| 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 |
2,282.9 |
2,292.7 |
9.8 |
0.4% |
2,332.4 |
| High |
2,296.2 |
2,312.2 |
16.0 |
0.7% |
2,346.9 |
| Low |
2,258.8 |
2,283.9 |
25.1 |
1.1% |
2,222.1 |
| Close |
2,292.5 |
2,300.3 |
7.8 |
0.3% |
2,230.6 |
| Range |
37.4 |
28.3 |
-9.1 |
-24.3% |
124.8 |
| ATR |
43.9 |
42.8 |
-1.1 |
-2.5% |
0.0 |
| Volume |
124,757 |
122,883 |
-1,874 |
-1.5% |
1,130,969 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.7 |
2,370.3 |
2,315.9 |
|
| R3 |
2,355.4 |
2,342.0 |
2,308.1 |
|
| R2 |
2,327.1 |
2,327.1 |
2,305.5 |
|
| R1 |
2,313.7 |
2,313.7 |
2,302.9 |
2,320.4 |
| PP |
2,298.8 |
2,298.8 |
2,298.8 |
2,302.2 |
| S1 |
2,285.4 |
2,285.4 |
2,297.7 |
2,292.1 |
| S2 |
2,270.5 |
2,270.5 |
2,295.1 |
|
| S3 |
2,242.2 |
2,257.1 |
2,292.5 |
|
| S4 |
2,213.9 |
2,228.8 |
2,284.7 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,640.9 |
2,560.6 |
2,299.2 |
|
| R3 |
2,516.1 |
2,435.8 |
2,264.9 |
|
| R2 |
2,391.3 |
2,391.3 |
2,253.5 |
|
| R1 |
2,311.0 |
2,311.0 |
2,242.0 |
2,288.8 |
| PP |
2,266.5 |
2,266.5 |
2,266.5 |
2,255.4 |
| S1 |
2,186.2 |
2,186.2 |
2,219.2 |
2,164.0 |
| S2 |
2,141.7 |
2,141.7 |
2,207.7 |
|
| S3 |
2,016.9 |
2,061.4 |
2,196.3 |
|
| S4 |
1,892.1 |
1,936.6 |
2,162.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,314.3 |
2,206.2 |
108.1 |
4.7% |
54.4 |
2.4% |
87% |
False |
False |
177,030 |
| 10 |
2,346.9 |
2,206.2 |
140.7 |
6.1% |
43.1 |
1.9% |
67% |
False |
False |
178,303 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.1% |
39.0 |
1.7% |
67% |
False |
False |
90,041 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
42.8 |
1.9% |
80% |
False |
False |
45,134 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
42.2 |
1.8% |
80% |
False |
False |
30,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,432.5 |
|
2.618 |
2,386.3 |
|
1.618 |
2,358.0 |
|
1.000 |
2,340.5 |
|
0.618 |
2,329.7 |
|
HIGH |
2,312.2 |
|
0.618 |
2,301.4 |
|
0.500 |
2,298.1 |
|
0.382 |
2,294.7 |
|
LOW |
2,283.9 |
|
0.618 |
2,266.4 |
|
1.000 |
2,255.6 |
|
1.618 |
2,238.1 |
|
2.618 |
2,209.8 |
|
4.250 |
2,163.6 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.6 |
2,286.6 |
| PP |
2,298.8 |
2,272.9 |
| S1 |
2,298.1 |
2,259.2 |
|