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 |
7,008.0 |
7,022.5 |
14.5 |
0.2% |
6,932.5 |
High |
7,052.0 |
7,033.5 |
-18.5 |
-0.3% |
7,082.0 |
Low |
6,995.0 |
6,938.5 |
-56.5 |
-0.8% |
6,872.0 |
Close |
7,020.0 |
6,980.5 |
-39.5 |
-0.6% |
7,067.5 |
Range |
57.0 |
95.0 |
38.0 |
66.7% |
210.0 |
ATR |
66.7 |
68.7 |
2.0 |
3.0% |
0.0 |
Volume |
64,570 |
118,230 |
53,660 |
83.1% |
380,352 |
|
Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,269.0 |
7,220.0 |
7,033.0 |
|
R3 |
7,174.0 |
7,125.0 |
7,006.5 |
|
R2 |
7,079.0 |
7,079.0 |
6,998.0 |
|
R1 |
7,030.0 |
7,030.0 |
6,989.0 |
7,007.0 |
PP |
6,984.0 |
6,984.0 |
6,984.0 |
6,973.0 |
S1 |
6,935.0 |
6,935.0 |
6,972.0 |
6,912.0 |
S2 |
6,889.0 |
6,889.0 |
6,963.0 |
|
S3 |
6,794.0 |
6,840.0 |
6,954.5 |
|
S4 |
6,699.0 |
6,745.0 |
6,928.0 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,637.0 |
7,562.5 |
7,183.0 |
|
R3 |
7,427.0 |
7,352.5 |
7,125.0 |
|
R2 |
7,217.0 |
7,217.0 |
7,106.0 |
|
R1 |
7,142.5 |
7,142.5 |
7,087.0 |
7,180.0 |
PP |
7,007.0 |
7,007.0 |
7,007.0 |
7,026.0 |
S1 |
6,932.5 |
6,932.5 |
7,048.0 |
6,970.0 |
S2 |
6,797.0 |
6,797.0 |
7,029.0 |
|
S3 |
6,587.0 |
6,722.5 |
7,010.0 |
|
S4 |
6,377.0 |
6,512.5 |
6,952.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,087.5 |
6,938.5 |
149.0 |
2.1% |
66.5 |
1.0% |
28% |
False |
True |
77,329 |
10 |
7,097.0 |
6,872.0 |
225.0 |
3.2% |
78.0 |
1.1% |
48% |
False |
False |
86,490 |
20 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
67.0 |
1.0% |
40% |
False |
False |
94,132 |
40 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
58.0 |
0.8% |
60% |
False |
False |
47,311 |
60 |
7,143.0 |
6,655.0 |
488.0 |
7.0% |
48.5 |
0.7% |
67% |
False |
False |
31,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,437.0 |
2.618 |
7,282.0 |
1.618 |
7,187.0 |
1.000 |
7,128.5 |
0.618 |
7,092.0 |
HIGH |
7,033.5 |
0.618 |
6,997.0 |
0.500 |
6,986.0 |
0.382 |
6,975.0 |
LOW |
6,938.5 |
0.618 |
6,880.0 |
1.000 |
6,843.5 |
1.618 |
6,785.0 |
2.618 |
6,690.0 |
4.250 |
6,535.0 |
|
|
Fisher Pivots for day following 30-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
6,986.0 |
7,013.0 |
PP |
6,984.0 |
7,002.0 |
S1 |
6,982.5 |
6,991.5 |
|