| 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 |
1,863.7080 |
2,133.9810 |
270.2730 |
14.5% |
2,193.0030 |
| High |
2,142.0290 |
2,240.5980 |
98.5690 |
4.6% |
2,275.7790 |
| Low |
1,718.7330 |
2,063.0810 |
344.3480 |
20.0% |
1,709.6900 |
| Close |
2,133.9810 |
2,187.7670 |
53.7860 |
2.5% |
1,863.7080 |
| Range |
423.2960 |
177.5170 |
-245.7790 |
-58.1% |
566.0890 |
| ATR |
302.2506 |
293.3410 |
-8.9095 |
-2.9% |
0.0000 |
| Volume |
1,612,592 |
1,478,087 |
-134,505 |
-8.3% |
8,431,397 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.3663 |
2,619.5837 |
2,285.4014 |
|
| R3 |
2,518.8493 |
2,442.0667 |
2,236.5842 |
|
| R2 |
2,341.3323 |
2,341.3323 |
2,220.3118 |
|
| R1 |
2,264.5497 |
2,264.5497 |
2,204.0394 |
2,302.9410 |
| PP |
2,163.8153 |
2,163.8153 |
2,163.8153 |
2,183.0110 |
| S1 |
2,087.0327 |
2,087.0327 |
2,171.4946 |
2,125.4240 |
| S2 |
1,986.2983 |
1,986.2983 |
2,155.2222 |
|
| S3 |
1,808.7813 |
1,909.5157 |
2,138.9498 |
|
| S4 |
1,631.2643 |
1,731.9987 |
2,090.1327 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,647.9927 |
3,321.9393 |
2,175.0570 |
|
| R3 |
3,081.9037 |
2,755.8503 |
2,019.3825 |
|
| R2 |
2,515.8147 |
2,515.8147 |
1,967.4910 |
|
| R1 |
2,189.7613 |
2,189.7613 |
1,915.5995 |
2,069.7435 |
| PP |
1,949.7257 |
1,949.7257 |
1,949.7257 |
1,889.7168 |
| S1 |
1,623.6723 |
1,623.6723 |
1,811.8165 |
1,503.6545 |
| S2 |
1,383.6367 |
1,383.6367 |
1,759.9250 |
|
| S3 |
817.5477 |
1,057.5833 |
1,708.0335 |
|
| S4 |
251.4587 |
491.4943 |
1,552.3591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,240.5980 |
1,718.7330 |
521.8650 |
23.9% |
237.9478 |
10.9% |
90% |
True |
False |
1,488,574 |
| 10 |
2,564.7660 |
1,709.6900 |
855.0760 |
39.1% |
242.5943 |
11.1% |
56% |
False |
False |
1,483,155 |
| 20 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
53.9% |
241.5818 |
11.0% |
41% |
False |
False |
1,324,203 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
121.6% |
386.5917 |
17.7% |
18% |
False |
False |
1,363,179 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
121.6% |
334.2658 |
15.3% |
18% |
False |
False |
1,185,815 |
| 80 |
4,370.7670 |
1,515.2340 |
2,855.5330 |
130.5% |
282.5817 |
12.9% |
24% |
False |
False |
1,050,237 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
140.6% |
262.4678 |
12.0% |
29% |
False |
False |
1,033,243 |
| 120 |
4,370.7670 |
912.6060 |
3,458.1610 |
158.1% |
249.6224 |
11.4% |
37% |
False |
False |
1,136,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,995.0453 |
|
2.618 |
2,705.3375 |
|
1.618 |
2,527.8205 |
|
1.000 |
2,418.1150 |
|
0.618 |
2,350.3035 |
|
HIGH |
2,240.5980 |
|
0.618 |
2,172.7865 |
|
0.500 |
2,151.8395 |
|
0.382 |
2,130.8925 |
|
LOW |
2,063.0810 |
|
0.618 |
1,953.3755 |
|
1.000 |
1,885.5640 |
|
1.618 |
1,775.8585 |
|
2.618 |
1,598.3415 |
|
4.250 |
1,308.6338 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,175.7912 |
2,118.3998 |
| PP |
2,163.8153 |
2,049.0327 |
| S1 |
2,151.8395 |
1,979.6655 |
|