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 |
1,766.1 |
1,774.8 |
8.7 |
0.5% |
1,768.3 |
High |
1,778.7 |
1,787.2 |
8.5 |
0.5% |
1,799.6 |
Low |
1,757.3 |
1,771.7 |
14.4 |
0.8% |
1,768.2 |
Close |
1,775.8 |
1,780.8 |
5.0 |
0.3% |
1,782.1 |
Range |
21.4 |
15.5 |
-5.9 |
-27.6% |
31.4 |
ATR |
26.8 |
26.0 |
-0.8 |
-3.0% |
0.0 |
Volume |
4,299 |
6,010 |
1,711 |
39.8% |
14,529 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.4 |
1,819.1 |
1,789.3 |
|
R3 |
1,810.9 |
1,803.6 |
1,785.1 |
|
R2 |
1,795.4 |
1,795.4 |
1,783.6 |
|
R1 |
1,788.1 |
1,788.1 |
1,782.2 |
1,791.8 |
PP |
1,779.9 |
1,779.9 |
1,779.9 |
1,781.7 |
S1 |
1,772.6 |
1,772.6 |
1,779.4 |
1,776.3 |
S2 |
1,764.4 |
1,764.4 |
1,778.0 |
|
S3 |
1,748.9 |
1,757.1 |
1,776.5 |
|
S4 |
1,733.4 |
1,741.6 |
1,772.3 |
|
|
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% |
65% |
False |
False |
5,015 |
10 |
1,800.4 |
1,754.5 |
45.9 |
2.6% |
21.0 |
1.2% |
57% |
False |
False |
3,848 |
20 |
1,910.1 |
1,754.5 |
155.6 |
8.7% |
26.7 |
1.5% |
17% |
False |
False |
4,184 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.4% |
25.3 |
1.4% |
16% |
False |
False |
4,787 |
60 |
1,922.4 |
1,730.0 |
192.4 |
10.8% |
24.1 |
1.4% |
26% |
False |
False |
3,782 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
23.4 |
1.3% |
41% |
False |
False |
3,147 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.5 |
1.4% |
41% |
False |
False |
2,724 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.9 |
1.4% |
41% |
False |
False |
2,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.1 |
2.618 |
1,827.8 |
1.618 |
1,812.3 |
1.000 |
1,802.7 |
0.618 |
1,796.8 |
HIGH |
1,787.2 |
0.618 |
1,781.3 |
0.500 |
1,779.5 |
0.382 |
1,777.6 |
LOW |
1,771.7 |
0.618 |
1,762.1 |
1.000 |
1,756.2 |
1.618 |
1,746.6 |
2.618 |
1,731.1 |
4.250 |
1,705.8 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,780.4 |
1,777.5 |
PP |
1,779.9 |
1,774.2 |
S1 |
1,779.5 |
1,770.9 |
|