Trading Metrics calculated at close of trading on 01-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,760.99 |
1,769.73 |
8.74 |
0.5% |
1,763.56 |
High |
1,772.81 |
1,781.44 |
8.63 |
0.5% |
1,793.84 |
Low |
1,753.31 |
1,766.24 |
12.93 |
0.7% |
1,763.56 |
Close |
1,769.71 |
1,776.58 |
6.87 |
0.4% |
1,780.81 |
Range |
19.50 |
15.20 |
-4.30 |
-22.1% |
30.28 |
ATR |
23.23 |
22.65 |
-0.57 |
-2.5% |
0.00 |
Volume |
6,445 |
6,349 |
-96 |
-1.5% |
30,837 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.35 |
1,813.67 |
1,784.94 |
|
R3 |
1,805.15 |
1,798.47 |
1,780.76 |
|
R2 |
1,789.95 |
1,789.95 |
1,779.37 |
|
R1 |
1,783.27 |
1,783.27 |
1,777.97 |
1,786.61 |
PP |
1,774.75 |
1,774.75 |
1,774.75 |
1,776.43 |
S1 |
1,768.07 |
1,768.07 |
1,775.19 |
1,771.41 |
S2 |
1,759.55 |
1,759.55 |
1,773.79 |
|
S3 |
1,744.35 |
1,752.87 |
1,772.40 |
|
S4 |
1,729.15 |
1,737.67 |
1,768.22 |
|
|
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% |
17.81 |
1.0% |
67% |
False |
False |
6,375 |
10 |
1,794.09 |
1,752.19 |
41.90 |
2.4% |
19.15 |
1.1% |
58% |
False |
False |
6,242 |
20 |
1,902.67 |
1,752.19 |
150.48 |
8.5% |
23.79 |
1.3% |
16% |
False |
False |
6,316 |
40 |
1,915.42 |
1,752.19 |
163.23 |
9.2% |
23.97 |
1.3% |
15% |
False |
False |
6,340 |
60 |
1,915.42 |
1,723.88 |
191.54 |
10.8% |
22.70 |
1.3% |
28% |
False |
False |
6,447 |
80 |
1,915.42 |
1,678.24 |
237.18 |
13.4% |
22.12 |
1.2% |
41% |
False |
False |
6,507 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.4% |
23.33 |
1.3% |
42% |
False |
False |
6,496 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.4% |
24.62 |
1.4% |
42% |
False |
False |
6,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,846.04 |
2.618 |
1,821.23 |
1.618 |
1,806.03 |
1.000 |
1,796.64 |
0.618 |
1,790.83 |
HIGH |
1,781.44 |
0.618 |
1,775.63 |
0.500 |
1,773.84 |
0.382 |
1,772.05 |
LOW |
1,766.24 |
0.618 |
1,756.85 |
1.000 |
1,751.04 |
1.618 |
1,741.65 |
2.618 |
1,726.45 |
4.250 |
1,701.64 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,775.67 |
1,773.33 |
PP |
1,774.75 |
1,770.07 |
S1 |
1,773.84 |
1,766.82 |
|