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 |
35,245 |
33,845 |
-1,400 |
-4.0% |
33,500 |
High |
35,380 |
34,115 |
-1,265 |
-3.6% |
36,830 |
Low |
32,890 |
32,795 |
-95 |
-0.3% |
32,795 |
Close |
33,155 |
33,440 |
285 |
0.9% |
33,440 |
Range |
2,490 |
1,320 |
-1,170 |
-47.0% |
4,035 |
ATR |
3,387 |
3,240 |
-148 |
-4.4% |
0 |
Volume |
115 |
38 |
-77 |
-67.0% |
487 |
|
Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,410 |
36,745 |
34,166 |
|
R3 |
36,090 |
35,425 |
33,803 |
|
R2 |
34,770 |
34,770 |
33,682 |
|
R1 |
34,105 |
34,105 |
33,561 |
33,778 |
PP |
33,450 |
33,450 |
33,450 |
33,286 |
S1 |
32,785 |
32,785 |
33,319 |
32,458 |
S2 |
32,130 |
32,130 |
33,198 |
|
S3 |
30,810 |
31,465 |
33,077 |
|
S4 |
29,490 |
30,145 |
32,714 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46,460 |
43,985 |
35,659 |
|
R3 |
42,425 |
39,950 |
34,550 |
|
R2 |
38,390 |
38,390 |
34,180 |
|
R1 |
35,915 |
35,915 |
33,810 |
35,135 |
PP |
34,355 |
34,355 |
34,355 |
33,965 |
S1 |
31,880 |
31,880 |
33,070 |
31,100 |
S2 |
30,320 |
30,320 |
32,700 |
|
S3 |
26,285 |
27,845 |
32,330 |
|
S4 |
22,250 |
23,810 |
31,221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36,830 |
32,795 |
4,035 |
12.1% |
2,061 |
6.2% |
16% |
False |
True |
97 |
10 |
36,830 |
28,825 |
8,005 |
23.9% |
2,908 |
8.7% |
58% |
False |
False |
169 |
20 |
41,675 |
28,825 |
12,850 |
38.4% |
2,765 |
8.3% |
36% |
False |
False |
120 |
40 |
61,490 |
28,825 |
32,665 |
97.7% |
3,765 |
11.3% |
14% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39,725 |
2.618 |
37,571 |
1.618 |
36,251 |
1.000 |
35,435 |
0.618 |
34,931 |
HIGH |
34,115 |
0.618 |
33,611 |
0.500 |
33,455 |
0.382 |
33,299 |
LOW |
32,795 |
0.618 |
31,979 |
1.000 |
31,475 |
1.618 |
30,659 |
2.618 |
29,339 |
4.250 |
27,185 |
|
|
Fisher Pivots for day following 02-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
33,455 |
34,535 |
PP |
33,450 |
34,170 |
S1 |
33,445 |
33,805 |
|