Trading Metrics calculated at close of trading on 29-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
33,500 |
34,500 |
1,000 |
3.0% |
34,430 |
High |
35,480 |
36,830 |
1,350 |
3.8% |
35,845 |
Low |
33,500 |
34,355 |
855 |
2.6% |
28,825 |
Close |
34,705 |
36,625 |
1,920 |
5.5% |
32,380 |
Range |
1,980 |
2,475 |
495 |
25.0% |
7,020 |
ATR |
3,620 |
3,539 |
-82 |
-2.3% |
0 |
Volume |
92 |
106 |
14 |
15.2% |
1,206 |
|
Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43,362 |
42,468 |
37,986 |
|
R3 |
40,887 |
39,993 |
37,306 |
|
R2 |
38,412 |
38,412 |
37,079 |
|
R1 |
37,518 |
37,518 |
36,852 |
37,965 |
PP |
35,937 |
35,937 |
35,937 |
36,160 |
S1 |
35,043 |
35,043 |
36,398 |
35,490 |
S2 |
33,462 |
33,462 |
36,171 |
|
S3 |
30,987 |
32,568 |
35,944 |
|
S4 |
28,512 |
30,093 |
35,264 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53,410 |
49,915 |
36,241 |
|
R3 |
46,390 |
42,895 |
34,311 |
|
R2 |
39,370 |
39,370 |
33,667 |
|
R1 |
35,875 |
35,875 |
33,024 |
34,113 |
PP |
32,350 |
32,350 |
32,350 |
31,469 |
S1 |
28,855 |
28,855 |
31,737 |
27,093 |
S2 |
25,330 |
25,330 |
31,093 |
|
S3 |
18,310 |
21,835 |
30,450 |
|
S4 |
11,290 |
14,815 |
28,519 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36,830 |
31,665 |
5,165 |
14.1% |
2,906 |
7.9% |
96% |
True |
False |
145 |
10 |
40,800 |
28,825 |
11,975 |
32.7% |
3,071 |
8.4% |
65% |
False |
False |
160 |
20 |
41,675 |
28,825 |
12,850 |
35.1% |
2,893 |
7.9% |
61% |
False |
False |
114 |
40 |
61,490 |
28,825 |
32,665 |
89.2% |
3,940 |
10.8% |
24% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47,349 |
2.618 |
43,310 |
1.618 |
40,835 |
1.000 |
39,305 |
0.618 |
38,360 |
HIGH |
36,830 |
0.618 |
35,885 |
0.500 |
35,593 |
0.382 |
35,300 |
LOW |
34,355 |
0.618 |
32,825 |
1.000 |
31,880 |
1.618 |
30,350 |
2.618 |
27,875 |
4.250 |
23,836 |
|
|
Fisher Pivots for day following 29-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
36,281 |
35,833 |
PP |
35,937 |
35,040 |
S1 |
35,593 |
34,248 |
|