| 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 |
34,507.32 |
34,642.42 |
135.10 |
0.4% |
34,428.10 |
| High |
34,640.28 |
34,821.93 |
181.65 |
0.5% |
34,821.93 |
| Low |
34,498.85 |
34,613.49 |
114.64 |
0.3% |
34,186.13 |
| Close |
34,633.53 |
34,786.35 |
152.82 |
0.4% |
34,786.35 |
| Range |
141.43 |
208.44 |
67.01 |
47.4% |
635.80 |
| ATR |
301.34 |
294.70 |
-6.64 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,365.91 |
35,284.57 |
34,900.99 |
|
| R3 |
35,157.47 |
35,076.13 |
34,843.67 |
|
| R2 |
34,949.03 |
34,949.03 |
34,824.56 |
|
| R1 |
34,867.69 |
34,867.69 |
34,805.46 |
34,908.36 |
| PP |
34,740.59 |
34,740.59 |
34,740.59 |
34,760.93 |
| S1 |
34,659.25 |
34,659.25 |
34,767.24 |
34,699.92 |
| S2 |
34,532.15 |
34,532.15 |
34,748.14 |
|
| S3 |
34,323.71 |
34,450.81 |
34,729.03 |
|
| S4 |
34,115.27 |
34,242.37 |
34,671.71 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,505.54 |
36,281.74 |
35,136.04 |
|
| R3 |
35,869.74 |
35,645.94 |
34,961.20 |
|
| R2 |
35,233.94 |
35,233.94 |
34,902.91 |
|
| R1 |
35,010.14 |
35,010.14 |
34,844.63 |
35,122.04 |
| PP |
34,598.14 |
34,598.14 |
34,598.14 |
34,654.09 |
| S1 |
34,374.34 |
34,374.34 |
34,728.07 |
34,486.24 |
| S2 |
33,962.34 |
33,962.34 |
34,669.79 |
|
| S3 |
33,326.54 |
33,738.54 |
34,611.51 |
|
| S4 |
32,690.74 |
33,102.74 |
34,436.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,821.93 |
34,186.13 |
635.80 |
1.8% |
224.34 |
0.6% |
94% |
True |
False |
|
| 10 |
34,821.93 |
33,312.07 |
1,509.86 |
4.3% |
263.23 |
0.8% |
98% |
True |
False |
|
| 20 |
34,821.93 |
33,271.93 |
1,550.00 |
4.5% |
279.48 |
0.8% |
98% |
True |
False |
|
| 40 |
35,091.56 |
33,271.93 |
1,819.63 |
5.2% |
299.46 |
0.9% |
83% |
False |
False |
|
| 60 |
35,091.56 |
33,271.93 |
1,819.63 |
5.2% |
291.86 |
0.8% |
83% |
False |
False |
|
| 80 |
35,091.56 |
32,074.60 |
3,016.96 |
8.7% |
294.73 |
0.8% |
90% |
False |
False |
|
| 100 |
35,091.56 |
30,547.53 |
4,544.03 |
13.1% |
320.86 |
0.9% |
93% |
False |
False |
|
| 120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.0% |
320.73 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,707.80 |
|
2.618 |
35,367.63 |
|
1.618 |
35,159.19 |
|
1.000 |
35,030.37 |
|
0.618 |
34,950.75 |
|
HIGH |
34,821.93 |
|
0.618 |
34,742.31 |
|
0.500 |
34,717.71 |
|
0.382 |
34,693.11 |
|
LOW |
34,613.49 |
|
0.618 |
34,484.67 |
|
1.000 |
34,405.05 |
|
1.618 |
34,276.23 |
|
2.618 |
34,067.79 |
|
4.250 |
33,727.62 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
34,763.47 |
34,702.14 |
| PP |
34,740.59 |
34,617.92 |
| S1 |
34,717.71 |
34,533.71 |
|