| 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 |
14,530.63 |
14,638.35 |
107.72 |
0.7% |
14,411.43 |
| High |
14,576.64 |
14,738.14 |
161.50 |
1.1% |
14,738.14 |
| Low |
14,483.42 |
14,626.82 |
143.40 |
1.0% |
14,411.43 |
| Close |
14,560.05 |
14,727.63 |
167.58 |
1.2% |
14,727.63 |
| Range |
93.22 |
111.32 |
18.10 |
19.4% |
326.71 |
| ATR |
145.54 |
147.86 |
2.33 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,031.49 |
14,990.88 |
14,788.86 |
|
| R3 |
14,920.17 |
14,879.56 |
14,758.24 |
|
| R2 |
14,808.85 |
14,808.85 |
14,748.04 |
|
| R1 |
14,768.24 |
14,768.24 |
14,737.83 |
14,788.55 |
| PP |
14,697.53 |
14,697.53 |
14,697.53 |
14,707.68 |
| S1 |
14,656.92 |
14,656.92 |
14,717.43 |
14,677.23 |
| S2 |
14,586.21 |
14,586.21 |
14,707.22 |
|
| S3 |
14,474.89 |
14,545.60 |
14,697.02 |
|
| S4 |
14,363.57 |
14,434.28 |
14,666.40 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,605.86 |
15,493.46 |
14,907.32 |
|
| R3 |
15,279.15 |
15,166.75 |
14,817.48 |
|
| R2 |
14,952.44 |
14,952.44 |
14,787.53 |
|
| R1 |
14,840.04 |
14,840.04 |
14,757.58 |
14,896.24 |
| PP |
14,625.73 |
14,625.73 |
14,625.73 |
14,653.84 |
| S1 |
14,513.33 |
14,513.33 |
14,697.68 |
14,569.53 |
| S2 |
14,299.02 |
14,299.02 |
14,667.73 |
|
| S3 |
13,972.31 |
14,186.62 |
14,637.78 |
|
| S4 |
13,645.60 |
13,859.91 |
14,547.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,738.14 |
14,411.43 |
326.71 |
2.2% |
93.59 |
0.6% |
97% |
True |
False |
|
| 10 |
14,738.14 |
13,969.01 |
769.13 |
5.2% |
105.64 |
0.7% |
99% |
True |
False |
|
| 20 |
14,738.14 |
13,710.11 |
1,028.03 |
7.0% |
126.16 |
0.9% |
99% |
True |
False |
|
| 40 |
14,738.14 |
12,967.18 |
1,770.96 |
12.0% |
150.85 |
1.0% |
99% |
True |
False |
|
| 60 |
14,738.14 |
12,967.18 |
1,770.96 |
12.0% |
157.72 |
1.1% |
99% |
True |
False |
|
| 80 |
14,738.14 |
12,627.93 |
2,110.21 |
14.3% |
165.63 |
1.1% |
100% |
True |
False |
|
| 100 |
14,738.14 |
12,208.39 |
2,529.75 |
17.2% |
191.19 |
1.3% |
100% |
True |
False |
|
| 120 |
14,738.14 |
12,208.39 |
2,529.75 |
17.2% |
189.27 |
1.3% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,211.25 |
|
2.618 |
15,029.58 |
|
1.618 |
14,918.26 |
|
1.000 |
14,849.46 |
|
0.618 |
14,806.94 |
|
HIGH |
14,738.14 |
|
0.618 |
14,695.62 |
|
0.500 |
14,682.48 |
|
0.382 |
14,669.34 |
|
LOW |
14,626.82 |
|
0.618 |
14,558.02 |
|
1.000 |
14,515.50 |
|
1.618 |
14,446.70 |
|
2.618 |
14,335.38 |
|
4.250 |
14,153.71 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,712.58 |
14,688.68 |
| PP |
14,697.53 |
14,649.73 |
| S1 |
14,682.48 |
14,610.78 |
|