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 |
1,776.54 |
1,791.59 |
15.05 |
0.8% |
1,780.80 |
High |
1,793.84 |
1,813.92 |
20.08 |
1.1% |
1,793.84 |
Low |
1,774.70 |
1,791.07 |
16.37 |
0.9% |
1,752.19 |
Close |
1,787.11 |
1,796.58 |
9.47 |
0.5% |
1,787.11 |
Range |
19.14 |
22.85 |
3.71 |
19.4% |
41.65 |
ATR |
22.40 |
22.72 |
0.31 |
1.4% |
0.00 |
Volume |
6,448 |
6,360 |
-88 |
-1.4% |
32,224 |
|
Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.07 |
1,855.68 |
1,809.15 |
|
R3 |
1,846.22 |
1,832.83 |
1,802.86 |
|
R2 |
1,823.37 |
1,823.37 |
1,800.77 |
|
R1 |
1,809.98 |
1,809.98 |
1,798.67 |
1,816.68 |
PP |
1,800.52 |
1,800.52 |
1,800.52 |
1,803.87 |
S1 |
1,787.13 |
1,787.13 |
1,794.49 |
1,793.83 |
S2 |
1,777.67 |
1,777.67 |
1,792.39 |
|
S3 |
1,754.82 |
1,764.28 |
1,790.30 |
|
S4 |
1,731.97 |
1,741.43 |
1,784.01 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.66 |
1,886.54 |
1,810.02 |
|
R3 |
1,861.01 |
1,844.89 |
1,798.56 |
|
R2 |
1,819.36 |
1,819.36 |
1,794.75 |
|
R1 |
1,803.24 |
1,803.24 |
1,790.93 |
1,811.30 |
PP |
1,777.71 |
1,777.71 |
1,777.71 |
1,781.75 |
S1 |
1,761.59 |
1,761.59 |
1,783.29 |
1,769.65 |
S2 |
1,736.06 |
1,736.06 |
1,779.47 |
|
S3 |
1,694.41 |
1,719.94 |
1,775.66 |
|
S4 |
1,652.76 |
1,678.29 |
1,764.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,813.92 |
1,752.19 |
61.73 |
3.4% |
20.60 |
1.1% |
72% |
True |
False |
6,380 |
10 |
1,813.92 |
1,752.19 |
61.73 |
3.4% |
17.96 |
1.0% |
72% |
True |
False |
6,300 |
20 |
1,902.67 |
1,752.19 |
150.48 |
8.4% |
23.31 |
1.3% |
29% |
False |
False |
6,316 |
40 |
1,915.42 |
1,752.19 |
163.23 |
9.1% |
23.49 |
1.3% |
27% |
False |
False |
6,325 |
60 |
1,915.42 |
1,723.88 |
191.54 |
10.7% |
22.60 |
1.3% |
38% |
False |
False |
6,450 |
80 |
1,915.42 |
1,678.24 |
237.18 |
13.2% |
22.19 |
1.2% |
50% |
False |
False |
6,501 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
23.37 |
1.3% |
50% |
False |
False |
6,487 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
24.50 |
1.4% |
50% |
False |
False |
6,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,911.03 |
2.618 |
1,873.74 |
1.618 |
1,850.89 |
1.000 |
1,836.77 |
0.618 |
1,828.04 |
HIGH |
1,813.92 |
0.618 |
1,805.19 |
0.500 |
1,802.50 |
0.382 |
1,799.80 |
LOW |
1,791.07 |
0.618 |
1,776.95 |
1.000 |
1,768.22 |
1.618 |
1,754.10 |
2.618 |
1,731.25 |
4.250 |
1,693.96 |
|
|
Fisher Pivots for day following 06-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,802.50 |
1,794.41 |
PP |
1,800.52 |
1,792.25 |
S1 |
1,798.55 |
1,790.08 |
|