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 |
1,761.9 |
1,770.8 |
8.9 |
0.5% |
1,764.3 |
High |
1,774.7 |
1,783.4 |
8.7 |
0.5% |
1,795.6 |
Low |
1,753.2 |
1,765.9 |
12.7 |
0.7% |
1,764.1 |
Close |
1,771.6 |
1,776.8 |
5.2 |
0.3% |
1,777.8 |
Range |
21.5 |
17.5 |
-4.0 |
-18.6% |
31.5 |
ATR |
27.4 |
26.7 |
-0.7 |
-2.6% |
0.0 |
Volume |
177,887 |
171,443 |
-6,444 |
-3.6% |
860,976 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.9 |
1,819.8 |
1,786.4 |
|
R3 |
1,810.4 |
1,802.3 |
1,781.6 |
|
R2 |
1,792.9 |
1,792.9 |
1,780.0 |
|
R1 |
1,784.8 |
1,784.8 |
1,778.4 |
1,788.9 |
PP |
1,775.4 |
1,775.4 |
1,775.4 |
1,777.4 |
S1 |
1,767.3 |
1,767.3 |
1,775.2 |
1,771.4 |
S2 |
1,757.9 |
1,757.9 |
1,773.6 |
|
S3 |
1,740.4 |
1,749.8 |
1,772.0 |
|
S4 |
1,722.9 |
1,732.3 |
1,767.2 |
|
|
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% |
20.2 |
1.1% |
65% |
False |
False |
182,246 |
10 |
1,797.9 |
1,750.1 |
47.8 |
2.7% |
21.8 |
1.2% |
56% |
False |
False |
187,560 |
20 |
1,906.9 |
1,750.1 |
156.8 |
8.8% |
27.4 |
1.5% |
17% |
False |
False |
203,001 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.5% |
26.1 |
1.5% |
16% |
False |
False |
154,287 |
60 |
1,919.2 |
1,725.5 |
193.7 |
10.9% |
24.9 |
1.4% |
26% |
False |
False |
104,879 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.5% |
24.1 |
1.4% |
41% |
False |
False |
79,352 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
25.2 |
1.4% |
41% |
False |
False |
63,977 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
25.6 |
1.4% |
41% |
False |
False |
53,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,857.8 |
2.618 |
1,829.2 |
1.618 |
1,811.7 |
1.000 |
1,800.9 |
0.618 |
1,794.2 |
HIGH |
1,783.4 |
0.618 |
1,776.7 |
0.500 |
1,774.7 |
0.382 |
1,772.6 |
LOW |
1,765.9 |
0.618 |
1,755.1 |
1.000 |
1,748.4 |
1.618 |
1,737.6 |
2.618 |
1,720.1 |
4.250 |
1,691.5 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,776.1 |
1,773.5 |
PP |
1,775.4 |
1,770.1 |
S1 |
1,774.7 |
1,766.8 |
|