| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,292.7 |
2,302.0 |
9.3 |
0.4% |
2,332.4 |
| High |
2,312.2 |
2,337.9 |
25.7 |
1.1% |
2,346.9 |
| Low |
2,283.9 |
2,301.2 |
17.3 |
0.8% |
2,222.1 |
| Close |
2,300.3 |
2,331.2 |
30.9 |
1.3% |
2,230.6 |
| Range |
28.3 |
36.7 |
8.4 |
29.7% |
124.8 |
| ATR |
42.8 |
42.5 |
-0.4 |
-0.9% |
0.0 |
| Volume |
122,883 |
110,613 |
-12,270 |
-10.0% |
1,130,969 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,433.5 |
2,419.1 |
2,351.4 |
|
| R3 |
2,396.8 |
2,382.4 |
2,341.3 |
|
| R2 |
2,360.1 |
2,360.1 |
2,337.9 |
|
| R1 |
2,345.7 |
2,345.7 |
2,334.6 |
2,352.9 |
| PP |
2,323.4 |
2,323.4 |
2,323.4 |
2,327.1 |
| S1 |
2,309.0 |
2,309.0 |
2,327.8 |
2,316.2 |
| S2 |
2,286.7 |
2,286.7 |
2,324.5 |
|
| S3 |
2,250.0 |
2,272.3 |
2,321.1 |
|
| S4 |
2,213.3 |
2,235.6 |
2,311.0 |
|
|
| 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 |
2,337.9 |
2,206.2 |
131.7 |
5.6% |
50.2 |
2.2% |
95% |
True |
False |
156,110 |
| 10 |
2,346.9 |
2,206.2 |
140.7 |
6.0% |
43.3 |
1.9% |
89% |
False |
False |
184,110 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.0% |
39.1 |
1.7% |
89% |
False |
False |
95,545 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
43.1 |
1.8% |
93% |
False |
False |
47,898 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
41.9 |
1.8% |
93% |
False |
False |
31,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,493.9 |
|
2.618 |
2,434.0 |
|
1.618 |
2,397.3 |
|
1.000 |
2,374.6 |
|
0.618 |
2,360.6 |
|
HIGH |
2,337.9 |
|
0.618 |
2,323.9 |
|
0.500 |
2,319.6 |
|
0.382 |
2,315.2 |
|
LOW |
2,301.2 |
|
0.618 |
2,278.5 |
|
1.000 |
2,264.5 |
|
1.618 |
2,241.8 |
|
2.618 |
2,205.1 |
|
4.250 |
2,145.2 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,327.3 |
2,320.3 |
| PP |
2,323.4 |
2,309.3 |
| S1 |
2,319.6 |
2,298.4 |
|