| 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 |
2,317.6 |
2,305.3 |
-12.3 |
-0.5% |
2,223.6 |
| High |
2,328.8 |
2,314.8 |
-14.0 |
-0.6% |
2,346.7 |
| Low |
2,299.3 |
2,284.7 |
-14.6 |
-0.6% |
2,206.2 |
| Close |
2,304.6 |
2,307.8 |
3.2 |
0.1% |
2,332.0 |
| Range |
29.5 |
30.1 |
0.6 |
2.0% |
140.5 |
| ATR |
40.0 |
39.3 |
-0.7 |
-1.8% |
0.0 |
| Volume |
109,224 |
134,813 |
25,589 |
23.4% |
689,275 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.7 |
2,380.4 |
2,324.4 |
|
| R3 |
2,362.6 |
2,350.3 |
2,316.1 |
|
| R2 |
2,332.5 |
2,332.5 |
2,313.3 |
|
| R1 |
2,320.2 |
2,320.2 |
2,310.6 |
2,326.4 |
| PP |
2,302.4 |
2,302.4 |
2,302.4 |
2,305.5 |
| S1 |
2,290.1 |
2,290.1 |
2,305.0 |
2,296.3 |
| S2 |
2,272.3 |
2,272.3 |
2,302.3 |
|
| S3 |
2,242.2 |
2,260.0 |
2,299.5 |
|
| S4 |
2,212.1 |
2,229.9 |
2,291.2 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,716.5 |
2,664.7 |
2,409.3 |
|
| R3 |
2,576.0 |
2,524.2 |
2,370.6 |
|
| R2 |
2,435.5 |
2,435.5 |
2,357.8 |
|
| R1 |
2,383.7 |
2,383.7 |
2,344.9 |
2,409.6 |
| PP |
2,295.0 |
2,295.0 |
2,295.0 |
2,307.9 |
| S1 |
2,243.2 |
2,243.2 |
2,319.1 |
2,269.1 |
| S2 |
2,154.5 |
2,154.5 |
2,306.2 |
|
| S3 |
2,014.0 |
2,102.7 |
2,293.4 |
|
| S4 |
1,873.5 |
1,962.2 |
2,254.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,346.7 |
2,284.7 |
62.0 |
2.7% |
31.3 |
1.4% |
37% |
False |
True |
130,745 |
| 10 |
2,346.7 |
2,206.2 |
140.5 |
6.1% |
42.9 |
1.9% |
72% |
False |
False |
153,888 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.1% |
39.0 |
1.7% |
72% |
False |
False |
122,626 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
42.2 |
1.8% |
83% |
False |
False |
61,464 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.3% |
41.1 |
1.8% |
83% |
False |
False |
40,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.7 |
|
2.618 |
2,393.6 |
|
1.618 |
2,363.5 |
|
1.000 |
2,344.9 |
|
0.618 |
2,333.4 |
|
HIGH |
2,314.8 |
|
0.618 |
2,303.3 |
|
0.500 |
2,299.8 |
|
0.382 |
2,296.2 |
|
LOW |
2,284.7 |
|
0.618 |
2,266.1 |
|
1.000 |
2,254.6 |
|
1.618 |
2,236.0 |
|
2.618 |
2,205.9 |
|
4.250 |
2,156.8 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,305.1 |
2,311.7 |
| PP |
2,302.4 |
2,310.4 |
| S1 |
2,299.8 |
2,309.1 |
|