| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,123.4190 |
2,216.1550 |
92.7360 |
4.4% |
1,863.7080 |
| High |
2,137.9270 |
2,347.7040 |
209.7770 |
9.8% |
2,281.6590 |
| Low |
2,019.8720 |
2,195.9950 |
176.1230 |
8.7% |
1,718.7330 |
| Close |
2,090.9620 |
2,309.6830 |
218.7210 |
10.5% |
2,090.9620 |
| Range |
118.0550 |
151.7090 |
33.6540 |
28.5% |
562.9260 |
| ATR |
268.3695 |
267.5390 |
-0.8305 |
-0.3% |
0.0000 |
| Volume |
1,254,704 |
630,250 |
-624,454 |
-49.8% |
7,312,153 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,739.5877 |
2,676.3443 |
2,393.1230 |
|
| R3 |
2,587.8787 |
2,524.6353 |
2,351.4030 |
|
| R2 |
2,436.1697 |
2,436.1697 |
2,337.4963 |
|
| R1 |
2,372.9263 |
2,372.9263 |
2,323.5897 |
2,404.5480 |
| PP |
2,284.4607 |
2,284.4607 |
2,284.4607 |
2,300.2715 |
| S1 |
2,221.2173 |
2,221.2173 |
2,295.7763 |
2,252.8390 |
| S2 |
2,132.7517 |
2,132.7517 |
2,281.8697 |
|
| S3 |
1,981.0427 |
2,069.5083 |
2,267.9630 |
|
| S4 |
1,829.3337 |
1,917.7993 |
2,226.2431 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,719.2293 |
3,468.0217 |
2,400.5713 |
|
| R3 |
3,156.3033 |
2,905.0957 |
2,245.7667 |
|
| R2 |
2,593.3773 |
2,593.3773 |
2,194.1651 |
|
| R1 |
2,342.1697 |
2,342.1697 |
2,142.5636 |
2,467.7735 |
| PP |
2,030.4513 |
2,030.4513 |
2,030.4513 |
2,093.2533 |
| S1 |
1,779.2437 |
1,779.2437 |
2,039.3605 |
1,904.8475 |
| S2 |
1,467.5253 |
1,467.5253 |
1,987.7589 |
|
| S3 |
904.5993 |
1,216.3177 |
1,936.1574 |
|
| S4 |
341.6733 |
653.3917 |
1,781.3527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,347.7040 |
2,019.8720 |
327.8320 |
14.2% |
167.7584 |
7.3% |
88% |
True |
False |
1,265,962 |
| 10 |
2,347.7040 |
1,709.6900 |
638.0140 |
27.6% |
213.6759 |
9.3% |
94% |
True |
False |
1,484,527 |
| 20 |
2,661.4330 |
1,709.6900 |
951.7430 |
41.2% |
221.5570 |
9.6% |
63% |
False |
False |
1,375,702 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
115.2% |
377.3545 |
16.3% |
23% |
False |
False |
1,383,195 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
115.2% |
337.4050 |
14.6% |
23% |
False |
False |
1,228,125 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
122.1% |
283.4155 |
12.3% |
27% |
False |
False |
1,073,318 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
133.2% |
261.7607 |
11.3% |
33% |
False |
False |
1,041,834 |
| 120 |
4,370.7670 |
988.4170 |
3,382.3500 |
146.4% |
247.5059 |
10.7% |
39% |
False |
False |
1,101,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,992.4673 |
|
2.618 |
2,744.8782 |
|
1.618 |
2,593.1692 |
|
1.000 |
2,499.4130 |
|
0.618 |
2,441.4602 |
|
HIGH |
2,347.7040 |
|
0.618 |
2,289.7512 |
|
0.500 |
2,271.8495 |
|
0.382 |
2,253.9478 |
|
LOW |
2,195.9950 |
|
0.618 |
2,102.2388 |
|
1.000 |
2,044.2860 |
|
1.618 |
1,950.5298 |
|
2.618 |
1,798.8208 |
|
4.250 |
1,551.2318 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,297.0718 |
2,267.7180 |
| PP |
2,284.4607 |
2,225.7530 |
| S1 |
2,271.8495 |
2,183.7880 |
|