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 |
15,560.0 |
15,615.0 |
55.0 |
0.4% |
15,599.0 |
High |
15,693.0 |
15,694.0 |
1.0 |
0.0% |
15,738.0 |
Low |
15,473.0 |
15,583.0 |
110.0 |
0.7% |
15,440.0 |
Close |
15,578.0 |
15,616.0 |
38.0 |
0.2% |
15,616.0 |
Range |
220.0 |
111.0 |
-109.0 |
-49.5% |
298.0 |
ATR |
178.9 |
174.4 |
-4.5 |
-2.5% |
0.0 |
Volume |
80,832 |
54,513 |
-26,319 |
-32.6% |
328,785 |
|
Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,964.0 |
15,901.0 |
15,677.1 |
|
R3 |
15,853.0 |
15,790.0 |
15,646.5 |
|
R2 |
15,742.0 |
15,742.0 |
15,636.4 |
|
R1 |
15,679.0 |
15,679.0 |
15,626.2 |
15,710.5 |
PP |
15,631.0 |
15,631.0 |
15,631.0 |
15,646.8 |
S1 |
15,568.0 |
15,568.0 |
15,605.8 |
15,599.5 |
S2 |
15,520.0 |
15,520.0 |
15,595.7 |
|
S3 |
15,409.0 |
15,457.0 |
15,585.5 |
|
S4 |
15,298.0 |
15,346.0 |
15,555.0 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,492.0 |
16,352.0 |
15,779.9 |
|
R3 |
16,194.0 |
16,054.0 |
15,698.0 |
|
R2 |
15,896.0 |
15,896.0 |
15,670.6 |
|
R1 |
15,756.0 |
15,756.0 |
15,643.3 |
15,826.0 |
PP |
15,598.0 |
15,598.0 |
15,598.0 |
15,633.0 |
S1 |
15,458.0 |
15,458.0 |
15,588.7 |
15,528.0 |
S2 |
15,300.0 |
15,300.0 |
15,561.4 |
|
S3 |
15,002.0 |
15,160.0 |
15,534.1 |
|
S4 |
14,704.0 |
14,862.0 |
15,452.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,738.0 |
15,440.0 |
298.0 |
1.9% |
190.0 |
1.2% |
59% |
False |
False |
65,757 |
10 |
15,738.0 |
15,257.0 |
481.0 |
3.1% |
192.8 |
1.2% |
75% |
False |
False |
58,656 |
20 |
15,780.0 |
15,257.0 |
523.0 |
3.3% |
166.2 |
1.1% |
69% |
False |
False |
40,765 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
166.5 |
1.1% |
83% |
False |
False |
20,475 |
60 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
154.7 |
1.0% |
83% |
False |
False |
13,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,165.8 |
2.618 |
15,984.6 |
1.618 |
15,873.6 |
1.000 |
15,805.0 |
0.618 |
15,762.6 |
HIGH |
15,694.0 |
0.618 |
15,651.6 |
0.500 |
15,638.5 |
0.382 |
15,625.4 |
LOW |
15,583.0 |
0.618 |
15,514.4 |
1.000 |
15,472.0 |
1.618 |
15,403.4 |
2.618 |
15,292.4 |
4.250 |
15,111.3 |
|
|
Fisher Pivots for day following 02-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,638.5 |
15,601.7 |
PP |
15,631.0 |
15,587.3 |
S1 |
15,623.5 |
15,573.0 |
|