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 |
4,284.75 |
4,294.25 |
9.50 |
0.2% |
4,142.50 |
High |
4,294.25 |
4,312.00 |
17.75 |
0.4% |
4,276.75 |
Low |
4,269.25 |
4,286.00 |
16.75 |
0.4% |
4,126.75 |
Close |
4,288.50 |
4,310.75 |
22.25 |
0.5% |
4,271.25 |
Range |
25.00 |
26.00 |
1.00 |
4.0% |
150.00 |
ATR |
37.23 |
36.43 |
-0.80 |
-2.2% |
0.00 |
Volume |
1,100,062 |
985,190 |
-114,872 |
-10.4% |
5,212,619 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,381.00 |
4,371.75 |
4,325.00 |
|
R3 |
4,355.00 |
4,345.75 |
4,318.00 |
|
R2 |
4,329.00 |
4,329.00 |
4,315.50 |
|
R1 |
4,319.75 |
4,319.75 |
4,313.25 |
4,324.50 |
PP |
4,303.00 |
4,303.00 |
4,303.00 |
4,305.25 |
S1 |
4,293.75 |
4,293.75 |
4,308.25 |
4,298.50 |
S2 |
4,277.00 |
4,277.00 |
4,306.00 |
|
S3 |
4,251.00 |
4,267.75 |
4,303.50 |
|
S4 |
4,225.00 |
4,241.75 |
4,296.50 |
|
|
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 |
4,312.00 |
4,253.50 |
58.50 |
1.4% |
22.25 |
0.5% |
98% |
True |
False |
911,321 |
10 |
4,312.00 |
4,126.75 |
185.25 |
4.3% |
37.25 |
0.9% |
99% |
True |
False |
1,081,440 |
20 |
4,312.00 |
4,126.75 |
185.25 |
4.3% |
35.00 |
0.8% |
99% |
True |
False |
982,296 |
40 |
4,312.00 |
4,020.00 |
292.00 |
6.8% |
44.50 |
1.0% |
100% |
True |
False |
494,255 |
60 |
4,312.00 |
4,020.00 |
292.00 |
6.8% |
42.00 |
1.0% |
100% |
True |
False |
330,072 |
80 |
4,312.00 |
3,833.75 |
478.25 |
11.1% |
43.50 |
1.0% |
100% |
True |
False |
247,775 |
100 |
4,312.00 |
3,701.50 |
610.50 |
14.2% |
48.00 |
1.1% |
100% |
True |
False |
198,242 |
120 |
4,312.00 |
3,639.25 |
672.75 |
15.6% |
49.50 |
1.1% |
100% |
True |
False |
165,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,422.50 |
2.618 |
4,380.00 |
1.618 |
4,354.00 |
1.000 |
4,338.00 |
0.618 |
4,328.00 |
HIGH |
4,312.00 |
0.618 |
4,302.00 |
0.500 |
4,299.00 |
0.382 |
4,296.00 |
LOW |
4,286.00 |
0.618 |
4,270.00 |
1.000 |
4,260.00 |
1.618 |
4,244.00 |
2.618 |
4,218.00 |
4.250 |
4,175.50 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,306.75 |
4,304.00 |
PP |
4,303.00 |
4,297.25 |
S1 |
4,299.00 |
4,290.50 |
|