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 |
4,294.25 |
4,309.75 |
15.50 |
0.4% |
4,275.00 |
High |
4,312.00 |
4,347.00 |
35.00 |
0.8% |
4,347.00 |
Low |
4,286.00 |
4,308.00 |
22.00 |
0.5% |
4,264.25 |
Close |
4,310.75 |
4,342.75 |
32.00 |
0.7% |
4,342.75 |
Range |
26.00 |
39.00 |
13.00 |
50.0% |
82.75 |
ATR |
36.43 |
36.61 |
0.18 |
0.5% |
0.00 |
Volume |
985,190 |
999,780 |
14,590 |
1.5% |
4,650,226 |
|
Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,449.50 |
4,435.25 |
4,364.25 |
|
R3 |
4,410.50 |
4,396.25 |
4,353.50 |
|
R2 |
4,371.50 |
4,371.50 |
4,350.00 |
|
R1 |
4,357.25 |
4,357.25 |
4,346.25 |
4,364.50 |
PP |
4,332.50 |
4,332.50 |
4,332.50 |
4,336.25 |
S1 |
4,318.25 |
4,318.25 |
4,339.25 |
4,325.50 |
S2 |
4,293.50 |
4,293.50 |
4,335.50 |
|
S3 |
4,254.50 |
4,279.25 |
4,332.00 |
|
S4 |
4,215.50 |
4,240.25 |
4,321.25 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,566.25 |
4,537.25 |
4,388.25 |
|
R3 |
4,483.50 |
4,454.50 |
4,365.50 |
|
R2 |
4,400.75 |
4,400.75 |
4,358.00 |
|
R1 |
4,371.75 |
4,371.75 |
4,350.25 |
4,386.25 |
PP |
4,318.00 |
4,318.00 |
4,318.00 |
4,325.25 |
S1 |
4,289.00 |
4,289.00 |
4,335.25 |
4,303.50 |
S2 |
4,235.25 |
4,235.25 |
4,327.50 |
|
S3 |
4,152.50 |
4,206.25 |
4,320.00 |
|
S4 |
4,069.75 |
4,123.50 |
4,297.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,347.00 |
4,264.25 |
82.75 |
1.9% |
25.50 |
0.6% |
95% |
True |
False |
930,045 |
10 |
4,347.00 |
4,126.75 |
220.25 |
5.1% |
33.25 |
0.8% |
98% |
True |
False |
986,284 |
20 |
4,347.00 |
4,126.75 |
220.25 |
5.1% |
34.25 |
0.8% |
98% |
True |
False |
1,031,221 |
40 |
4,347.00 |
4,020.00 |
327.00 |
7.5% |
44.00 |
1.0% |
99% |
True |
False |
519,120 |
60 |
4,347.00 |
4,020.00 |
327.00 |
7.5% |
42.25 |
1.0% |
99% |
True |
False |
346,720 |
80 |
4,347.00 |
3,833.75 |
513.25 |
11.8% |
43.25 |
1.0% |
99% |
True |
False |
260,270 |
100 |
4,347.00 |
3,701.50 |
645.50 |
14.9% |
48.25 |
1.1% |
99% |
True |
False |
208,239 |
120 |
4,347.00 |
3,639.25 |
707.75 |
16.3% |
49.50 |
1.1% |
99% |
True |
False |
173,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,512.75 |
2.618 |
4,449.00 |
1.618 |
4,410.00 |
1.000 |
4,386.00 |
0.618 |
4,371.00 |
HIGH |
4,347.00 |
0.618 |
4,332.00 |
0.500 |
4,327.50 |
0.382 |
4,323.00 |
LOW |
4,308.00 |
0.618 |
4,284.00 |
1.000 |
4,269.00 |
1.618 |
4,245.00 |
2.618 |
4,206.00 |
4.250 |
4,142.25 |
|
|
Fisher Pivots for day following 02-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,337.75 |
4,331.25 |
PP |
4,332.50 |
4,319.75 |
S1 |
4,327.50 |
4,308.00 |
|