| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,237.2960 |
2,123.4190 |
-113.8770 |
-5.1% |
1,863.7080 |
| High |
2,281.6590 |
2,137.9270 |
-143.7320 |
-6.3% |
2,281.6590 |
| Low |
2,079.2340 |
2,019.8720 |
-59.3620 |
-2.9% |
1,718.7330 |
| Close |
2,120.2810 |
2,090.9620 |
-29.3190 |
-1.4% |
2,090.9620 |
| Range |
202.4250 |
118.0550 |
-84.3700 |
-41.7% |
562.9260 |
| ATR |
279.9322 |
268.3695 |
-11.5627 |
-4.1% |
0.0000 |
| Volume |
1,536,915 |
1,254,704 |
-282,211 |
-18.4% |
7,312,153 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.0853 |
2,382.0787 |
2,155.8923 |
|
| R3 |
2,319.0303 |
2,264.0237 |
2,123.4271 |
|
| R2 |
2,200.9753 |
2,200.9753 |
2,112.6054 |
|
| R1 |
2,145.9687 |
2,145.9687 |
2,101.7837 |
2,114.4445 |
| PP |
2,082.9203 |
2,082.9203 |
2,082.9203 |
2,067.1583 |
| S1 |
2,027.9137 |
2,027.9137 |
2,080.1403 |
1,996.3895 |
| S2 |
1,964.8653 |
1,964.8653 |
2,069.3186 |
|
| S3 |
1,846.8103 |
1,909.8587 |
2,058.4969 |
|
| S4 |
1,728.7553 |
1,791.8037 |
2,026.0318 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,719.2293 |
3,468.0217 |
2,400.5713 |
|
| R3 |
3,156.3033 |
2,905.0957 |
2,245.7667 |
|
| R2 |
2,593.3773 |
2,593.3773 |
2,194.1651 |
|
| R1 |
2,342.1697 |
2,342.1697 |
2,142.5636 |
2,467.7735 |
| PP |
2,030.4513 |
2,030.4513 |
2,030.4513 |
2,093.2533 |
| S1 |
1,779.2437 |
1,779.2437 |
2,039.3605 |
1,904.8475 |
| S2 |
1,467.5253 |
1,467.5253 |
1,987.7589 |
|
| S3 |
904.5993 |
1,216.3177 |
1,936.1574 |
|
| S4 |
341.6733 |
653.3917 |
1,781.3527 |
|
|
| 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 |
26.9% |
222.0758 |
10.6% |
66% |
False |
False |
1,462,430 |
| 10 |
2,281.6590 |
1,709.6900 |
571.9690 |
27.4% |
236.4683 |
11.3% |
67% |
False |
False |
1,574,355 |
| 20 |
2,843.2850 |
1,709.6900 |
1,133.5950 |
54.2% |
228.3164 |
10.9% |
34% |
False |
False |
1,401,246 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
127.3% |
379.1996 |
18.1% |
14% |
False |
False |
1,385,108 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
127.3% |
335.8027 |
16.1% |
14% |
False |
False |
1,225,329 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
134.9% |
282.9525 |
13.5% |
19% |
False |
False |
1,073,279 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
147.1% |
261.7991 |
12.5% |
26% |
False |
False |
1,044,939 |
| 120 |
4,370.7670 |
988.4170 |
3,382.3500 |
161.8% |
247.4229 |
11.8% |
33% |
False |
False |
1,111,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,639.6608 |
|
2.618 |
2,446.9950 |
|
1.618 |
2,328.9400 |
|
1.000 |
2,255.9820 |
|
0.618 |
2,210.8850 |
|
HIGH |
2,137.9270 |
|
0.618 |
2,092.8300 |
|
0.500 |
2,078.8995 |
|
0.382 |
2,064.9690 |
|
LOW |
2,019.8720 |
|
0.618 |
1,946.9140 |
|
1.000 |
1,901.8170 |
|
1.618 |
1,828.8590 |
|
2.618 |
1,710.8040 |
|
4.250 |
1,518.1383 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.9412 |
2,150.7655 |
| PP |
2,082.9203 |
2,130.8310 |
| S1 |
2,078.8995 |
2,110.8965 |
|