| Trading Metrics calculated at close of trading on 09-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,362.3930 |
2,136.0400 |
-226.3530 |
-9.6% |
2,216.1550 |
| High |
2,362.3930 |
2,184.9890 |
-177.4040 |
-7.5% |
2,406.8320 |
| Low |
2,130.8980 |
2,050.2220 |
-80.6760 |
-3.8% |
2,050.2220 |
| Close |
2,135.9610 |
2,134.0960 |
-1.8650 |
-0.1% |
2,134.0960 |
| Range |
231.4950 |
134.7670 |
-96.7280 |
-41.8% |
356.6100 |
| ATR |
255.7333 |
247.0928 |
-8.6404 |
-3.4% |
0.0000 |
| Volume |
1,363,437 |
1,514,378 |
150,941 |
11.1% |
5,116,710 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.4033 |
2,465.5167 |
2,208.2179 |
|
| R3 |
2,392.6363 |
2,330.7497 |
2,171.1569 |
|
| R2 |
2,257.8693 |
2,257.8693 |
2,158.8033 |
|
| R1 |
2,195.9827 |
2,195.9827 |
2,146.4496 |
2,159.5425 |
| PP |
2,123.1023 |
2,123.1023 |
2,123.1023 |
2,104.8823 |
| S1 |
2,061.2157 |
2,061.2157 |
2,121.7424 |
2,024.7755 |
| S2 |
1,988.3353 |
1,988.3353 |
2,109.3887 |
|
| S3 |
1,853.5683 |
1,926.4487 |
2,097.0351 |
|
| S4 |
1,718.8013 |
1,791.6817 |
2,059.9742 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,266.8800 |
3,057.0980 |
2,330.2315 |
|
| R3 |
2,910.2700 |
2,700.4880 |
2,232.1638 |
|
| R2 |
2,553.6600 |
2,553.6600 |
2,199.4745 |
|
| R1 |
2,343.8780 |
2,343.8780 |
2,166.7853 |
2,270.4640 |
| PP |
2,197.0500 |
2,197.0500 |
2,197.0500 |
2,160.3430 |
| S1 |
1,987.2680 |
1,987.2680 |
2,101.4068 |
1,913.8540 |
| S2 |
1,840.4400 |
1,840.4400 |
2,068.7175 |
|
| S3 |
1,483.8300 |
1,630.6580 |
2,036.0283 |
|
| S4 |
1,127.2200 |
1,274.0480 |
1,937.9605 |
|
|
| 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% |
152.8776 |
7.2% |
30% |
False |
False |
1,274,282 |
| 10 |
2,406.8320 |
1,718.7330 |
688.0990 |
32.2% |
198.1712 |
9.3% |
60% |
False |
False |
1,379,282 |
| 20 |
2,638.3540 |
1,709.6900 |
928.6640 |
43.5% |
208.9887 |
9.8% |
46% |
False |
False |
1,379,050 |
| 40 |
4,239.5830 |
1,709.6900 |
2,529.8930 |
118.5% |
350.8457 |
16.4% |
17% |
False |
False |
1,402,322 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
124.7% |
338.1181 |
15.8% |
16% |
False |
False |
1,272,216 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
132.2% |
284.0997 |
13.3% |
21% |
False |
False |
1,101,586 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
144.1% |
263.3950 |
12.3% |
27% |
False |
False |
1,064,185 |
| 120 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
155.9% |
247.7001 |
11.6% |
33% |
False |
False |
1,100,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.7488 |
|
2.618 |
2,537.8090 |
|
1.618 |
2,403.0420 |
|
1.000 |
2,319.7560 |
|
0.618 |
2,268.2750 |
|
HIGH |
2,184.9890 |
|
0.618 |
2,133.5080 |
|
0.500 |
2,117.6055 |
|
0.382 |
2,101.7030 |
|
LOW |
2,050.2220 |
|
0.618 |
1,966.9360 |
|
1.000 |
1,915.4550 |
|
1.618 |
1,832.1690 |
|
2.618 |
1,697.4020 |
|
4.250 |
1,477.4623 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,128.5992 |
2,228.5270 |
| PP |
2,123.1023 |
2,197.0500 |
| S1 |
2,117.6055 |
2,165.5730 |
|