| 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 |
4,078.0 |
4,033.0 |
-45.0 |
-1.1% |
4,111.5 |
| High |
4,083.5 |
4,074.5 |
-9.0 |
-0.2% |
4,113.5 |
| Low |
4,024.5 |
4,027.0 |
2.5 |
0.1% |
4,033.5 |
| Close |
4,033.0 |
4,064.5 |
31.5 |
0.8% |
4,067.5 |
| Range |
59.0 |
47.5 |
-11.5 |
-19.5% |
80.0 |
| ATR |
46.9 |
46.9 |
0.0 |
0.1% |
0.0 |
| Volume |
616,629 |
582,500 |
-34,129 |
-5.5% |
3,444,794 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,197.8 |
4,178.7 |
4,090.6 |
|
| R3 |
4,150.3 |
4,131.2 |
4,077.6 |
|
| R2 |
4,102.8 |
4,102.8 |
4,073.2 |
|
| R1 |
4,083.7 |
4,083.7 |
4,068.9 |
4,093.3 |
| PP |
4,055.3 |
4,055.3 |
4,055.3 |
4,060.1 |
| S1 |
4,036.2 |
4,036.2 |
4,060.1 |
4,045.8 |
| S2 |
4,007.8 |
4,007.8 |
4,055.8 |
|
| S3 |
3,960.3 |
3,988.7 |
4,051.4 |
|
| S4 |
3,912.8 |
3,941.2 |
4,038.4 |
|
|
| 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 |
4,101.5 |
4,024.5 |
77.0 |
1.9% |
53.0 |
1.3% |
52% |
False |
False |
714,632 |
| 10 |
4,121.0 |
4,024.5 |
96.5 |
2.4% |
48.0 |
1.2% |
41% |
False |
False |
625,673 |
| 20 |
4,153.0 |
4,015.0 |
138.0 |
3.4% |
46.0 |
1.1% |
36% |
False |
False |
722,185 |
| 40 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.2 |
1.1% |
73% |
False |
False |
370,967 |
| 60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
42.3 |
1.0% |
73% |
False |
False |
247,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,276.4 |
|
2.618 |
4,198.9 |
|
1.618 |
4,151.4 |
|
1.000 |
4,122.0 |
|
0.618 |
4,103.9 |
|
HIGH |
4,074.5 |
|
0.618 |
4,056.4 |
|
0.500 |
4,050.8 |
|
0.382 |
4,045.1 |
|
LOW |
4,027.0 |
|
0.618 |
3,997.6 |
|
1.000 |
3,979.5 |
|
1.618 |
3,950.1 |
|
2.618 |
3,902.6 |
|
4.250 |
3,825.1 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,059.9 |
4,061.9 |
| PP |
4,055.3 |
4,059.3 |
| S1 |
4,050.8 |
4,056.8 |
|