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 |
14,350.00 |
14,504.50 |
154.50 |
1.1% |
14,022.75 |
High |
14,519.75 |
14,584.75 |
65.00 |
0.4% |
14,422.00 |
Low |
14,333.25 |
14,468.75 |
135.50 |
0.9% |
13,958.50 |
Close |
14,512.50 |
14,563.00 |
50.50 |
0.3% |
14,339.00 |
Range |
186.50 |
116.00 |
-70.50 |
-37.8% |
463.50 |
ATR |
187.29 |
182.20 |
-5.09 |
-2.7% |
0.00 |
Volume |
376,860 |
360,169 |
-16,691 |
-4.4% |
2,080,742 |
|
Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,886.75 |
14,841.00 |
14,626.75 |
|
R3 |
14,770.75 |
14,725.00 |
14,595.00 |
|
R2 |
14,654.75 |
14,654.75 |
14,584.25 |
|
R1 |
14,609.00 |
14,609.00 |
14,573.75 |
14,632.00 |
PP |
14,538.75 |
14,538.75 |
14,538.75 |
14,550.25 |
S1 |
14,493.00 |
14,493.00 |
14,552.25 |
14,516.00 |
S2 |
14,422.75 |
14,422.75 |
14,541.75 |
|
S3 |
14,306.75 |
14,377.00 |
14,531.00 |
|
S4 |
14,190.75 |
14,261.00 |
14,499.25 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,630.25 |
15,448.25 |
14,594.00 |
|
R3 |
15,166.75 |
14,984.75 |
14,466.50 |
|
R2 |
14,703.25 |
14,703.25 |
14,424.00 |
|
R1 |
14,521.25 |
14,521.25 |
14,381.50 |
14,612.25 |
PP |
14,239.75 |
14,239.75 |
14,239.75 |
14,285.50 |
S1 |
14,057.75 |
14,057.75 |
14,296.50 |
14,148.75 |
S2 |
13,776.25 |
13,776.25 |
14,254.00 |
|
S3 |
13,312.75 |
13,594.25 |
14,211.50 |
|
S4 |
12,849.25 |
13,130.75 |
14,084.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,584.75 |
14,231.75 |
353.00 |
2.4% |
124.00 |
0.9% |
94% |
True |
False |
378,628 |
10 |
14,584.75 |
13,830.25 |
754.50 |
5.2% |
183.50 |
1.3% |
97% |
True |
False |
461,700 |
20 |
14,584.75 |
13,451.25 |
1,133.50 |
7.8% |
177.00 |
1.2% |
98% |
True |
False |
287,604 |
40 |
14,584.75 |
12,906.00 |
1,678.75 |
11.5% |
215.50 |
1.5% |
99% |
True |
False |
144,403 |
60 |
14,584.75 |
12,906.00 |
1,678.75 |
11.5% |
203.75 |
1.4% |
99% |
True |
False |
96,465 |
80 |
14,584.75 |
12,272.50 |
2,312.25 |
15.9% |
228.75 |
1.6% |
99% |
True |
False |
72,438 |
100 |
14,584.75 |
12,195.25 |
2,389.50 |
16.4% |
240.25 |
1.6% |
99% |
True |
False |
57,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,077.75 |
2.618 |
14,888.50 |
1.618 |
14,772.50 |
1.000 |
14,700.75 |
0.618 |
14,656.50 |
HIGH |
14,584.75 |
0.618 |
14,540.50 |
0.500 |
14,526.75 |
0.382 |
14,513.00 |
LOW |
14,468.75 |
0.618 |
14,397.00 |
1.000 |
14,352.75 |
1.618 |
14,281.00 |
2.618 |
14,165.00 |
4.250 |
13,975.75 |
|
|
Fisher Pivots for day following 29-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
14,551.00 |
14,525.00 |
PP |
14,538.75 |
14,487.00 |
S1 |
14,526.75 |
14,449.00 |
|