Trading Metrics calculated at close of trading on 29-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
1,782.0 |
1,778.8 |
-3.2 |
-0.2% |
1,764.3 |
High |
1,786.1 |
1,779.2 |
-6.9 |
-0.4% |
1,795.6 |
Low |
1,770.4 |
1,750.1 |
-20.3 |
-1.1% |
1,764.1 |
Close |
1,780.7 |
1,763.6 |
-17.1 |
-1.0% |
1,777.8 |
Range |
15.7 |
29.1 |
13.4 |
85.4% |
31.5 |
ATR |
27.6 |
27.8 |
0.2 |
0.8% |
0.0 |
Volume |
160,788 |
239,910 |
79,122 |
49.2% |
860,976 |
|
Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.6 |
1,836.7 |
1,779.6 |
|
R3 |
1,822.5 |
1,807.6 |
1,771.6 |
|
R2 |
1,793.4 |
1,793.4 |
1,768.9 |
|
R1 |
1,778.5 |
1,778.5 |
1,766.3 |
1,771.4 |
PP |
1,764.3 |
1,764.3 |
1,764.3 |
1,760.8 |
S1 |
1,749.4 |
1,749.4 |
1,760.9 |
1,742.3 |
S2 |
1,735.2 |
1,735.2 |
1,758.3 |
|
S3 |
1,706.1 |
1,720.3 |
1,755.6 |
|
S4 |
1,677.0 |
1,691.2 |
1,747.6 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.7 |
1,857.2 |
1,795.1 |
|
R3 |
1,842.2 |
1,825.7 |
1,786.5 |
|
R2 |
1,810.7 |
1,810.7 |
1,783.6 |
|
R1 |
1,794.2 |
1,794.2 |
1,780.7 |
1,802.5 |
PP |
1,779.2 |
1,779.2 |
1,779.2 |
1,783.3 |
S1 |
1,762.7 |
1,762.7 |
1,774.9 |
1,771.0 |
S2 |
1,747.7 |
1,747.7 |
1,772.0 |
|
S3 |
1,716.2 |
1,731.2 |
1,769.1 |
|
S4 |
1,684.7 |
1,699.7 |
1,760.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,795.6 |
1,750.1 |
45.5 |
2.6% |
20.1 |
1.1% |
30% |
False |
True |
178,681 |
10 |
1,866.0 |
1,750.1 |
115.9 |
6.6% |
29.9 |
1.7% |
12% |
False |
True |
214,627 |
20 |
1,912.3 |
1,750.1 |
162.2 |
9.2% |
28.5 |
1.6% |
8% |
False |
True |
207,765 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.6% |
26.3 |
1.5% |
8% |
False |
True |
146,313 |
60 |
1,919.2 |
1,725.5 |
193.7 |
11.0% |
24.8 |
1.4% |
20% |
False |
False |
99,150 |
80 |
1,919.2 |
1,678.4 |
240.8 |
13.7% |
24.5 |
1.4% |
35% |
False |
False |
75,141 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.7% |
25.4 |
1.4% |
35% |
False |
False |
60,527 |
120 |
1,938.0 |
1,678.4 |
259.6 |
14.7% |
26.1 |
1.5% |
33% |
False |
False |
50,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.9 |
2.618 |
1,855.4 |
1.618 |
1,826.3 |
1.000 |
1,808.3 |
0.618 |
1,797.2 |
HIGH |
1,779.2 |
0.618 |
1,768.1 |
0.500 |
1,764.7 |
0.382 |
1,761.2 |
LOW |
1,750.1 |
0.618 |
1,732.1 |
1.000 |
1,721.0 |
1.618 |
1,703.0 |
2.618 |
1,673.9 |
4.250 |
1,626.4 |
|
|
Fisher Pivots for day following 29-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,764.7 |
1,770.6 |
PP |
1,764.3 |
1,768.2 |
S1 |
1,764.0 |
1,765.9 |
|