| 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 |
2,302.0 |
2,336.8 |
34.8 |
1.5% |
2,223.6 |
| High |
2,337.9 |
2,346.7 |
8.8 |
0.4% |
2,346.7 |
| Low |
2,301.2 |
2,325.8 |
24.6 |
1.1% |
2,206.2 |
| Close |
2,331.2 |
2,332.0 |
0.8 |
0.0% |
2,332.0 |
| Range |
36.7 |
20.9 |
-15.8 |
-43.1% |
140.5 |
| ATR |
42.5 |
40.9 |
-1.5 |
-3.6% |
0.0 |
| Volume |
110,613 |
161,203 |
50,590 |
45.7% |
689,275 |
|
| Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.5 |
2,385.7 |
2,343.5 |
|
| R3 |
2,376.6 |
2,364.8 |
2,337.7 |
|
| R2 |
2,355.7 |
2,355.7 |
2,335.8 |
|
| R1 |
2,343.9 |
2,343.9 |
2,333.9 |
2,339.4 |
| PP |
2,334.8 |
2,334.8 |
2,334.8 |
2,332.6 |
| S1 |
2,323.0 |
2,323.0 |
2,330.1 |
2,318.5 |
| S2 |
2,313.9 |
2,313.9 |
2,328.2 |
|
| S3 |
2,293.0 |
2,302.1 |
2,326.3 |
|
| S4 |
2,272.1 |
2,281.2 |
2,320.5 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,716.5 |
2,664.7 |
2,409.3 |
|
| R3 |
2,576.0 |
2,524.2 |
2,370.6 |
|
| R2 |
2,435.5 |
2,435.5 |
2,357.8 |
|
| R1 |
2,383.7 |
2,383.7 |
2,344.9 |
2,409.6 |
| PP |
2,295.0 |
2,295.0 |
2,295.0 |
2,307.9 |
| S1 |
2,243.2 |
2,243.2 |
2,319.1 |
2,269.1 |
| S2 |
2,154.5 |
2,154.5 |
2,306.2 |
|
| S3 |
2,014.0 |
2,102.7 |
2,293.4 |
|
| S4 |
1,873.5 |
1,962.2 |
2,254.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,346.7 |
2,206.2 |
140.5 |
6.0% |
40.9 |
1.8% |
90% |
True |
False |
137,855 |
| 10 |
2,346.9 |
2,206.2 |
140.7 |
6.0% |
42.5 |
1.8% |
89% |
False |
False |
182,024 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.0% |
38.3 |
1.6% |
89% |
False |
False |
103,596 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
42.4 |
1.8% |
94% |
False |
False |
51,925 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
41.5 |
1.8% |
94% |
False |
False |
34,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,435.5 |
|
2.618 |
2,401.4 |
|
1.618 |
2,380.5 |
|
1.000 |
2,367.6 |
|
0.618 |
2,359.6 |
|
HIGH |
2,346.7 |
|
0.618 |
2,338.7 |
|
0.500 |
2,336.3 |
|
0.382 |
2,333.8 |
|
LOW |
2,325.8 |
|
0.618 |
2,312.9 |
|
1.000 |
2,304.9 |
|
1.618 |
2,292.0 |
|
2.618 |
2,271.1 |
|
4.250 |
2,237.0 |
|
|
| Fisher Pivots for day following 25-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,336.3 |
2,326.4 |
| PP |
2,334.8 |
2,320.9 |
| S1 |
2,333.4 |
2,315.3 |
|