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 |
4,111.5 |
4,081.0 |
-30.5 |
-0.7% |
4,057.0 |
High |
4,113.5 |
4,112.0 |
-1.5 |
0.0% |
4,121.0 |
Low |
4,073.5 |
4,075.0 |
1.5 |
0.0% |
4,015.0 |
Close |
4,076.0 |
4,097.5 |
21.5 |
0.5% |
4,108.5 |
Range |
40.0 |
37.0 |
-3.0 |
-7.5% |
106.0 |
ATR |
45.1 |
44.5 |
-0.6 |
-1.3% |
0.0 |
Volume |
516,701 |
554,059 |
37,358 |
7.2% |
3,320,964 |
|
Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,205.8 |
4,188.7 |
4,117.9 |
|
R3 |
4,168.8 |
4,151.7 |
4,107.7 |
|
R2 |
4,131.8 |
4,131.8 |
4,104.3 |
|
R1 |
4,114.7 |
4,114.7 |
4,100.9 |
4,123.3 |
PP |
4,094.8 |
4,094.8 |
4,094.8 |
4,099.1 |
S1 |
4,077.7 |
4,077.7 |
4,094.1 |
4,086.3 |
S2 |
4,057.8 |
4,057.8 |
4,090.7 |
|
S3 |
4,020.8 |
4,040.7 |
4,087.3 |
|
S4 |
3,983.8 |
4,003.7 |
4,077.2 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,399.5 |
4,360.0 |
4,166.8 |
|
R3 |
4,293.5 |
4,254.0 |
4,137.7 |
|
R2 |
4,187.5 |
4,187.5 |
4,127.9 |
|
R1 |
4,148.0 |
4,148.0 |
4,118.2 |
4,167.8 |
PP |
4,081.5 |
4,081.5 |
4,081.5 |
4,091.4 |
S1 |
4,042.0 |
4,042.0 |
4,098.8 |
4,061.8 |
S2 |
3,975.5 |
3,975.5 |
4,089.1 |
|
S3 |
3,869.5 |
3,936.0 |
4,079.4 |
|
S4 |
3,763.5 |
3,830.0 |
4,050.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,121.0 |
4,057.5 |
63.5 |
1.5% |
42.9 |
1.0% |
63% |
False |
False |
536,714 |
10 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
51.2 |
1.2% |
60% |
False |
False |
722,158 |
20 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
40.7 |
1.0% |
60% |
False |
False |
556,420 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.3 |
1.1% |
83% |
False |
False |
281,674 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
39.1 |
1.0% |
83% |
False |
False |
187,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,269.3 |
2.618 |
4,208.9 |
1.618 |
4,171.9 |
1.000 |
4,149.0 |
0.618 |
4,134.9 |
HIGH |
4,112.0 |
0.618 |
4,097.9 |
0.500 |
4,093.5 |
0.382 |
4,089.1 |
LOW |
4,075.0 |
0.618 |
4,052.1 |
1.000 |
4,038.0 |
1.618 |
4,015.1 |
2.618 |
3,978.1 |
4.250 |
3,917.8 |
|
|
Fisher Pivots for day following 29-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,096.2 |
4,097.4 |
PP |
4,094.8 |
4,097.3 |
S1 |
4,093.5 |
4,097.3 |
|