Trading Metrics calculated at close of trading on 07-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,787.5 |
1,797.0 |
9.5 |
0.5% |
1,782.0 |
High |
1,815.7 |
1,810.2 |
-5.5 |
-0.3% |
1,795.9 |
Low |
1,784.7 |
1,794.1 |
9.4 |
0.5% |
1,750.1 |
Close |
1,794.2 |
1,802.1 |
7.9 |
0.4% |
1,783.3 |
Range |
31.0 |
16.1 |
-14.9 |
-48.1% |
45.8 |
ATR |
26.7 |
26.0 |
-0.8 |
-2.8% |
0.0 |
Volume |
276,597 |
171,075 |
-105,522 |
-38.2% |
955,886 |
|
Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.4 |
1,842.4 |
1,811.0 |
|
R3 |
1,834.3 |
1,826.3 |
1,806.5 |
|
R2 |
1,818.2 |
1,818.2 |
1,805.1 |
|
R1 |
1,810.2 |
1,810.2 |
1,803.6 |
1,814.2 |
PP |
1,802.1 |
1,802.1 |
1,802.1 |
1,804.2 |
S1 |
1,794.1 |
1,794.1 |
1,800.6 |
1,798.1 |
S2 |
1,786.0 |
1,786.0 |
1,799.1 |
|
S3 |
1,769.9 |
1,778.0 |
1,797.7 |
|
S4 |
1,753.8 |
1,761.9 |
1,793.2 |
|
|
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 |
1,753.2 |
62.5 |
3.5% |
21.5 |
1.2% |
78% |
False |
False |
200,572 |
10 |
1,815.7 |
1,750.1 |
65.6 |
3.6% |
20.8 |
1.2% |
79% |
False |
False |
189,626 |
20 |
1,906.2 |
1,750.1 |
156.1 |
8.7% |
26.6 |
1.5% |
33% |
False |
False |
208,255 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
25.7 |
1.4% |
31% |
False |
False |
167,762 |
60 |
1,919.2 |
1,725.5 |
193.7 |
10.7% |
24.9 |
1.4% |
40% |
False |
False |
115,577 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.3% |
24.1 |
1.3% |
51% |
False |
False |
87,363 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
25.3 |
1.4% |
51% |
False |
False |
70,467 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
25.5 |
1.4% |
51% |
False |
False |
58,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,878.6 |
2.618 |
1,852.3 |
1.618 |
1,836.2 |
1.000 |
1,826.3 |
0.618 |
1,820.1 |
HIGH |
1,810.2 |
0.618 |
1,804.0 |
0.500 |
1,802.2 |
0.382 |
1,800.3 |
LOW |
1,794.1 |
0.618 |
1,784.2 |
1.000 |
1,778.0 |
1.618 |
1,768.1 |
2.618 |
1,752.0 |
4.250 |
1,725.7 |
|
|
Fisher Pivots for day following 07-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,802.2 |
1,799.8 |
PP |
1,802.1 |
1,797.4 |
S1 |
1,802.1 |
1,795.1 |
|