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 |
4,275.00 |
4,280.50 |
5.50 |
0.1% |
4,142.50 |
High |
4,282.00 |
4,291.00 |
9.00 |
0.2% |
4,276.75 |
Low |
4,264.25 |
4,271.75 |
7.50 |
0.2% |
4,126.75 |
Close |
4,280.50 |
4,282.00 |
1.50 |
0.0% |
4,271.25 |
Range |
17.75 |
19.25 |
1.50 |
8.5% |
150.00 |
ATR |
39.63 |
38.17 |
-1.46 |
-3.7% |
0.00 |
Volume |
823,723 |
741,471 |
-82,252 |
-10.0% |
5,212,619 |
|
Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,339.25 |
4,330.00 |
4,292.50 |
|
R3 |
4,320.00 |
4,310.75 |
4,287.25 |
|
R2 |
4,300.75 |
4,300.75 |
4,285.50 |
|
R1 |
4,291.50 |
4,291.50 |
4,283.75 |
4,296.00 |
PP |
4,281.50 |
4,281.50 |
4,281.50 |
4,284.00 |
S1 |
4,272.25 |
4,272.25 |
4,280.25 |
4,277.00 |
S2 |
4,262.25 |
4,262.25 |
4,278.50 |
|
S3 |
4,243.00 |
4,253.00 |
4,276.75 |
|
S4 |
4,223.75 |
4,233.75 |
4,271.50 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,675.00 |
4,623.00 |
4,353.75 |
|
R3 |
4,525.00 |
4,473.00 |
4,312.50 |
|
R2 |
4,375.00 |
4,375.00 |
4,298.75 |
|
R1 |
4,323.00 |
4,323.00 |
4,285.00 |
4,349.00 |
PP |
4,225.00 |
4,225.00 |
4,225.00 |
4,238.00 |
S1 |
4,173.00 |
4,173.00 |
4,257.50 |
4,199.00 |
S2 |
4,075.00 |
4,075.00 |
4,243.75 |
|
S3 |
3,925.00 |
4,023.00 |
4,230.00 |
|
S4 |
3,775.00 |
3,873.00 |
4,188.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,291.00 |
4,230.50 |
60.50 |
1.4% |
22.00 |
0.5% |
85% |
True |
False |
857,688 |
10 |
4,291.00 |
4,126.75 |
164.25 |
3.8% |
41.25 |
1.0% |
95% |
True |
False |
1,208,784 |
20 |
4,291.00 |
4,126.75 |
164.25 |
3.8% |
36.00 |
0.8% |
95% |
True |
False |
879,459 |
40 |
4,291.00 |
4,020.00 |
271.00 |
6.3% |
45.50 |
1.1% |
97% |
True |
False |
442,372 |
60 |
4,291.00 |
4,020.00 |
271.00 |
6.3% |
41.75 |
1.0% |
97% |
True |
False |
295,345 |
80 |
4,291.00 |
3,777.25 |
513.75 |
12.0% |
44.75 |
1.0% |
98% |
True |
False |
221,711 |
100 |
4,291.00 |
3,701.50 |
589.50 |
13.8% |
48.00 |
1.1% |
98% |
True |
False |
177,390 |
120 |
4,291.00 |
3,639.25 |
651.75 |
15.2% |
49.50 |
1.2% |
99% |
True |
False |
147,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,372.75 |
2.618 |
4,341.50 |
1.618 |
4,322.25 |
1.000 |
4,310.25 |
0.618 |
4,303.00 |
HIGH |
4,291.00 |
0.618 |
4,283.75 |
0.500 |
4,281.50 |
0.382 |
4,279.00 |
LOW |
4,271.75 |
0.618 |
4,259.75 |
1.000 |
4,252.50 |
1.618 |
4,240.50 |
2.618 |
4,221.25 |
4.250 |
4,190.00 |
|
|
Fisher Pivots for day following 29-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,281.75 |
4,278.75 |
PP |
4,281.50 |
4,275.50 |
S1 |
4,281.50 |
4,272.25 |
|