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 |
1,782.8 |
1,766.1 |
-16.7 |
-0.9% |
1,768.3 |
High |
1,783.1 |
1,778.7 |
-4.4 |
-0.2% |
1,799.6 |
Low |
1,754.5 |
1,757.3 |
2.8 |
0.2% |
1,768.2 |
Close |
1,767.7 |
1,775.8 |
8.1 |
0.5% |
1,782.1 |
Range |
28.6 |
21.4 |
-7.2 |
-25.2% |
31.4 |
ATR |
27.2 |
26.8 |
-0.4 |
-1.5% |
0.0 |
Volume |
7,493 |
4,299 |
-3,194 |
-42.6% |
14,529 |
|
Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.8 |
1,826.7 |
1,787.6 |
|
R3 |
1,813.4 |
1,805.3 |
1,781.7 |
|
R2 |
1,792.0 |
1,792.0 |
1,779.7 |
|
R1 |
1,783.9 |
1,783.9 |
1,777.8 |
1,788.0 |
PP |
1,770.6 |
1,770.6 |
1,770.6 |
1,772.6 |
S1 |
1,762.5 |
1,762.5 |
1,773.8 |
1,766.6 |
S2 |
1,749.2 |
1,749.2 |
1,771.9 |
|
S3 |
1,727.8 |
1,741.1 |
1,769.9 |
|
S4 |
1,706.4 |
1,719.7 |
1,764.0 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.5 |
1,861.2 |
1,799.4 |
|
R3 |
1,846.1 |
1,829.8 |
1,790.7 |
|
R2 |
1,814.7 |
1,814.7 |
1,787.9 |
|
R1 |
1,798.4 |
1,798.4 |
1,785.0 |
1,806.6 |
PP |
1,783.3 |
1,783.3 |
1,783.3 |
1,787.4 |
S1 |
1,767.0 |
1,767.0 |
1,779.2 |
1,775.2 |
S2 |
1,751.9 |
1,751.9 |
1,776.3 |
|
S3 |
1,720.5 |
1,735.6 |
1,773.5 |
|
S4 |
1,689.1 |
1,704.2 |
1,764.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,794.8 |
1,754.5 |
40.3 |
2.3% |
19.5 |
1.1% |
53% |
False |
False |
4,421 |
10 |
1,830.0 |
1,754.5 |
75.5 |
4.3% |
25.2 |
1.4% |
28% |
False |
False |
3,907 |
20 |
1,915.7 |
1,754.5 |
161.2 |
9.1% |
28.2 |
1.6% |
13% |
False |
False |
4,209 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.5% |
25.4 |
1.4% |
13% |
False |
False |
4,689 |
60 |
1,922.4 |
1,730.0 |
192.4 |
10.8% |
24.1 |
1.4% |
24% |
False |
False |
3,697 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.5% |
23.7 |
1.3% |
39% |
False |
False |
3,093 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.5% |
24.7 |
1.4% |
39% |
False |
False |
2,684 |
120 |
1,932.5 |
1,683.0 |
249.5 |
14.1% |
25.5 |
1.4% |
37% |
False |
False |
2,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.7 |
2.618 |
1,834.7 |
1.618 |
1,813.3 |
1.000 |
1,800.1 |
0.618 |
1,791.9 |
HIGH |
1,778.7 |
0.618 |
1,770.5 |
0.500 |
1,768.0 |
0.382 |
1,765.5 |
LOW |
1,757.3 |
0.618 |
1,744.1 |
1.000 |
1,735.9 |
1.618 |
1,722.7 |
2.618 |
1,701.3 |
4.250 |
1,666.4 |
|
|
Fisher Pivots for day following 30-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
1,773.2 |
1,774.6 |
PP |
1,770.6 |
1,773.5 |
S1 |
1,768.0 |
1,772.3 |
|