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 |
1,778.29 |
1,760.99 |
-17.30 |
-1.0% |
1,763.56 |
High |
1,778.52 |
1,772.81 |
-5.71 |
-0.3% |
1,793.84 |
Low |
1,752.19 |
1,753.31 |
1.12 |
0.1% |
1,763.56 |
Close |
1,760.92 |
1,769.71 |
8.79 |
0.5% |
1,780.81 |
Range |
26.33 |
19.50 |
-6.83 |
-25.9% |
30.28 |
ATR |
23.52 |
23.23 |
-0.29 |
-1.2% |
0.00 |
Volume |
6,299 |
6,445 |
146 |
2.3% |
30,837 |
|
Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.78 |
1,816.24 |
1,780.44 |
|
R3 |
1,804.28 |
1,796.74 |
1,775.07 |
|
R2 |
1,784.78 |
1,784.78 |
1,773.29 |
|
R1 |
1,777.24 |
1,777.24 |
1,771.50 |
1,781.01 |
PP |
1,765.28 |
1,765.28 |
1,765.28 |
1,767.16 |
S1 |
1,757.74 |
1,757.74 |
1,767.92 |
1,761.51 |
S2 |
1,745.78 |
1,745.78 |
1,766.14 |
|
S3 |
1,726.28 |
1,738.24 |
1,764.35 |
|
S4 |
1,706.78 |
1,718.74 |
1,758.99 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.24 |
1,855.81 |
1,797.46 |
|
R3 |
1,839.96 |
1,825.53 |
1,789.14 |
|
R2 |
1,809.68 |
1,809.68 |
1,786.36 |
|
R1 |
1,795.25 |
1,795.25 |
1,783.59 |
1,802.47 |
PP |
1,779.40 |
1,779.40 |
1,779.40 |
1,783.01 |
S1 |
1,764.97 |
1,764.97 |
1,778.03 |
1,772.19 |
S2 |
1,749.12 |
1,749.12 |
1,775.26 |
|
S3 |
1,718.84 |
1,734.69 |
1,772.48 |
|
S4 |
1,688.56 |
1,704.41 |
1,764.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,788.62 |
1,752.19 |
36.43 |
2.1% |
17.55 |
1.0% |
48% |
False |
False |
6,317 |
10 |
1,824.38 |
1,752.19 |
72.19 |
4.1% |
23.08 |
1.3% |
24% |
False |
False |
6,178 |
20 |
1,909.13 |
1,752.19 |
156.94 |
8.9% |
25.14 |
1.4% |
11% |
False |
False |
6,313 |
40 |
1,915.42 |
1,752.19 |
163.23 |
9.2% |
23.99 |
1.4% |
11% |
False |
False |
6,353 |
60 |
1,915.42 |
1,723.88 |
191.54 |
10.8% |
22.65 |
1.3% |
24% |
False |
False |
6,446 |
80 |
1,915.42 |
1,678.24 |
237.18 |
13.4% |
22.40 |
1.3% |
39% |
False |
False |
6,505 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.4% |
23.47 |
1.3% |
39% |
False |
False |
6,495 |
120 |
1,916.51 |
1,677.64 |
238.87 |
13.5% |
25.20 |
1.4% |
39% |
False |
False |
6,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,855.69 |
2.618 |
1,823.86 |
1.618 |
1,804.36 |
1.000 |
1,792.31 |
0.618 |
1,784.86 |
HIGH |
1,772.81 |
0.618 |
1,765.36 |
0.500 |
1,763.06 |
0.382 |
1,760.76 |
LOW |
1,753.31 |
0.618 |
1,741.26 |
1.000 |
1,733.81 |
1.618 |
1,721.76 |
2.618 |
1,702.26 |
4.250 |
1,670.44 |
|
|
Fisher Pivots for day following 30-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,767.49 |
1,769.32 |
PP |
1,765.28 |
1,768.94 |
S1 |
1,763.06 |
1,768.55 |
|