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 |
1,797.0 |
1,803.8 |
6.8 |
0.4% |
1,782.0 |
High |
1,810.2 |
1,819.5 |
9.3 |
0.5% |
1,795.9 |
Low |
1,794.1 |
1,793.5 |
-0.6 |
0.0% |
1,750.1 |
Close |
1,802.1 |
1,800.2 |
-1.9 |
-0.1% |
1,783.3 |
Range |
16.1 |
26.0 |
9.9 |
61.5% |
45.8 |
ATR |
26.0 |
26.0 |
0.0 |
0.0% |
0.0 |
Volume |
171,075 |
249,340 |
78,265 |
45.7% |
955,886 |
|
Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,882.4 |
1,867.3 |
1,814.5 |
|
R3 |
1,856.4 |
1,841.3 |
1,807.4 |
|
R2 |
1,830.4 |
1,830.4 |
1,805.0 |
|
R1 |
1,815.3 |
1,815.3 |
1,802.6 |
1,809.9 |
PP |
1,804.4 |
1,804.4 |
1,804.4 |
1,801.7 |
S1 |
1,789.3 |
1,789.3 |
1,797.8 |
1,783.9 |
S2 |
1,778.4 |
1,778.4 |
1,795.4 |
|
S3 |
1,752.4 |
1,763.3 |
1,793.1 |
|
S4 |
1,726.4 |
1,737.3 |
1,785.9 |
|
|
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 |
1,819.5 |
1,765.9 |
53.6 |
3.0% |
22.4 |
1.2% |
64% |
True |
False |
214,862 |
10 |
1,819.5 |
1,750.1 |
69.4 |
3.9% |
21.2 |
1.2% |
72% |
True |
False |
196,633 |
20 |
1,906.2 |
1,750.1 |
156.1 |
8.7% |
27.3 |
1.5% |
32% |
False |
False |
213,356 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
25.8 |
1.4% |
30% |
False |
False |
172,205 |
60 |
1,919.2 |
1,734.7 |
184.5 |
10.2% |
24.9 |
1.4% |
36% |
False |
False |
119,661 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.3% |
24.3 |
1.3% |
50% |
False |
False |
90,473 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
25.4 |
1.4% |
51% |
False |
False |
72,948 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
25.4 |
1.4% |
51% |
False |
False |
61,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,930.0 |
2.618 |
1,887.6 |
1.618 |
1,861.6 |
1.000 |
1,845.5 |
0.618 |
1,835.6 |
HIGH |
1,819.5 |
0.618 |
1,809.6 |
0.500 |
1,806.5 |
0.382 |
1,803.4 |
LOW |
1,793.5 |
0.618 |
1,777.4 |
1.000 |
1,767.5 |
1.618 |
1,751.4 |
2.618 |
1,725.4 |
4.250 |
1,683.0 |
|
|
Fisher Pivots for day following 08-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,806.5 |
1,802.1 |
PP |
1,804.4 |
1,801.5 |
S1 |
1,802.3 |
1,800.8 |
|