| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,770.8 |
1,777.5 |
6.7 |
0.4% |
1,782.0 |
| High |
1,783.4 |
1,795.9 |
12.5 |
0.7% |
1,795.9 |
| Low |
1,765.9 |
1,774.4 |
8.5 |
0.5% |
1,750.1 |
| Close |
1,776.8 |
1,783.3 |
6.5 |
0.4% |
1,783.3 |
| Range |
17.5 |
21.5 |
4.0 |
22.9% |
45.8 |
| ATR |
26.7 |
26.3 |
-0.4 |
-1.4% |
0.0 |
| Volume |
171,443 |
205,858 |
34,415 |
20.1% |
955,886 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,849.0 |
1,837.7 |
1,795.1 |
|
| R3 |
1,827.5 |
1,816.2 |
1,789.2 |
|
| R2 |
1,806.0 |
1,806.0 |
1,787.2 |
|
| R1 |
1,794.7 |
1,794.7 |
1,785.3 |
1,800.4 |
| PP |
1,784.5 |
1,784.5 |
1,784.5 |
1,787.4 |
| S1 |
1,773.2 |
1,773.2 |
1,781.3 |
1,778.9 |
| S2 |
1,763.0 |
1,763.0 |
1,779.4 |
|
| S3 |
1,741.5 |
1,751.7 |
1,777.4 |
|
| S4 |
1,720.0 |
1,730.2 |
1,771.5 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,913.8 |
1,894.4 |
1,808.5 |
|
| R3 |
1,868.0 |
1,848.6 |
1,795.9 |
|
| R2 |
1,822.2 |
1,822.2 |
1,791.7 |
|
| R1 |
1,802.8 |
1,802.8 |
1,787.5 |
1,812.5 |
| PP |
1,776.4 |
1,776.4 |
1,776.4 |
1,781.3 |
| S1 |
1,757.0 |
1,757.0 |
1,779.1 |
1,766.7 |
| S2 |
1,730.6 |
1,730.6 |
1,774.9 |
|
| S3 |
1,684.8 |
1,711.2 |
1,770.7 |
|
| S4 |
1,639.0 |
1,665.4 |
1,758.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,795.9 |
1,750.1 |
45.8 |
2.6% |
21.1 |
1.2% |
72% |
True |
False |
191,177 |
| 10 |
1,795.9 |
1,750.1 |
45.8 |
2.6% |
20.3 |
1.1% |
72% |
True |
False |
181,686 |
| 20 |
1,906.9 |
1,750.1 |
156.8 |
8.8% |
26.3 |
1.5% |
21% |
False |
False |
201,853 |
| 40 |
1,919.2 |
1,750.1 |
169.1 |
9.5% |
25.7 |
1.4% |
20% |
False |
False |
158,856 |
| 60 |
1,919.2 |
1,725.5 |
193.7 |
10.9% |
24.8 |
1.4% |
30% |
False |
False |
108,243 |
| 80 |
1,919.2 |
1,679.4 |
239.8 |
13.4% |
24.1 |
1.4% |
43% |
False |
False |
81,835 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
25.3 |
1.4% |
44% |
False |
False |
66,022 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
25.5 |
1.4% |
44% |
False |
False |
55,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,887.3 |
|
2.618 |
1,852.2 |
|
1.618 |
1,830.7 |
|
1.000 |
1,817.4 |
|
0.618 |
1,809.2 |
|
HIGH |
1,795.9 |
|
0.618 |
1,787.7 |
|
0.500 |
1,785.2 |
|
0.382 |
1,782.6 |
|
LOW |
1,774.4 |
|
0.618 |
1,761.1 |
|
1.000 |
1,752.9 |
|
1.618 |
1,739.6 |
|
2.618 |
1,718.1 |
|
4.250 |
1,683.0 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,785.2 |
1,780.4 |
| PP |
1,784.5 |
1,777.5 |
| S1 |
1,783.9 |
1,774.6 |
|