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 |
14,584.75 |
14,558.50 |
-26.25 |
-0.2% |
14,022.75 |
High |
14,598.50 |
14,606.25 |
7.75 |
0.1% |
14,422.00 |
Low |
14,518.25 |
14,471.00 |
-47.25 |
-0.3% |
13,958.50 |
Close |
14,549.00 |
14,548.50 |
-0.50 |
0.0% |
14,339.00 |
Range |
80.25 |
135.25 |
55.00 |
68.5% |
463.50 |
ATR |
174.92 |
172.08 |
-2.83 |
-1.6% |
0.00 |
Volume |
384,458 |
436,419 |
51,961 |
13.5% |
2,080,742 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,947.75 |
14,883.25 |
14,623.00 |
|
R3 |
14,812.50 |
14,748.00 |
14,585.75 |
|
R2 |
14,677.25 |
14,677.25 |
14,573.25 |
|
R1 |
14,612.75 |
14,612.75 |
14,561.00 |
14,577.50 |
PP |
14,542.00 |
14,542.00 |
14,542.00 |
14,524.25 |
S1 |
14,477.50 |
14,477.50 |
14,536.00 |
14,442.00 |
S2 |
14,406.75 |
14,406.75 |
14,523.75 |
|
S3 |
14,271.50 |
14,342.25 |
14,511.25 |
|
S4 |
14,136.25 |
14,207.00 |
14,474.00 |
|
|
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 |
14,606.25 |
14,313.25 |
293.00 |
2.0% |
119.75 |
0.8% |
80% |
True |
False |
387,532 |
10 |
14,606.25 |
13,958.50 |
647.75 |
4.5% |
142.75 |
1.0% |
91% |
True |
False |
421,401 |
20 |
14,606.25 |
13,457.50 |
1,148.75 |
7.9% |
170.25 |
1.2% |
95% |
True |
False |
328,489 |
40 |
14,606.25 |
12,906.00 |
1,700.25 |
11.7% |
205.75 |
1.4% |
97% |
True |
False |
164,871 |
60 |
14,606.25 |
12,906.00 |
1,700.25 |
11.7% |
203.00 |
1.4% |
97% |
True |
False |
110,129 |
80 |
14,606.25 |
12,602.00 |
2,004.25 |
13.8% |
219.75 |
1.5% |
97% |
True |
False |
82,697 |
100 |
14,606.25 |
12,195.25 |
2,411.00 |
16.6% |
240.50 |
1.7% |
98% |
True |
False |
66,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,181.00 |
2.618 |
14,960.25 |
1.618 |
14,825.00 |
1.000 |
14,741.50 |
0.618 |
14,689.75 |
HIGH |
14,606.25 |
0.618 |
14,554.50 |
0.500 |
14,538.50 |
0.382 |
14,522.75 |
LOW |
14,471.00 |
0.618 |
14,387.50 |
1.000 |
14,335.75 |
1.618 |
14,252.25 |
2.618 |
14,117.00 |
4.250 |
13,896.25 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,545.25 |
14,544.75 |
PP |
14,542.00 |
14,541.25 |
S1 |
14,538.50 |
14,537.50 |
|