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 |
4,100.0 |
4,062.5 |
-37.5 |
-0.9% |
4,057.0 |
High |
4,101.5 |
4,101.5 |
0.0 |
0.0% |
4,121.0 |
Low |
4,033.5 |
4,037.0 |
3.5 |
0.1% |
4,015.0 |
Close |
4,055.5 |
4,064.0 |
8.5 |
0.2% |
4,108.5 |
Range |
68.0 |
64.5 |
-3.5 |
-5.1% |
106.0 |
ATR |
46.2 |
47.5 |
1.3 |
2.8% |
0.0 |
Volume |
1,112,098 |
792,603 |
-319,495 |
-28.7% |
3,320,964 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,261.0 |
4,227.0 |
4,099.5 |
|
R3 |
4,196.5 |
4,162.5 |
4,081.7 |
|
R2 |
4,132.0 |
4,132.0 |
4,075.8 |
|
R1 |
4,098.0 |
4,098.0 |
4,069.9 |
4,115.0 |
PP |
4,067.5 |
4,067.5 |
4,067.5 |
4,076.0 |
S1 |
4,033.5 |
4,033.5 |
4,058.1 |
4,050.5 |
S2 |
4,003.0 |
4,003.0 |
4,052.2 |
|
S3 |
3,938.5 |
3,969.0 |
4,046.3 |
|
S4 |
3,874.0 |
3,904.5 |
4,028.5 |
|
|
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% |
47.7 |
1.2% |
35% |
False |
False |
685,194 |
10 |
4,151.0 |
4,015.0 |
136.0 |
3.3% |
57.4 |
1.4% |
36% |
False |
False |
752,586 |
20 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
43.9 |
1.1% |
36% |
False |
False |
646,457 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
44.9 |
1.1% |
72% |
False |
False |
329,281 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
40.8 |
1.0% |
72% |
False |
False |
219,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,375.6 |
2.618 |
4,270.4 |
1.618 |
4,205.9 |
1.000 |
4,166.0 |
0.618 |
4,141.4 |
HIGH |
4,101.5 |
0.618 |
4,076.9 |
0.500 |
4,069.3 |
0.382 |
4,061.6 |
LOW |
4,037.0 |
0.618 |
3,997.1 |
1.000 |
3,972.5 |
1.618 |
3,932.6 |
2.618 |
3,868.1 |
4.250 |
3,762.9 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,069.3 |
4,072.8 |
PP |
4,067.5 |
4,069.8 |
S1 |
4,065.8 |
4,066.9 |
|