| 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 |
1,803.8 |
1,803.2 |
-0.6 |
0.0% |
1,787.5 |
| High |
1,819.5 |
1,813.0 |
-6.5 |
-0.4% |
1,819.5 |
| Low |
1,793.5 |
1,796.6 |
3.1 |
0.2% |
1,784.7 |
| Close |
1,800.2 |
1,810.6 |
10.4 |
0.6% |
1,810.6 |
| Range |
26.0 |
16.4 |
-9.6 |
-36.9% |
34.8 |
| ATR |
26.0 |
25.3 |
-0.7 |
-2.6% |
0.0 |
| Volume |
249,340 |
185,581 |
-63,759 |
-25.6% |
882,593 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.9 |
1,849.7 |
1,819.6 |
|
| R3 |
1,839.5 |
1,833.3 |
1,815.1 |
|
| R2 |
1,823.1 |
1,823.1 |
1,813.6 |
|
| R1 |
1,816.9 |
1,816.9 |
1,812.1 |
1,820.0 |
| PP |
1,806.7 |
1,806.7 |
1,806.7 |
1,808.3 |
| S1 |
1,800.5 |
1,800.5 |
1,809.1 |
1,803.6 |
| S2 |
1,790.3 |
1,790.3 |
1,807.6 |
|
| S3 |
1,773.9 |
1,784.1 |
1,806.1 |
|
| S4 |
1,757.5 |
1,767.7 |
1,801.6 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,909.3 |
1,894.8 |
1,829.7 |
|
| R3 |
1,874.5 |
1,860.0 |
1,820.2 |
|
| R2 |
1,839.7 |
1,839.7 |
1,817.0 |
|
| R1 |
1,825.2 |
1,825.2 |
1,813.8 |
1,832.5 |
| PP |
1,804.9 |
1,804.9 |
1,804.9 |
1,808.6 |
| S1 |
1,790.4 |
1,790.4 |
1,807.4 |
1,797.7 |
| S2 |
1,770.1 |
1,770.1 |
1,804.2 |
|
| S3 |
1,735.3 |
1,755.6 |
1,801.0 |
|
| S4 |
1,700.5 |
1,720.8 |
1,791.5 |
|
|
| 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 |
1,774.4 |
45.1 |
2.5% |
22.2 |
1.2% |
80% |
False |
False |
217,690 |
| 10 |
1,819.5 |
1,750.1 |
69.4 |
3.8% |
21.2 |
1.2% |
87% |
False |
False |
199,968 |
| 20 |
1,906.2 |
1,750.1 |
156.1 |
8.6% |
26.6 |
1.5% |
39% |
False |
False |
210,107 |
| 40 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
25.4 |
1.4% |
36% |
False |
False |
175,466 |
| 60 |
1,919.2 |
1,736.8 |
182.4 |
10.1% |
24.9 |
1.4% |
40% |
False |
False |
122,708 |
| 80 |
1,919.2 |
1,679.4 |
239.8 |
13.2% |
24.3 |
1.3% |
55% |
False |
False |
92,776 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
25.1 |
1.4% |
55% |
False |
False |
74,784 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
25.3 |
1.4% |
55% |
False |
False |
62,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,882.7 |
|
2.618 |
1,855.9 |
|
1.618 |
1,839.5 |
|
1.000 |
1,829.4 |
|
0.618 |
1,823.1 |
|
HIGH |
1,813.0 |
|
0.618 |
1,806.7 |
|
0.500 |
1,804.8 |
|
0.382 |
1,802.9 |
|
LOW |
1,796.6 |
|
0.618 |
1,786.5 |
|
1.000 |
1,780.2 |
|
1.618 |
1,770.1 |
|
2.618 |
1,753.7 |
|
4.250 |
1,726.9 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.7 |
1,809.2 |
| PP |
1,806.7 |
1,807.9 |
| S1 |
1,804.8 |
1,806.5 |
|