| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,133.9810 |
2,189.3360 |
55.3550 |
2.6% |
2,193.0030 |
| High |
2,240.5980 |
2,280.1130 |
39.5150 |
1.8% |
2,275.7790 |
| Low |
2,063.0810 |
2,091.0270 |
27.9460 |
1.4% |
1,709.6900 |
| Close |
2,187.7670 |
2,237.4480 |
49.6810 |
2.3% |
1,863.7080 |
| Range |
177.5170 |
189.0860 |
11.5690 |
6.5% |
566.0890 |
| ATR |
293.3410 |
285.8943 |
-7.4468 |
-2.5% |
0.0000 |
| Volume |
1,478,087 |
1,429,855 |
-48,232 |
-3.3% |
8,431,397 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.1207 |
2,692.8703 |
2,341.4453 |
|
| R3 |
2,581.0347 |
2,503.7843 |
2,289.4467 |
|
| R2 |
2,391.9487 |
2,391.9487 |
2,272.1138 |
|
| R1 |
2,314.6983 |
2,314.6983 |
2,254.7809 |
2,353.3235 |
| PP |
2,202.8627 |
2,202.8627 |
2,202.8627 |
2,222.1753 |
| S1 |
2,125.6123 |
2,125.6123 |
2,220.1151 |
2,164.2375 |
| S2 |
2,013.7767 |
2,013.7767 |
2,202.7822 |
|
| S3 |
1,824.6907 |
1,936.5263 |
2,185.4494 |
|
| S4 |
1,635.6047 |
1,747.4403 |
2,133.4507 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,647.9927 |
3,321.9393 |
2,175.0570 |
|
| R3 |
3,081.9037 |
2,755.8503 |
2,019.3825 |
|
| R2 |
2,515.8147 |
2,515.8147 |
1,967.4910 |
|
| R1 |
2,189.7613 |
2,189.7613 |
1,915.5995 |
2,069.7435 |
| PP |
1,949.7257 |
1,949.7257 |
1,949.7257 |
1,889.7168 |
| S1 |
1,623.6723 |
1,623.6723 |
1,811.8165 |
1,503.6545 |
| S2 |
1,383.6367 |
1,383.6367 |
1,759.9250 |
|
| S3 |
817.5477 |
1,057.5833 |
1,708.0335 |
|
| S4 |
251.4587 |
491.4943 |
1,552.3591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,280.1130 |
1,718.7330 |
561.3800 |
25.1% |
232.5340 |
10.4% |
92% |
True |
False |
1,462,489 |
| 10 |
2,458.6910 |
1,709.6900 |
749.0010 |
33.5% |
243.2798 |
10.9% |
70% |
False |
False |
1,525,122 |
| 20 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
52.7% |
238.9955 |
10.7% |
45% |
False |
False |
1,346,511 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
118.9% |
383.3740 |
17.1% |
20% |
False |
False |
1,361,121 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
118.9% |
335.7226 |
15.0% |
20% |
False |
False |
1,199,474 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
126.1% |
281.4787 |
12.6% |
24% |
False |
False |
1,057,902 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
137.5% |
262.6577 |
11.7% |
31% |
False |
False |
1,037,418 |
| 120 |
4,370.7670 |
912.6060 |
3,458.1610 |
154.6% |
250.0960 |
11.2% |
38% |
False |
False |
1,134,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,083.7285 |
|
2.618 |
2,775.1401 |
|
1.618 |
2,586.0541 |
|
1.000 |
2,469.1990 |
|
0.618 |
2,396.9681 |
|
HIGH |
2,280.1130 |
|
0.618 |
2,207.8821 |
|
0.500 |
2,185.5700 |
|
0.382 |
2,163.2579 |
|
LOW |
2,091.0270 |
|
0.618 |
1,974.1719 |
|
1.000 |
1,901.9410 |
|
1.618 |
1,785.0859 |
|
2.618 |
1,595.9999 |
|
4.250 |
1,287.4115 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.1553 |
2,158.1063 |
| PP |
2,202.8627 |
2,078.7647 |
| S1 |
2,185.5700 |
1,999.4230 |
|