| 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 |
2,336.8 |
2,336.7 |
-0.1 |
0.0% |
2,223.6 |
| High |
2,346.7 |
2,338.6 |
-8.1 |
-0.3% |
2,346.7 |
| Low |
2,325.8 |
2,299.4 |
-26.4 |
-1.1% |
2,206.2 |
| Close |
2,332.0 |
2,316.2 |
-15.8 |
-0.7% |
2,332.0 |
| Range |
20.9 |
39.2 |
18.3 |
87.6% |
140.5 |
| ATR |
40.9 |
40.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
161,203 |
137,874 |
-23,329 |
-14.5% |
689,275 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.7 |
2,415.1 |
2,337.8 |
|
| R3 |
2,396.5 |
2,375.9 |
2,327.0 |
|
| R2 |
2,357.3 |
2,357.3 |
2,323.4 |
|
| R1 |
2,336.7 |
2,336.7 |
2,319.8 |
2,327.4 |
| PP |
2,318.1 |
2,318.1 |
2,318.1 |
2,313.4 |
| S1 |
2,297.5 |
2,297.5 |
2,312.6 |
2,288.2 |
| S2 |
2,278.9 |
2,278.9 |
2,309.0 |
|
| S3 |
2,239.7 |
2,258.3 |
2,305.4 |
|
| S4 |
2,200.5 |
2,219.1 |
2,294.6 |
|
|
| 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 |
2,258.8 |
87.9 |
3.8% |
32.5 |
1.4% |
65% |
False |
False |
131,466 |
| 10 |
2,346.7 |
2,206.2 |
140.5 |
6.1% |
43.2 |
1.9% |
78% |
False |
False |
169,563 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.1% |
39.1 |
1.7% |
78% |
False |
False |
110,474 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
42.6 |
1.8% |
87% |
False |
False |
55,370 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
41.4 |
1.8% |
87% |
False |
False |
36,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,505.2 |
|
2.618 |
2,441.2 |
|
1.618 |
2,402.0 |
|
1.000 |
2,377.8 |
|
0.618 |
2,362.8 |
|
HIGH |
2,338.6 |
|
0.618 |
2,323.6 |
|
0.500 |
2,319.0 |
|
0.382 |
2,314.4 |
|
LOW |
2,299.4 |
|
0.618 |
2,275.2 |
|
1.000 |
2,260.2 |
|
1.618 |
2,236.0 |
|
2.618 |
2,196.8 |
|
4.250 |
2,132.8 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,319.0 |
2,323.1 |
| PP |
2,318.1 |
2,320.8 |
| S1 |
2,317.1 |
2,318.5 |
|