| 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 |
2,305.3 |
2,311.0 |
5.7 |
0.2% |
2,223.6 |
| High |
2,314.8 |
2,330.6 |
15.8 |
0.7% |
2,346.7 |
| Low |
2,284.7 |
2,308.6 |
23.9 |
1.0% |
2,206.2 |
| Close |
2,307.8 |
2,327.0 |
19.2 |
0.8% |
2,332.0 |
| Range |
30.1 |
22.0 |
-8.1 |
-26.9% |
140.5 |
| ATR |
39.3 |
38.1 |
-1.2 |
-3.0% |
0.0 |
| Volume |
134,813 |
136,378 |
1,565 |
1.2% |
689,275 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.1 |
2,379.5 |
2,339.1 |
|
| R3 |
2,366.1 |
2,357.5 |
2,333.1 |
|
| R2 |
2,344.1 |
2,344.1 |
2,331.0 |
|
| R1 |
2,335.5 |
2,335.5 |
2,329.0 |
2,339.8 |
| PP |
2,322.1 |
2,322.1 |
2,322.1 |
2,324.2 |
| S1 |
2,313.5 |
2,313.5 |
2,325.0 |
2,317.8 |
| S2 |
2,300.1 |
2,300.1 |
2,323.0 |
|
| S3 |
2,278.1 |
2,291.5 |
2,321.0 |
|
| S4 |
2,256.1 |
2,269.5 |
2,314.9 |
|
|
| 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% |
28.3 |
1.2% |
68% |
False |
False |
135,898 |
| 10 |
2,346.7 |
2,206.2 |
140.5 |
6.0% |
39.3 |
1.7% |
86% |
False |
False |
146,004 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.0% |
37.6 |
1.6% |
86% |
False |
False |
129,423 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
42.0 |
1.8% |
92% |
False |
False |
64,869 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.2% |
40.6 |
1.7% |
92% |
False |
False |
43,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.1 |
|
2.618 |
2,388.2 |
|
1.618 |
2,366.2 |
|
1.000 |
2,352.6 |
|
0.618 |
2,344.2 |
|
HIGH |
2,330.6 |
|
0.618 |
2,322.2 |
|
0.500 |
2,319.6 |
|
0.382 |
2,317.0 |
|
LOW |
2,308.6 |
|
0.618 |
2,295.0 |
|
1.000 |
2,286.6 |
|
1.618 |
2,273.0 |
|
2.618 |
2,251.0 |
|
4.250 |
2,215.1 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.5 |
2,320.6 |
| PP |
2,322.1 |
2,314.1 |
| S1 |
2,319.6 |
2,307.7 |
|