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 |
427.21 |
428.87 |
1.66 |
0.4% |
416.80 |
High |
428.78 |
430.60 |
1.82 |
0.4% |
427.09 |
Low |
427.18 |
428.80 |
1.62 |
0.4% |
415.93 |
Close |
428.06 |
430.43 |
2.37 |
0.6% |
426.61 |
Range |
1.60 |
1.80 |
0.20 |
12.5% |
11.16 |
ATR |
3.15 |
3.11 |
-0.04 |
-1.4% |
0.00 |
Volume |
64,827,800 |
53,441,000 |
-11,386,800 |
-17.6% |
283,207,400 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
435.34 |
434.69 |
431.42 |
|
R3 |
433.54 |
432.89 |
430.93 |
|
R2 |
431.74 |
431.74 |
430.76 |
|
R1 |
431.09 |
431.09 |
430.60 |
431.42 |
PP |
429.94 |
429.94 |
429.94 |
430.11 |
S1 |
429.29 |
429.29 |
430.27 |
429.62 |
S2 |
428.14 |
428.14 |
430.10 |
|
S3 |
426.34 |
427.49 |
429.94 |
|
S4 |
424.54 |
425.69 |
429.44 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456.70 |
452.82 |
432.75 |
|
R3 |
445.54 |
441.66 |
429.68 |
|
R2 |
434.38 |
434.38 |
428.66 |
|
R1 |
430.49 |
430.49 |
427.63 |
432.43 |
PP |
423.21 |
423.21 |
423.21 |
424.18 |
S1 |
419.33 |
419.33 |
425.59 |
421.27 |
S2 |
412.05 |
412.05 |
424.56 |
|
S3 |
400.88 |
408.16 |
423.54 |
|
S4 |
389.72 |
397.00 |
420.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
430.60 |
425.55 |
5.05 |
1.2% |
1.63 |
0.4% |
97% |
True |
False |
53,105,660 |
10 |
430.60 |
414.70 |
15.90 |
3.7% |
2.28 |
0.5% |
99% |
True |
False |
60,928,250 |
20 |
430.60 |
414.70 |
15.90 |
3.7% |
2.54 |
0.6% |
99% |
True |
False |
58,707,005 |
40 |
430.60 |
404.00 |
26.60 |
6.2% |
3.26 |
0.8% |
99% |
True |
False |
66,323,642 |
60 |
430.60 |
404.00 |
26.60 |
6.2% |
3.21 |
0.7% |
99% |
True |
False |
67,264,953 |
80 |
430.60 |
383.90 |
46.70 |
10.8% |
3.39 |
0.8% |
100% |
True |
False |
73,373,282 |
100 |
430.60 |
371.88 |
58.72 |
13.6% |
3.92 |
0.9% |
100% |
True |
False |
77,284,506 |
120 |
430.60 |
368.27 |
62.33 |
14.5% |
3.97 |
0.9% |
100% |
True |
False |
75,267,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438.25 |
2.618 |
435.31 |
1.618 |
433.51 |
1.000 |
432.40 |
0.618 |
431.71 |
HIGH |
430.60 |
0.618 |
429.91 |
0.500 |
429.70 |
0.382 |
429.49 |
LOW |
428.80 |
0.618 |
427.69 |
1.000 |
427.00 |
1.618 |
425.89 |
2.618 |
424.09 |
4.250 |
421.15 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
430.19 |
429.91 |
PP |
429.94 |
429.39 |
S1 |
429.70 |
428.87 |
|