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 |
4,075.5 |
4,078.0 |
2.5 |
0.1% |
4,111.5 |
High |
4,089.0 |
4,083.5 |
-5.5 |
-0.1% |
4,113.5 |
Low |
4,063.0 |
4,024.5 |
-38.5 |
-0.9% |
4,033.5 |
Close |
4,067.5 |
4,033.0 |
-34.5 |
-0.8% |
4,067.5 |
Range |
26.0 |
59.0 |
33.0 |
126.9% |
80.0 |
ATR |
46.0 |
46.9 |
0.9 |
2.0% |
0.0 |
Volume |
469,333 |
616,629 |
147,296 |
31.4% |
3,444,794 |
|
Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,224.0 |
4,187.5 |
4,065.5 |
|
R3 |
4,165.0 |
4,128.5 |
4,049.2 |
|
R2 |
4,106.0 |
4,106.0 |
4,043.8 |
|
R1 |
4,069.5 |
4,069.5 |
4,038.4 |
4,058.3 |
PP |
4,047.0 |
4,047.0 |
4,047.0 |
4,041.4 |
S1 |
4,010.5 |
4,010.5 |
4,027.6 |
3,999.3 |
S2 |
3,988.0 |
3,988.0 |
4,022.2 |
|
S3 |
3,929.0 |
3,951.5 |
4,016.8 |
|
S4 |
3,870.0 |
3,892.5 |
4,000.6 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,311.5 |
4,269.5 |
4,111.5 |
|
R3 |
4,231.5 |
4,189.5 |
4,089.5 |
|
R2 |
4,151.5 |
4,151.5 |
4,082.2 |
|
R1 |
4,109.5 |
4,109.5 |
4,074.8 |
4,090.5 |
PP |
4,071.5 |
4,071.5 |
4,071.5 |
4,062.0 |
S1 |
4,029.5 |
4,029.5 |
4,060.2 |
4,010.5 |
S2 |
3,991.5 |
3,991.5 |
4,052.8 |
|
S3 |
3,911.5 |
3,949.5 |
4,045.5 |
|
S4 |
3,831.5 |
3,869.5 |
4,023.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,112.0 |
4,024.5 |
87.5 |
2.2% |
50.9 |
1.3% |
10% |
False |
True |
708,944 |
10 |
4,121.0 |
4,024.5 |
96.5 |
2.4% |
47.1 |
1.2% |
9% |
False |
True |
615,295 |
20 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
44.8 |
1.1% |
13% |
False |
False |
698,400 |
40 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
45.3 |
1.1% |
63% |
False |
False |
356,419 |
60 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
41.8 |
1.0% |
63% |
False |
False |
237,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,334.3 |
2.618 |
4,238.0 |
1.618 |
4,179.0 |
1.000 |
4,142.5 |
0.618 |
4,120.0 |
HIGH |
4,083.5 |
0.618 |
4,061.0 |
0.500 |
4,054.0 |
0.382 |
4,047.0 |
LOW |
4,024.5 |
0.618 |
3,988.0 |
1.000 |
3,965.5 |
1.618 |
3,929.0 |
2.618 |
3,870.0 |
4.250 |
3,773.8 |
|
|
Fisher Pivots for day following 06-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,054.0 |
4,063.0 |
PP |
4,047.0 |
4,053.0 |
S1 |
4,040.0 |
4,043.0 |
|