| 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 |
2,311.0 |
2,324.4 |
13.4 |
0.6% |
2,336.7 |
| High |
2,330.6 |
2,335.9 |
5.3 |
0.2% |
2,338.6 |
| Low |
2,308.6 |
2,297.1 |
-11.5 |
-0.5% |
2,284.7 |
| Close |
2,327.0 |
2,302.0 |
-25.0 |
-1.1% |
2,302.0 |
| Range |
22.0 |
38.8 |
16.8 |
76.4% |
53.9 |
| ATR |
38.1 |
38.2 |
0.0 |
0.1% |
0.0 |
| Volume |
136,378 |
131,876 |
-4,502 |
-3.3% |
650,165 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,428.1 |
2,403.8 |
2,323.3 |
|
| R3 |
2,389.3 |
2,365.0 |
2,312.7 |
|
| R2 |
2,350.5 |
2,350.5 |
2,309.1 |
|
| R1 |
2,326.2 |
2,326.2 |
2,305.6 |
2,319.0 |
| PP |
2,311.7 |
2,311.7 |
2,311.7 |
2,308.0 |
| S1 |
2,287.4 |
2,287.4 |
2,298.4 |
2,280.2 |
| S2 |
2,272.9 |
2,272.9 |
2,294.9 |
|
| S3 |
2,234.1 |
2,248.6 |
2,291.3 |
|
| S4 |
2,195.3 |
2,209.8 |
2,280.7 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.1 |
2,440.0 |
2,331.6 |
|
| R3 |
2,416.2 |
2,386.1 |
2,316.8 |
|
| R2 |
2,362.3 |
2,362.3 |
2,311.9 |
|
| R1 |
2,332.2 |
2,332.2 |
2,306.9 |
2,320.3 |
| PP |
2,308.4 |
2,308.4 |
2,308.4 |
2,302.5 |
| S1 |
2,278.3 |
2,278.3 |
2,297.1 |
2,266.4 |
| S2 |
2,254.5 |
2,254.5 |
2,292.1 |
|
| S3 |
2,200.6 |
2,224.4 |
2,287.2 |
|
| S4 |
2,146.7 |
2,170.5 |
2,272.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,338.6 |
2,284.7 |
53.9 |
2.3% |
31.9 |
1.4% |
32% |
False |
False |
130,033 |
| 10 |
2,346.7 |
2,206.2 |
140.5 |
6.1% |
36.4 |
1.6% |
68% |
False |
False |
133,944 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.1% |
38.2 |
1.7% |
68% |
False |
False |
135,994 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
41.7 |
1.8% |
81% |
False |
False |
68,164 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
40.6 |
1.8% |
81% |
False |
False |
45,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.8 |
|
2.618 |
2,437.5 |
|
1.618 |
2,398.7 |
|
1.000 |
2,374.7 |
|
0.618 |
2,359.9 |
|
HIGH |
2,335.9 |
|
0.618 |
2,321.1 |
|
0.500 |
2,316.5 |
|
0.382 |
2,311.9 |
|
LOW |
2,297.1 |
|
0.618 |
2,273.1 |
|
1.000 |
2,258.3 |
|
1.618 |
2,234.3 |
|
2.618 |
2,195.5 |
|
4.250 |
2,132.2 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,316.5 |
2,310.3 |
| PP |
2,311.7 |
2,307.5 |
| S1 |
2,306.8 |
2,304.8 |
|