| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
110.613 |
110.463 |
-0.150 |
-0.1% |
110.247 |
| High |
110.755 |
111.117 |
0.362 |
0.3% |
111.109 |
| Low |
110.431 |
110.419 |
-0.012 |
0.0% |
109.716 |
| Close |
110.467 |
111.104 |
0.637 |
0.6% |
110.770 |
| Range |
0.324 |
0.698 |
0.374 |
115.4% |
1.393 |
| ATR |
0.522 |
0.535 |
0.013 |
2.4% |
0.000 |
| Volume |
120,126 |
135,182 |
15,056 |
12.5% |
660,476 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.974 |
112.737 |
111.488 |
|
| R3 |
112.276 |
112.039 |
111.296 |
|
| R2 |
111.578 |
111.578 |
111.232 |
|
| R1 |
111.341 |
111.341 |
111.168 |
111.460 |
| PP |
110.880 |
110.880 |
110.880 |
110.939 |
| S1 |
110.643 |
110.643 |
111.040 |
110.762 |
| S2 |
110.182 |
110.182 |
110.976 |
|
| S3 |
109.484 |
109.945 |
110.912 |
|
| S4 |
108.786 |
109.247 |
110.720 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.711 |
114.133 |
111.536 |
|
| R3 |
113.318 |
112.740 |
111.153 |
|
| R2 |
111.925 |
111.925 |
111.025 |
|
| R1 |
111.347 |
111.347 |
110.898 |
111.636 |
| PP |
110.532 |
110.532 |
110.532 |
110.676 |
| S1 |
109.954 |
109.954 |
110.642 |
110.243 |
| S2 |
109.139 |
109.139 |
110.515 |
|
| S3 |
107.746 |
108.561 |
110.387 |
|
| S4 |
106.353 |
107.168 |
110.004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.117 |
110.419 |
0.698 |
0.6% |
0.483 |
0.4% |
98% |
True |
True |
123,231 |
| 10 |
111.117 |
109.716 |
1.401 |
1.3% |
0.530 |
0.5% |
99% |
True |
False |
136,918 |
| 20 |
111.117 |
109.191 |
1.926 |
1.7% |
0.545 |
0.5% |
99% |
True |
False |
128,742 |
| 40 |
111.117 |
108.339 |
2.778 |
2.5% |
0.546 |
0.5% |
100% |
True |
False |
134,457 |
| 60 |
111.117 |
107.478 |
3.639 |
3.3% |
0.558 |
0.5% |
100% |
True |
False |
133,378 |
| 80 |
111.117 |
107.478 |
3.639 |
3.3% |
0.565 |
0.5% |
100% |
True |
False |
135,738 |
| 100 |
111.117 |
104.413 |
6.704 |
6.0% |
0.572 |
0.5% |
100% |
True |
False |
134,631 |
| 120 |
111.117 |
103.327 |
7.790 |
7.0% |
0.551 |
0.5% |
100% |
True |
False |
132,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.084 |
|
2.618 |
112.944 |
|
1.618 |
112.246 |
|
1.000 |
111.815 |
|
0.618 |
111.548 |
|
HIGH |
111.117 |
|
0.618 |
110.850 |
|
0.500 |
110.768 |
|
0.382 |
110.686 |
|
LOW |
110.419 |
|
0.618 |
109.988 |
|
1.000 |
109.721 |
|
1.618 |
109.290 |
|
2.618 |
108.592 |
|
4.250 |
107.453 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
110.992 |
110.992 |
| PP |
110.880 |
110.880 |
| S1 |
110.768 |
110.768 |
|