| Trading Metrics calculated at close of trading on 08-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,310.4410 |
2,362.3930 |
51.9520 |
2.2% |
1,863.7080 |
| High |
2,406.8320 |
2,362.3930 |
-44.4390 |
-1.8% |
2,281.6590 |
| Low |
2,278.4700 |
2,130.8980 |
-147.5720 |
-6.5% |
1,718.7330 |
| Close |
2,362.3930 |
2,135.9610 |
-226.4320 |
-9.6% |
2,090.9620 |
| Range |
128.3620 |
231.4950 |
103.1330 |
80.3% |
562.9260 |
| ATR |
257.5978 |
255.7333 |
-1.8645 |
-0.7% |
0.0000 |
| Volume |
1,608,645 |
1,363,437 |
-245,208 |
-15.2% |
7,312,153 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.2357 |
2,751.5933 |
2,263.2833 |
|
| R3 |
2,672.7407 |
2,520.0983 |
2,199.6221 |
|
| R2 |
2,441.2457 |
2,441.2457 |
2,178.4018 |
|
| R1 |
2,288.6033 |
2,288.6033 |
2,157.1814 |
2,249.1770 |
| PP |
2,209.7507 |
2,209.7507 |
2,209.7507 |
2,190.0375 |
| S1 |
2,057.1083 |
2,057.1083 |
2,114.7406 |
2,017.6820 |
| S2 |
1,978.2557 |
1,978.2557 |
2,093.5203 |
|
| S3 |
1,746.7607 |
1,825.6133 |
2,072.2999 |
|
| S4 |
1,515.2657 |
1,594.1183 |
2,008.6388 |
|
|
| 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 |
2,406.8320 |
2,019.8720 |
386.9600 |
18.1% |
166.4092 |
7.8% |
30% |
False |
False |
1,278,790 |
| 10 |
2,406.8320 |
1,718.7330 |
688.0990 |
32.2% |
199.4716 |
9.3% |
61% |
False |
False |
1,370,640 |
| 20 |
2,638.3540 |
1,709.6900 |
928.6640 |
43.5% |
211.8041 |
9.9% |
46% |
False |
False |
1,386,964 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
124.6% |
358.1331 |
16.8% |
16% |
False |
False |
1,400,435 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
124.6% |
338.0473 |
15.8% |
16% |
False |
False |
1,260,321 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
132.0% |
283.7053 |
13.3% |
21% |
False |
False |
1,092,005 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
144.0% |
263.0446 |
12.3% |
27% |
False |
False |
1,056,275 |
| 120 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
155.8% |
248.0443 |
11.6% |
33% |
False |
False |
1,102,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,346.2468 |
|
2.618 |
2,968.4469 |
|
1.618 |
2,736.9519 |
|
1.000 |
2,593.8880 |
|
0.618 |
2,505.4569 |
|
HIGH |
2,362.3930 |
|
0.618 |
2,273.9619 |
|
0.500 |
2,246.6455 |
|
0.382 |
2,219.3291 |
|
LOW |
2,130.8980 |
|
0.618 |
1,987.8341 |
|
1.000 |
1,899.4030 |
|
1.618 |
1,756.3391 |
|
2.618 |
1,524.8441 |
|
4.250 |
1,147.0443 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,246.6455 |
2,268.8650 |
| PP |
2,209.7507 |
2,224.5637 |
| S1 |
2,172.8558 |
2,180.2623 |
|