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 |
34,290.74 |
34,507.32 |
216.58 |
0.6% |
33,312.07 |
High |
34,553.16 |
34,640.28 |
87.12 |
0.3% |
34,501.02 |
Low |
34,245.48 |
34,498.85 |
253.37 |
0.7% |
33,312.07 |
Close |
34,502.51 |
34,633.53 |
131.02 |
0.4% |
34,433.84 |
Range |
307.68 |
141.43 |
-166.25 |
-54.0% |
1,188.95 |
ATR |
313.64 |
301.34 |
-12.30 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,015.18 |
34,965.78 |
34,711.32 |
|
R3 |
34,873.75 |
34,824.35 |
34,672.42 |
|
R2 |
34,732.32 |
34,732.32 |
34,659.46 |
|
R1 |
34,682.92 |
34,682.92 |
34,646.49 |
34,707.62 |
PP |
34,590.89 |
34,590.89 |
34,590.89 |
34,603.24 |
S1 |
34,541.49 |
34,541.49 |
34,620.57 |
34,566.19 |
S2 |
34,449.46 |
34,449.46 |
34,607.60 |
|
S3 |
34,308.03 |
34,400.06 |
34,594.64 |
|
S4 |
34,166.60 |
34,258.63 |
34,555.74 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,649.16 |
37,230.45 |
35,087.76 |
|
R3 |
36,460.21 |
36,041.50 |
34,760.80 |
|
R2 |
35,271.26 |
35,271.26 |
34,651.81 |
|
R1 |
34,852.55 |
34,852.55 |
34,542.83 |
35,061.91 |
PP |
34,082.31 |
34,082.31 |
34,082.31 |
34,186.99 |
S1 |
33,663.60 |
33,663.60 |
34,324.85 |
33,872.96 |
S2 |
32,893.36 |
32,893.36 |
34,215.87 |
|
S3 |
31,704.41 |
32,474.65 |
34,106.88 |
|
S4 |
30,515.46 |
31,285.70 |
33,779.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,640.28 |
34,186.13 |
454.15 |
1.3% |
219.90 |
0.6% |
99% |
True |
False |
|
10 |
34,640.28 |
33,271.93 |
1,368.35 |
4.0% |
277.46 |
0.8% |
100% |
True |
False |
|
20 |
34,820.91 |
33,271.93 |
1,548.98 |
4.5% |
276.73 |
0.8% |
88% |
False |
False |
|
40 |
35,091.56 |
33,271.93 |
1,819.63 |
5.3% |
303.38 |
0.9% |
75% |
False |
False |
|
60 |
35,091.56 |
33,271.93 |
1,819.63 |
5.3% |
291.13 |
0.8% |
75% |
False |
False |
|
80 |
35,091.56 |
32,000.14 |
3,091.42 |
8.9% |
296.99 |
0.9% |
85% |
False |
False |
|
100 |
35,091.56 |
30,547.53 |
4,544.03 |
13.1% |
320.71 |
0.9% |
90% |
False |
False |
|
120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.1% |
321.18 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,241.36 |
2.618 |
35,010.54 |
1.618 |
34,869.11 |
1.000 |
34,781.71 |
0.618 |
34,727.68 |
HIGH |
34,640.28 |
0.618 |
34,586.25 |
0.500 |
34,569.57 |
0.382 |
34,552.88 |
LOW |
34,498.85 |
0.618 |
34,411.45 |
1.000 |
34,357.42 |
1.618 |
34,270.02 |
2.618 |
34,128.59 |
4.250 |
33,897.77 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
34,612.21 |
34,569.98 |
PP |
34,590.89 |
34,506.43 |
S1 |
34,569.57 |
34,442.88 |
|