| 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 |
7,022.5 |
6,993.0 |
-29.5 |
-0.4% |
6,932.5 |
| High |
7,033.5 |
7,081.0 |
47.5 |
0.7% |
7,082.0 |
| Low |
6,938.5 |
6,983.5 |
45.0 |
0.6% |
6,872.0 |
| Close |
6,980.5 |
7,051.0 |
70.5 |
1.0% |
7,067.5 |
| Range |
95.0 |
97.5 |
2.5 |
2.6% |
210.0 |
| ATR |
68.7 |
71.0 |
2.3 |
3.3% |
0.0 |
| Volume |
118,230 |
105,407 |
-12,823 |
-10.8% |
380,352 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,331.0 |
7,288.5 |
7,104.5 |
|
| R3 |
7,233.5 |
7,191.0 |
7,078.0 |
|
| R2 |
7,136.0 |
7,136.0 |
7,069.0 |
|
| R1 |
7,093.5 |
7,093.5 |
7,060.0 |
7,115.0 |
| PP |
7,038.5 |
7,038.5 |
7,038.5 |
7,049.0 |
| S1 |
6,996.0 |
6,996.0 |
7,042.0 |
7,017.0 |
| S2 |
6,941.0 |
6,941.0 |
7,033.0 |
|
| S3 |
6,843.5 |
6,898.5 |
7,024.0 |
|
| S4 |
6,746.0 |
6,801.0 |
6,997.5 |
|
|
| 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% |
75.5 |
1.1% |
76% |
False |
False |
82,786 |
| 10 |
7,087.5 |
6,872.0 |
215.5 |
3.1% |
83.5 |
1.2% |
83% |
False |
False |
87,787 |
| 20 |
7,143.0 |
6,872.0 |
271.0 |
3.8% |
67.0 |
0.9% |
66% |
False |
False |
99,393 |
| 40 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
58.0 |
0.8% |
78% |
False |
False |
49,934 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
49.0 |
0.7% |
78% |
False |
False |
33,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,495.5 |
|
2.618 |
7,336.5 |
|
1.618 |
7,239.0 |
|
1.000 |
7,178.5 |
|
0.618 |
7,141.5 |
|
HIGH |
7,081.0 |
|
0.618 |
7,044.0 |
|
0.500 |
7,032.0 |
|
0.382 |
7,020.5 |
|
LOW |
6,983.5 |
|
0.618 |
6,923.0 |
|
1.000 |
6,886.0 |
|
1.618 |
6,825.5 |
|
2.618 |
6,728.0 |
|
4.250 |
6,569.0 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,045.0 |
7,037.0 |
| PP |
7,038.5 |
7,023.5 |
| S1 |
7,032.0 |
7,010.0 |
|