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 |
4,081.0 |
4,100.0 |
19.0 |
0.5% |
4,057.0 |
High |
4,112.0 |
4,101.5 |
-10.5 |
-0.3% |
4,121.0 |
Low |
4,075.0 |
4,033.5 |
-41.5 |
-1.0% |
4,015.0 |
Close |
4,097.5 |
4,055.5 |
-42.0 |
-1.0% |
4,108.5 |
Range |
37.0 |
68.0 |
31.0 |
83.8% |
106.0 |
ATR |
44.5 |
46.2 |
1.7 |
3.8% |
0.0 |
Volume |
554,059 |
1,112,098 |
558,039 |
100.7% |
3,320,964 |
|
Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,267.5 |
4,229.5 |
4,092.9 |
|
R3 |
4,199.5 |
4,161.5 |
4,074.2 |
|
R2 |
4,131.5 |
4,131.5 |
4,068.0 |
|
R1 |
4,093.5 |
4,093.5 |
4,061.7 |
4,078.5 |
PP |
4,063.5 |
4,063.5 |
4,063.5 |
4,056.0 |
S1 |
4,025.5 |
4,025.5 |
4,049.3 |
4,010.5 |
S2 |
3,995.5 |
3,995.5 |
4,043.0 |
|
S3 |
3,927.5 |
3,957.5 |
4,036.8 |
|
S4 |
3,859.5 |
3,889.5 |
4,018.1 |
|
|
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 |
4,033.5 |
87.5 |
2.2% |
44.2 |
1.1% |
25% |
False |
True |
642,968 |
10 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
55.7 |
1.4% |
29% |
False |
False |
748,185 |
20 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
42.8 |
1.1% |
29% |
False |
False |
608,873 |
40 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
44.7 |
1.1% |
70% |
False |
False |
309,473 |
60 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
39.9 |
1.0% |
70% |
False |
False |
206,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,390.5 |
2.618 |
4,279.5 |
1.618 |
4,211.5 |
1.000 |
4,169.5 |
0.618 |
4,143.5 |
HIGH |
4,101.5 |
0.618 |
4,075.5 |
0.500 |
4,067.5 |
0.382 |
4,059.5 |
LOW |
4,033.5 |
0.618 |
3,991.5 |
1.000 |
3,965.5 |
1.618 |
3,923.5 |
2.618 |
3,855.5 |
4.250 |
3,744.5 |
|
|
Fisher Pivots for day following 30-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,067.5 |
4,073.5 |
PP |
4,063.5 |
4,067.5 |
S1 |
4,059.5 |
4,061.5 |
|