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 |
4,062.5 |
4,075.5 |
13.0 |
0.3% |
4,111.5 |
High |
4,101.5 |
4,089.0 |
-12.5 |
-0.3% |
4,113.5 |
Low |
4,037.0 |
4,063.0 |
26.0 |
0.6% |
4,033.5 |
Close |
4,064.0 |
4,067.5 |
3.5 |
0.1% |
4,067.5 |
Range |
64.5 |
26.0 |
-38.5 |
-59.7% |
80.0 |
ATR |
47.5 |
46.0 |
-1.5 |
-3.2% |
0.0 |
Volume |
792,603 |
469,333 |
-323,270 |
-40.8% |
3,444,794 |
|
Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,151.2 |
4,135.3 |
4,081.8 |
|
R3 |
4,125.2 |
4,109.3 |
4,074.7 |
|
R2 |
4,099.2 |
4,099.2 |
4,072.3 |
|
R1 |
4,083.3 |
4,083.3 |
4,069.9 |
4,078.3 |
PP |
4,073.2 |
4,073.2 |
4,073.2 |
4,070.6 |
S1 |
4,057.3 |
4,057.3 |
4,065.1 |
4,052.3 |
S2 |
4,047.2 |
4,047.2 |
4,062.7 |
|
S3 |
4,021.2 |
4,031.3 |
4,060.4 |
|
S4 |
3,995.2 |
4,005.3 |
4,053.2 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,311.5 |
4,269.5 |
4,111.5 |
|
R3 |
4,231.5 |
4,189.5 |
4,089.5 |
|
R2 |
4,151.5 |
4,151.5 |
4,082.2 |
|
R1 |
4,109.5 |
4,109.5 |
4,074.8 |
4,090.5 |
PP |
4,071.5 |
4,071.5 |
4,071.5 |
4,062.0 |
S1 |
4,029.5 |
4,029.5 |
4,060.2 |
4,010.5 |
S2 |
3,991.5 |
3,991.5 |
4,052.8 |
|
S3 |
3,911.5 |
3,949.5 |
4,045.5 |
|
S4 |
3,831.5 |
3,869.5 |
4,023.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,113.5 |
4,033.5 |
80.0 |
2.0% |
47.1 |
1.2% |
43% |
False |
False |
688,958 |
10 |
4,121.0 |
4,015.0 |
106.0 |
2.6% |
50.7 |
1.2% |
50% |
False |
False |
676,575 |
20 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
43.8 |
1.1% |
38% |
False |
False |
669,010 |
40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
44.6 |
1.1% |
74% |
False |
False |
341,008 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
41.1 |
1.0% |
74% |
False |
False |
227,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,199.5 |
2.618 |
4,157.1 |
1.618 |
4,131.1 |
1.000 |
4,115.0 |
0.618 |
4,105.1 |
HIGH |
4,089.0 |
0.618 |
4,079.1 |
0.500 |
4,076.0 |
0.382 |
4,072.9 |
LOW |
4,063.0 |
0.618 |
4,046.9 |
1.000 |
4,037.0 |
1.618 |
4,020.9 |
2.618 |
3,994.9 |
4.250 |
3,952.5 |
|
|
Fisher Pivots for day following 02-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,076.0 |
4,067.5 |
PP |
4,073.2 |
4,067.5 |
S1 |
4,070.3 |
4,067.5 |
|