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 |
1,777.5 |
1,787.5 |
10.0 |
0.6% |
1,782.0 |
High |
1,795.9 |
1,815.7 |
19.8 |
1.1% |
1,795.9 |
Low |
1,774.4 |
1,784.7 |
10.3 |
0.6% |
1,750.1 |
Close |
1,783.3 |
1,794.2 |
10.9 |
0.6% |
1,783.3 |
Range |
21.5 |
31.0 |
9.5 |
44.2% |
45.8 |
ATR |
26.3 |
26.7 |
0.4 |
1.7% |
0.0 |
Volume |
205,858 |
276,597 |
70,739 |
34.4% |
955,886 |
|
Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.2 |
1,873.7 |
1,811.3 |
|
R3 |
1,860.2 |
1,842.7 |
1,802.7 |
|
R2 |
1,829.2 |
1,829.2 |
1,799.9 |
|
R1 |
1,811.7 |
1,811.7 |
1,797.0 |
1,820.5 |
PP |
1,798.2 |
1,798.2 |
1,798.2 |
1,802.6 |
S1 |
1,780.7 |
1,780.7 |
1,791.4 |
1,789.5 |
S2 |
1,767.2 |
1,767.2 |
1,788.5 |
|
S3 |
1,736.2 |
1,749.7 |
1,785.7 |
|
S4 |
1,705.2 |
1,718.7 |
1,777.2 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.8 |
1,894.4 |
1,808.5 |
|
R3 |
1,868.0 |
1,848.6 |
1,795.9 |
|
R2 |
1,822.2 |
1,822.2 |
1,791.7 |
|
R1 |
1,802.8 |
1,802.8 |
1,787.5 |
1,812.5 |
PP |
1,776.4 |
1,776.4 |
1,776.4 |
1,781.3 |
S1 |
1,757.0 |
1,757.0 |
1,779.1 |
1,766.7 |
S2 |
1,730.6 |
1,730.6 |
1,774.9 |
|
S3 |
1,684.8 |
1,711.2 |
1,770.7 |
|
S4 |
1,639.0 |
1,665.4 |
1,758.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.7 |
1,750.1 |
65.6 |
3.7% |
24.1 |
1.3% |
67% |
True |
False |
214,339 |
10 |
1,815.7 |
1,750.1 |
65.6 |
3.7% |
21.1 |
1.2% |
67% |
True |
False |
189,793 |
20 |
1,906.9 |
1,750.1 |
156.8 |
8.7% |
26.9 |
1.5% |
28% |
False |
False |
208,382 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
25.7 |
1.4% |
26% |
False |
False |
165,110 |
60 |
1,919.2 |
1,725.5 |
193.7 |
10.8% |
24.9 |
1.4% |
35% |
False |
False |
112,786 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.4% |
24.3 |
1.4% |
48% |
False |
False |
85,239 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
25.4 |
1.4% |
48% |
False |
False |
68,768 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
25.5 |
1.4% |
48% |
False |
False |
57,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.5 |
2.618 |
1,896.9 |
1.618 |
1,865.9 |
1.000 |
1,846.7 |
0.618 |
1,834.9 |
HIGH |
1,815.7 |
0.618 |
1,803.9 |
0.500 |
1,800.2 |
0.382 |
1,796.5 |
LOW |
1,784.7 |
0.618 |
1,765.5 |
1.000 |
1,753.7 |
1.618 |
1,734.5 |
2.618 |
1,703.5 |
4.250 |
1,653.0 |
|
|
Fisher Pivots for day following 06-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,800.2 |
1,793.1 |
PP |
1,798.2 |
1,791.9 |
S1 |
1,796.2 |
1,790.8 |
|