000 |
7,117.5 |
0.618 |
7,093.5 |
HIGH |
7,055.0 |
0.618 |
7,031.0 |
0.500 |
7,024.0 |
0.382 |
7,016.5 |
LOW |
6,992.5 |
0.618 |
6,954.0 |
1.000 |
6,930.0 |
1.618 |
6,891.5 |
2.618 |
6,829.0 |
4.250 |
6,727.0 |
|
|
Fisher Pivots for day following 23-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
7,024.0 |
6,996.0 |
PP |
7,020.0 |
6,980.0 |
S1 |
7,016.0 |
6,963.5 |
|