| 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 |
14,396.63 |
14,411.43 |
14.80 |
0.1% |
14,054.15 |
| High |
14,401.71 |
14,530.07 |
128.36 |
0.9% |
14,429.14 |
| Low |
14,324.26 |
14,411.43 |
87.17 |
0.6% |
13,969.01 |
| Close |
14,345.18 |
14,524.98 |
179.80 |
1.3% |
14,345.18 |
| Range |
77.45 |
118.64 |
41.19 |
53.2% |
460.13 |
| ATR |
160.26 |
162.02 |
1.76 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,844.75 |
14,803.50 |
14,590.23 |
|
| R3 |
14,726.11 |
14,684.86 |
14,557.61 |
|
| R2 |
14,607.47 |
14,607.47 |
14,546.73 |
|
| R1 |
14,566.22 |
14,566.22 |
14,535.86 |
14,586.85 |
| PP |
14,488.83 |
14,488.83 |
14,488.83 |
14,499.14 |
| S1 |
14,447.58 |
14,447.58 |
14,514.10 |
14,468.21 |
| S2 |
14,370.19 |
14,370.19 |
14,503.23 |
|
| S3 |
14,251.55 |
14,328.94 |
14,492.35 |
|
| S4 |
14,132.91 |
14,210.30 |
14,459.73 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,628.17 |
15,446.80 |
14,598.25 |
|
| R3 |
15,168.04 |
14,986.67 |
14,471.72 |
|
| R2 |
14,707.91 |
14,707.91 |
14,429.54 |
|
| R1 |
14,526.54 |
14,526.54 |
14,387.36 |
14,617.23 |
| PP |
14,247.78 |
14,247.78 |
14,247.78 |
14,293.12 |
| S1 |
14,066.41 |
14,066.41 |
14,303.00 |
14,157.10 |
| S2 |
13,787.65 |
13,787.65 |
14,260.82 |
|
| S3 |
13,327.52 |
13,606.28 |
14,218.64 |
|
| S4 |
12,867.39 |
13,146.15 |
14,092.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,530.07 |
14,128.01 |
402.06 |
2.8% |
105.04 |
0.7% |
99% |
True |
False |
|
| 10 |
14,530.07 |
13,847.32 |
682.75 |
4.7% |
144.38 |
1.0% |
99% |
True |
False |
|
| 20 |
14,530.07 |
13,469.85 |
1,060.22 |
7.3% |
137.88 |
0.9% |
100% |
True |
False |
|
| 40 |
14,530.07 |
12,967.18 |
1,562.89 |
10.8% |
164.32 |
1.1% |
100% |
True |
False |
|
| 60 |
14,530.07 |
12,967.18 |
1,562.89 |
10.8% |
160.02 |
1.1% |
100% |
True |
False |
|
| 80 |
14,530.07 |
12,208.39 |
2,321.68 |
16.0% |
179.41 |
1.2% |
100% |
True |
False |
|
| 100 |
14,530.07 |
12,208.39 |
2,321.68 |
16.0% |
192.08 |
1.3% |
100% |
True |
False |
|
| 120 |
14,530.07 |
12,208.39 |
2,321.68 |
16.0% |
192.69 |
1.3% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,034.29 |
|
2.618 |
14,840.67 |
|
1.618 |
14,722.03 |
|
1.000 |
14,648.71 |
|
0.618 |
14,603.39 |
|
HIGH |
14,530.07 |
|
0.618 |
14,484.75 |
|
0.500 |
14,470.75 |
|
0.382 |
14,456.75 |
|
LOW |
14,411.43 |
|
0.618 |
14,338.11 |
|
1.000 |
14,292.79 |
|
1.618 |
14,219.47 |
|
2.618 |
14,100.83 |
|
4.250 |
13,907.21 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,506.90 |
14,492.38 |
| PP |
14,488.83 |
14,459.77 |
| S1 |
14,470.75 |
14,427.17 |
|