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 |
1,774.8 |
1,781.1 |
6.3 |
0.4% |
1,786.3 |
High |
1,787.2 |
1,799.7 |
12.5 |
0.7% |
1,799.7 |
Low |
1,771.7 |
1,779.1 |
7.4 |
0.4% |
1,754.5 |
Close |
1,780.8 |
1,787.4 |
6.6 |
0.4% |
1,787.4 |
Range |
15.5 |
20.6 |
5.1 |
32.9% |
45.2 |
ATR |
26.0 |
25.6 |
-0.4 |
-1.5% |
0.0 |
Volume |
6,010 |
7,061 |
1,051 |
17.5% |
28,671 |
|
Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.5 |
1,839.6 |
1,798.7 |
|
R3 |
1,829.9 |
1,819.0 |
1,793.1 |
|
R2 |
1,809.3 |
1,809.3 |
1,791.2 |
|
R1 |
1,798.4 |
1,798.4 |
1,789.3 |
1,803.9 |
PP |
1,788.7 |
1,788.7 |
1,788.7 |
1,791.5 |
S1 |
1,777.8 |
1,777.8 |
1,785.5 |
1,783.3 |
S2 |
1,768.1 |
1,768.1 |
1,783.6 |
|
S3 |
1,747.5 |
1,757.2 |
1,781.7 |
|
S4 |
1,726.9 |
1,736.6 |
1,776.1 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.1 |
1,897.0 |
1,812.3 |
|
R3 |
1,870.9 |
1,851.8 |
1,799.8 |
|
R2 |
1,825.7 |
1,825.7 |
1,795.7 |
|
R1 |
1,806.6 |
1,806.6 |
1,791.5 |
1,816.2 |
PP |
1,780.5 |
1,780.5 |
1,780.5 |
1,785.3 |
S1 |
1,761.4 |
1,761.4 |
1,783.3 |
1,771.0 |
S2 |
1,735.3 |
1,735.3 |
1,779.1 |
|
S3 |
1,690.1 |
1,716.2 |
1,775.0 |
|
S4 |
1,644.9 |
1,671.0 |
1,762.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,799.7 |
1,754.5 |
45.2 |
2.5% |
20.3 |
1.1% |
73% |
True |
False |
5,734 |
10 |
1,799.7 |
1,754.5 |
45.2 |
2.5% |
19.5 |
1.1% |
73% |
True |
False |
4,320 |
20 |
1,910.1 |
1,754.5 |
155.6 |
8.7% |
25.6 |
1.4% |
21% |
False |
False |
4,212 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.4% |
24.9 |
1.4% |
20% |
False |
False |
4,743 |
60 |
1,922.4 |
1,730.0 |
192.4 |
10.8% |
24.1 |
1.3% |
30% |
False |
False |
3,850 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
23.4 |
1.3% |
44% |
False |
False |
3,221 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.6 |
1.4% |
44% |
False |
False |
2,791 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.4% |
24.7 |
1.4% |
44% |
False |
False |
2,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,887.3 |
2.618 |
1,853.6 |
1.618 |
1,833.0 |
1.000 |
1,820.3 |
0.618 |
1,812.4 |
HIGH |
1,799.7 |
0.618 |
1,791.8 |
0.500 |
1,789.4 |
0.382 |
1,787.0 |
LOW |
1,779.1 |
0.618 |
1,766.4 |
1.000 |
1,758.5 |
1.618 |
1,745.8 |
2.618 |
1,725.2 |
4.250 |
1,691.6 |
|
|
Fisher Pivots for day following 02-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,789.4 |
1,784.4 |
PP |
1,788.7 |
1,781.5 |
S1 |
1,788.1 |
1,778.5 |
|