Trading Metrics calculated at close of trading on 30-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
4,280.50 |
4,284.75 |
4.25 |
0.1% |
4,142.50 |
High |
4,291.00 |
4,294.25 |
3.25 |
0.1% |
4,276.75 |
Low |
4,271.75 |
4,269.25 |
-2.50 |
-0.1% |
4,126.75 |
Close |
4,282.00 |
4,288.50 |
6.50 |
0.2% |
4,271.25 |
Range |
19.25 |
25.00 |
5.75 |
29.9% |
150.00 |
ATR |
38.17 |
37.23 |
-0.94 |
-2.5% |
0.00 |
Volume |
741,471 |
1,100,062 |
358,591 |
48.4% |
5,212,619 |
|
Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,359.00 |
4,348.75 |
4,302.25 |
|
R3 |
4,334.00 |
4,323.75 |
4,295.50 |
|
R2 |
4,309.00 |
4,309.00 |
4,293.00 |
|
R1 |
4,298.75 |
4,298.75 |
4,290.75 |
4,304.00 |
PP |
4,284.00 |
4,284.00 |
4,284.00 |
4,286.50 |
S1 |
4,273.75 |
4,273.75 |
4,286.25 |
4,279.00 |
S2 |
4,259.00 |
4,259.00 |
4,284.00 |
|
S3 |
4,234.00 |
4,248.75 |
4,281.50 |
|
S4 |
4,209.00 |
4,223.75 |
4,274.75 |
|
|
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 |
4,294.25 |
4,231.75 |
62.50 |
1.5% |
23.50 |
0.5% |
91% |
True |
False |
890,040 |
10 |
4,294.25 |
4,126.75 |
167.50 |
3.9% |
38.75 |
0.9% |
97% |
True |
False |
1,157,553 |
20 |
4,294.25 |
4,126.75 |
167.50 |
3.9% |
36.00 |
0.8% |
97% |
True |
False |
933,695 |
40 |
4,294.25 |
4,020.00 |
274.25 |
6.4% |
44.50 |
1.0% |
98% |
True |
False |
469,691 |
60 |
4,294.25 |
4,020.00 |
274.25 |
6.4% |
41.75 |
1.0% |
98% |
True |
False |
313,662 |
80 |
4,294.25 |
3,806.50 |
487.75 |
11.4% |
44.00 |
1.0% |
99% |
True |
False |
235,461 |
100 |
4,294.25 |
3,701.50 |
592.75 |
13.8% |
48.00 |
1.1% |
99% |
True |
False |
188,390 |
120 |
4,294.25 |
3,639.25 |
655.00 |
15.3% |
49.50 |
1.2% |
99% |
True |
False |
157,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,400.50 |
2.618 |
4,359.75 |
1.618 |
4,334.75 |
1.000 |
4,319.25 |
0.618 |
4,309.75 |
HIGH |
4,294.25 |
0.618 |
4,284.75 |
0.500 |
4,281.75 |
0.382 |
4,278.75 |
LOW |
4,269.25 |
0.618 |
4,253.75 |
1.000 |
4,244.25 |
1.618 |
4,228.75 |
2.618 |
4,203.75 |
4.250 |
4,163.00 |
|
|
Fisher Pivots for day following 30-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
4,286.25 |
4,285.50 |
PP |
4,284.00 |
4,282.25 |
S1 |
4,281.75 |
4,279.25 |
|