| 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 |
14,558.50 |
14,543.75 |
-14.75 |
-0.1% |
14,350.00 |
| High |
14,606.25 |
14,729.00 |
122.75 |
0.8% |
14,729.00 |
| Low |
14,471.00 |
14,513.25 |
42.25 |
0.3% |
14,333.25 |
| Close |
14,548.50 |
14,713.75 |
165.25 |
1.1% |
14,713.75 |
| Range |
135.25 |
215.75 |
80.50 |
59.5% |
395.75 |
| ATR |
172.08 |
175.20 |
3.12 |
1.8% |
0.00 |
| Volume |
436,419 |
392,168 |
-44,251 |
-10.1% |
1,950,074 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,299.25 |
15,222.25 |
14,832.50 |
|
| R3 |
15,083.50 |
15,006.50 |
14,773.00 |
|
| R2 |
14,867.75 |
14,867.75 |
14,753.25 |
|
| R1 |
14,790.75 |
14,790.75 |
14,733.50 |
14,829.25 |
| PP |
14,652.00 |
14,652.00 |
14,652.00 |
14,671.25 |
| S1 |
14,575.00 |
14,575.00 |
14,694.00 |
14,613.50 |
| S2 |
14,436.25 |
14,436.25 |
14,674.25 |
|
| S3 |
14,220.50 |
14,359.25 |
14,654.50 |
|
| S4 |
14,004.75 |
14,143.50 |
14,595.00 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,779.25 |
15,642.25 |
14,931.50 |
|
| R3 |
15,383.50 |
15,246.50 |
14,822.50 |
|
| R2 |
14,987.75 |
14,987.75 |
14,786.25 |
|
| R1 |
14,850.75 |
14,850.75 |
14,750.00 |
14,919.25 |
| PP |
14,592.00 |
14,592.00 |
14,592.00 |
14,626.25 |
| S1 |
14,455.00 |
14,455.00 |
14,677.50 |
14,523.50 |
| S2 |
14,196.25 |
14,196.25 |
14,641.25 |
|
| S3 |
13,800.50 |
14,059.25 |
14,605.00 |
|
| S4 |
13,404.75 |
13,663.50 |
14,496.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,729.00 |
14,333.25 |
395.75 |
2.7% |
146.75 |
1.0% |
96% |
True |
False |
390,014 |
| 10 |
14,729.00 |
13,958.50 |
770.50 |
5.2% |
145.00 |
1.0% |
98% |
True |
False |
403,081 |
| 20 |
14,729.00 |
13,680.75 |
1,048.25 |
7.1% |
165.50 |
1.1% |
99% |
True |
False |
347,957 |
| 40 |
14,729.00 |
12,906.00 |
1,823.00 |
12.4% |
205.75 |
1.4% |
99% |
True |
False |
174,648 |
| 60 |
14,729.00 |
12,906.00 |
1,823.00 |
12.4% |
204.00 |
1.4% |
99% |
True |
False |
116,658 |
| 80 |
14,729.00 |
12,602.00 |
2,127.00 |
14.5% |
219.00 |
1.5% |
99% |
True |
False |
87,599 |
| 100 |
14,729.00 |
12,195.25 |
2,533.75 |
17.2% |
242.00 |
1.6% |
99% |
True |
False |
70,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,646.00 |
|
2.618 |
15,293.75 |
|
1.618 |
15,078.00 |
|
1.000 |
14,944.75 |
|
0.618 |
14,862.25 |
|
HIGH |
14,729.00 |
|
0.618 |
14,646.50 |
|
0.500 |
14,621.00 |
|
0.382 |
14,595.75 |
|
LOW |
14,513.25 |
|
0.618 |
14,380.00 |
|
1.000 |
14,297.50 |
|
1.618 |
14,164.25 |
|
2.618 |
13,948.50 |
|
4.250 |
13,596.25 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,683.00 |
14,675.75 |
| PP |
14,652.00 |
14,638.00 |
| S1 |
14,621.00 |
14,600.00 |
|