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 |
14,566.18 |
14,530.63 |
-35.55 |
-0.2% |
14,054.15 |
High |
14,582.30 |
14,576.64 |
-5.66 |
0.0% |
14,429.14 |
Low |
14,530.87 |
14,483.42 |
-47.45 |
-0.3% |
13,969.01 |
Close |
14,554.80 |
14,560.05 |
5.25 |
0.0% |
14,345.18 |
Range |
51.43 |
93.22 |
41.79 |
81.3% |
460.13 |
ATR |
149.56 |
145.54 |
-4.02 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,819.70 |
14,783.09 |
14,611.32 |
|
R3 |
14,726.48 |
14,689.87 |
14,585.69 |
|
R2 |
14,633.26 |
14,633.26 |
14,577.14 |
|
R1 |
14,596.65 |
14,596.65 |
14,568.60 |
14,614.96 |
PP |
14,540.04 |
14,540.04 |
14,540.04 |
14,549.19 |
S1 |
14,503.43 |
14,503.43 |
14,551.50 |
14,521.74 |
S2 |
14,446.82 |
14,446.82 |
14,542.96 |
|
S3 |
14,353.60 |
14,410.21 |
14,534.41 |
|
S4 |
14,260.38 |
14,316.99 |
14,508.78 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,628.17 |
15,446.80 |
14,598.25 |
|
R3 |
15,168.04 |
14,986.67 |
14,471.72 |
|
R2 |
14,707.91 |
14,707.91 |
14,429.54 |
|
R1 |
14,526.54 |
14,526.54 |
14,387.36 |
14,617.23 |
PP |
14,247.78 |
14,247.78 |
14,247.78 |
14,293.12 |
S1 |
14,066.41 |
14,066.41 |
14,303.00 |
14,157.10 |
S2 |
13,787.65 |
13,787.65 |
14,260.82 |
|
S3 |
13,327.52 |
13,606.28 |
14,218.64 |
|
S4 |
12,867.39 |
13,146.15 |
14,092.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,582.30 |
14,324.26 |
258.04 |
1.8% |
86.82 |
0.6% |
91% |
False |
False |
|
10 |
14,582.30 |
13,969.01 |
613.29 |
4.2% |
106.11 |
0.7% |
96% |
False |
False |
|
20 |
14,582.30 |
13,613.58 |
968.72 |
6.7% |
129.16 |
0.9% |
98% |
False |
False |
|
40 |
14,582.30 |
12,967.18 |
1,615.12 |
11.1% |
153.32 |
1.1% |
99% |
False |
False |
|
60 |
14,582.30 |
12,967.18 |
1,615.12 |
11.1% |
156.86 |
1.1% |
99% |
False |
False |
|
80 |
14,582.30 |
12,627.93 |
1,954.37 |
13.4% |
167.39 |
1.1% |
99% |
False |
False |
|
100 |
14,582.30 |
12,208.39 |
2,373.91 |
16.3% |
190.84 |
1.3% |
99% |
False |
False |
|
120 |
14,582.30 |
12,208.39 |
2,373.91 |
16.3% |
189.50 |
1.3% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,972.83 |
2.618 |
14,820.69 |
1.618 |
14,727.47 |
1.000 |
14,669.86 |
0.618 |
14,634.25 |
HIGH |
14,576.64 |
0.618 |
14,541.03 |
0.500 |
14,530.03 |
0.382 |
14,519.03 |
LOW |
14,483.42 |
0.618 |
14,425.81 |
1.000 |
14,390.20 |
1.618 |
14,332.59 |
2.618 |
14,239.37 |
4.250 |
14,087.24 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,550.04 |
14,550.72 |
PP |
14,540.04 |
14,541.40 |
S1 |
14,530.03 |
14,532.07 |
|