| 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 |
2,189.3360 |
2,237.2960 |
47.9600 |
2.2% |
2,193.0030 |
| High |
2,280.1130 |
2,281.6590 |
1.5460 |
0.1% |
2,275.7790 |
| Low |
2,091.0270 |
2,079.2340 |
-11.7930 |
-0.6% |
1,709.6900 |
| Close |
2,237.4480 |
2,120.2810 |
-117.1670 |
-5.2% |
1,863.7080 |
| Range |
189.0860 |
202.4250 |
13.3390 |
7.1% |
566.0890 |
| ATR |
285.8943 |
279.9322 |
-5.9621 |
-2.1% |
0.0000 |
| Volume |
1,429,855 |
1,536,915 |
107,060 |
7.5% |
8,431,397 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.6663 |
2,646.3987 |
2,231.6148 |
|
| R3 |
2,565.2413 |
2,443.9737 |
2,175.9479 |
|
| R2 |
2,362.8163 |
2,362.8163 |
2,157.3923 |
|
| R1 |
2,241.5487 |
2,241.5487 |
2,138.8366 |
2,200.9700 |
| PP |
2,160.3913 |
2,160.3913 |
2,160.3913 |
2,140.1020 |
| S1 |
2,039.1237 |
2,039.1237 |
2,101.7254 |
1,998.5450 |
| S2 |
1,957.9663 |
1,957.9663 |
2,083.1698 |
|
| S3 |
1,755.5413 |
1,836.6987 |
2,064.6141 |
|
| S4 |
1,553.1163 |
1,634.2737 |
2,008.9473 |
|
|
| 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 |
2,281.6590 |
1,718.7330 |
562.9260 |
26.5% |
243.4648 |
11.5% |
71% |
True |
False |
1,484,283 |
| 10 |
2,379.2720 |
1,709.6900 |
669.5820 |
31.6% |
248.3434 |
11.7% |
61% |
False |
False |
1,574,149 |
| 20 |
2,870.5160 |
1,709.6900 |
1,160.8260 |
54.7% |
238.0163 |
11.2% |
35% |
False |
False |
1,382,243 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
125.5% |
381.7416 |
18.0% |
15% |
False |
False |
1,376,092 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
125.5% |
335.9419 |
15.8% |
15% |
False |
False |
1,212,786 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
133.0% |
282.9433 |
13.3% |
20% |
False |
False |
1,067,728 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
145.1% |
261.8525 |
12.3% |
27% |
False |
False |
1,041,879 |
| 120 |
4,370.7670 |
912.6060 |
3,458.1610 |
163.1% |
250.0833 |
11.8% |
35% |
False |
False |
1,131,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,141.9653 |
|
2.618 |
2,811.6077 |
|
1.618 |
2,609.1827 |
|
1.000 |
2,484.0840 |
|
0.618 |
2,406.7577 |
|
HIGH |
2,281.6590 |
|
0.618 |
2,204.3327 |
|
0.500 |
2,180.4465 |
|
0.382 |
2,156.5604 |
|
LOW |
2,079.2340 |
|
0.618 |
1,954.1354 |
|
1.000 |
1,876.8090 |
|
1.618 |
1,751.7104 |
|
2.618 |
1,549.2854 |
|
4.250 |
1,218.9278 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.4465 |
2,172.3700 |
| PP |
2,160.3913 |
2,155.0070 |
| S1 |
2,140.3362 |
2,137.6440 |
|