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 |
4,033.0 |
4,073.5 |
40.5 |
1.0% |
4,111.5 |
High |
4,074.5 |
4,073.5 |
-1.0 |
0.0% |
4,113.5 |
Low |
4,027.0 |
3,951.5 |
-75.5 |
-1.9% |
4,033.5 |
Close |
4,064.5 |
3,980.0 |
-84.5 |
-2.1% |
4,067.5 |
Range |
47.5 |
122.0 |
74.5 |
156.8% |
80.0 |
ATR |
46.9 |
52.3 |
5.4 |
11.4% |
0.0 |
Volume |
582,500 |
1,314,911 |
732,411 |
125.7% |
3,444,794 |
|
Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,367.7 |
4,295.8 |
4,047.1 |
|
R3 |
4,245.7 |
4,173.8 |
4,013.6 |
|
R2 |
4,123.7 |
4,123.7 |
4,002.4 |
|
R1 |
4,051.8 |
4,051.8 |
3,991.2 |
4,026.8 |
PP |
4,001.7 |
4,001.7 |
4,001.7 |
3,989.1 |
S1 |
3,929.8 |
3,929.8 |
3,968.8 |
3,904.8 |
S2 |
3,879.7 |
3,879.7 |
3,957.6 |
|
S3 |
3,757.7 |
3,807.8 |
3,946.5 |
|
S4 |
3,635.7 |
3,685.8 |
3,912.9 |
|
|
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 |
3,951.5 |
150.0 |
3.8% |
63.8 |
1.6% |
19% |
False |
True |
755,195 |
10 |
4,121.0 |
3,951.5 |
169.5 |
4.3% |
54.0 |
1.4% |
17% |
False |
True |
699,081 |
20 |
4,153.0 |
3,951.5 |
201.5 |
5.1% |
50.9 |
1.3% |
14% |
False |
True |
779,133 |
40 |
4,153.0 |
3,830.0 |
323.0 |
8.1% |
46.8 |
1.2% |
46% |
False |
False |
403,820 |
60 |
4,153.0 |
3,830.0 |
323.0 |
8.1% |
44.0 |
1.1% |
46% |
False |
False |
269,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,592.0 |
2.618 |
4,392.9 |
1.618 |
4,270.9 |
1.000 |
4,195.5 |
0.618 |
4,148.9 |
HIGH |
4,073.5 |
0.618 |
4,026.9 |
0.500 |
4,012.5 |
0.382 |
3,998.1 |
LOW |
3,951.5 |
0.618 |
3,876.1 |
1.000 |
3,829.5 |
1.618 |
3,754.1 |
2.618 |
3,632.1 |
4.250 |
3,433.0 |
|
|
Fisher Pivots for day following 08-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,012.5 |
4,017.5 |
PP |
4,001.7 |
4,005.0 |
S1 |
3,990.8 |
3,992.5 |
|