| 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 |
1,778.8 |
1,761.9 |
-16.9 |
-1.0% |
1,764.3 |
| High |
1,779.2 |
1,774.7 |
-4.5 |
-0.3% |
1,795.6 |
| Low |
1,750.1 |
1,753.2 |
3.1 |
0.2% |
1,764.1 |
| Close |
1,763.6 |
1,771.6 |
8.0 |
0.5% |
1,777.8 |
| Range |
29.1 |
21.5 |
-7.6 |
-26.1% |
31.5 |
| ATR |
27.8 |
27.4 |
-0.5 |
-1.6% |
0.0 |
| Volume |
239,910 |
177,887 |
-62,023 |
-25.9% |
860,976 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,831.0 |
1,822.8 |
1,783.4 |
|
| R3 |
1,809.5 |
1,801.3 |
1,777.5 |
|
| R2 |
1,788.0 |
1,788.0 |
1,775.5 |
|
| R1 |
1,779.8 |
1,779.8 |
1,773.6 |
1,783.9 |
| PP |
1,766.5 |
1,766.5 |
1,766.5 |
1,768.6 |
| S1 |
1,758.3 |
1,758.3 |
1,769.6 |
1,762.4 |
| S2 |
1,745.0 |
1,745.0 |
1,767.7 |
|
| S3 |
1,723.5 |
1,736.8 |
1,765.7 |
|
| S4 |
1,702.0 |
1,715.3 |
1,759.8 |
|
|
| 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 |
1,791.0 |
1,750.1 |
40.9 |
2.3% |
19.9 |
1.1% |
53% |
False |
False |
178,404 |
| 10 |
1,826.4 |
1,750.1 |
76.3 |
4.3% |
25.9 |
1.5% |
28% |
False |
False |
209,005 |
| 20 |
1,912.3 |
1,750.1 |
162.2 |
9.2% |
28.8 |
1.6% |
13% |
False |
False |
208,358 |
| 40 |
1,919.2 |
1,750.1 |
169.1 |
9.5% |
26.1 |
1.5% |
13% |
False |
False |
150,512 |
| 60 |
1,919.2 |
1,725.5 |
193.7 |
10.9% |
24.8 |
1.4% |
24% |
False |
False |
102,050 |
| 80 |
1,919.2 |
1,679.4 |
239.8 |
13.5% |
24.3 |
1.4% |
38% |
False |
False |
77,266 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
25.4 |
1.4% |
39% |
False |
False |
62,291 |
| 120 |
1,926.6 |
1,678.4 |
248.2 |
14.0% |
26.1 |
1.5% |
38% |
False |
False |
52,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,866.1 |
|
2.618 |
1,831.0 |
|
1.618 |
1,809.5 |
|
1.000 |
1,796.2 |
|
0.618 |
1,788.0 |
|
HIGH |
1,774.7 |
|
0.618 |
1,766.5 |
|
0.500 |
1,764.0 |
|
0.382 |
1,761.4 |
|
LOW |
1,753.2 |
|
0.618 |
1,739.9 |
|
1.000 |
1,731.7 |
|
1.618 |
1,718.4 |
|
2.618 |
1,696.9 |
|
4.250 |
1,661.8 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,769.1 |
1,770.4 |
| PP |
1,766.5 |
1,769.3 |
| S1 |
1,764.0 |
1,768.1 |
|