| Trading Metrics calculated at close of trading on 29-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2,336.7 |
2,317.6 |
-19.1 |
-0.8% |
2,223.6 |
| High |
2,338.6 |
2,328.8 |
-9.8 |
-0.4% |
2,346.7 |
| Low |
2,299.4 |
2,299.3 |
-0.1 |
0.0% |
2,206.2 |
| Close |
2,316.2 |
2,304.6 |
-11.6 |
-0.5% |
2,332.0 |
| Range |
39.2 |
29.5 |
-9.7 |
-24.7% |
140.5 |
| ATR |
40.8 |
40.0 |
-0.8 |
-2.0% |
0.0 |
| Volume |
137,874 |
109,224 |
-28,650 |
-20.8% |
689,275 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,399.4 |
2,381.5 |
2,320.8 |
|
| R3 |
2,369.9 |
2,352.0 |
2,312.7 |
|
| R2 |
2,340.4 |
2,340.4 |
2,310.0 |
|
| R1 |
2,322.5 |
2,322.5 |
2,307.3 |
2,316.7 |
| PP |
2,310.9 |
2,310.9 |
2,310.9 |
2,308.0 |
| S1 |
2,293.0 |
2,293.0 |
2,301.9 |
2,287.2 |
| S2 |
2,281.4 |
2,281.4 |
2,299.2 |
|
| S3 |
2,251.9 |
2,263.5 |
2,296.5 |
|
| S4 |
2,222.4 |
2,234.0 |
2,288.4 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,716.5 |
2,664.7 |
2,409.3 |
|
| R3 |
2,576.0 |
2,524.2 |
2,370.6 |
|
| R2 |
2,435.5 |
2,435.5 |
2,357.8 |
|
| R1 |
2,383.7 |
2,383.7 |
2,344.9 |
2,409.6 |
| PP |
2,295.0 |
2,295.0 |
2,295.0 |
2,307.9 |
| S1 |
2,243.2 |
2,243.2 |
2,319.1 |
2,269.1 |
| S2 |
2,154.5 |
2,154.5 |
2,306.2 |
|
| S3 |
2,014.0 |
2,102.7 |
2,293.4 |
|
| S4 |
1,873.5 |
1,962.2 |
2,254.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,346.7 |
2,283.9 |
62.8 |
2.7% |
30.9 |
1.3% |
33% |
False |
False |
128,359 |
| 10 |
2,346.7 |
2,206.2 |
140.5 |
6.1% |
43.0 |
1.9% |
70% |
False |
False |
158,577 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.1% |
38.6 |
1.7% |
70% |
False |
False |
115,909 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
42.7 |
1.9% |
82% |
False |
False |
58,098 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
41.1 |
1.8% |
82% |
False |
False |
38,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.2 |
|
2.618 |
2,406.0 |
|
1.618 |
2,376.5 |
|
1.000 |
2,358.3 |
|
0.618 |
2,347.0 |
|
HIGH |
2,328.8 |
|
0.618 |
2,317.5 |
|
0.500 |
2,314.1 |
|
0.382 |
2,310.6 |
|
LOW |
2,299.3 |
|
0.618 |
2,281.1 |
|
1.000 |
2,269.8 |
|
1.618 |
2,251.6 |
|
2.618 |
2,222.1 |
|
4.250 |
2,173.9 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,314.1 |
2,323.0 |
| PP |
2,310.9 |
2,316.9 |
| S1 |
2,307.8 |
2,310.7 |
|