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 |
4,073.5 |
3,986.0 |
-87.5 |
-2.1% |
4,078.0 |
High |
4,073.5 |
4,063.0 |
-10.5 |
-0.3% |
4,083.5 |
Low |
3,951.5 |
3,962.5 |
11.0 |
0.3% |
3,951.5 |
Close |
3,980.0 |
4,052.0 |
72.0 |
1.8% |
4,052.0 |
Range |
122.0 |
100.5 |
-21.5 |
-17.6% |
132.0 |
ATR |
52.3 |
55.7 |
3.4 |
6.6% |
0.0 |
Volume |
1,314,911 |
802,620 |
-512,291 |
-39.0% |
3,316,660 |
|
Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,327.3 |
4,290.2 |
4,107.3 |
|
R3 |
4,226.8 |
4,189.7 |
4,079.6 |
|
R2 |
4,126.3 |
4,126.3 |
4,070.4 |
|
R1 |
4,089.2 |
4,089.2 |
4,061.2 |
4,107.8 |
PP |
4,025.8 |
4,025.8 |
4,025.8 |
4,035.1 |
S1 |
3,988.7 |
3,988.7 |
4,042.8 |
4,007.3 |
S2 |
3,925.3 |
3,925.3 |
4,033.6 |
|
S3 |
3,824.8 |
3,888.2 |
4,024.4 |
|
S4 |
3,724.3 |
3,787.7 |
3,996.7 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,425.0 |
4,370.5 |
4,124.6 |
|
R3 |
4,293.0 |
4,238.5 |
4,088.3 |
|
R2 |
4,161.0 |
4,161.0 |
4,076.2 |
|
R1 |
4,106.5 |
4,106.5 |
4,064.1 |
4,067.8 |
PP |
4,029.0 |
4,029.0 |
4,029.0 |
4,009.6 |
S1 |
3,974.5 |
3,974.5 |
4,039.9 |
3,935.8 |
S2 |
3,897.0 |
3,897.0 |
4,027.8 |
|
S3 |
3,765.0 |
3,842.5 |
4,015.7 |
|
S4 |
3,633.0 |
3,710.5 |
3,979.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,089.0 |
3,951.5 |
137.5 |
3.4% |
71.0 |
1.8% |
73% |
False |
False |
757,198 |
10 |
4,121.0 |
3,951.5 |
169.5 |
4.2% |
59.4 |
1.5% |
59% |
False |
False |
721,196 |
20 |
4,153.0 |
3,951.5 |
201.5 |
5.0% |
54.4 |
1.3% |
50% |
False |
False |
805,891 |
40 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
48.3 |
1.2% |
69% |
False |
False |
423,883 |
60 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
45.5 |
1.1% |
69% |
False |
False |
282,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,490.1 |
2.618 |
4,326.1 |
1.618 |
4,225.6 |
1.000 |
4,163.5 |
0.618 |
4,125.1 |
HIGH |
4,063.0 |
0.618 |
4,024.6 |
0.500 |
4,012.8 |
0.382 |
4,000.9 |
LOW |
3,962.5 |
0.618 |
3,900.4 |
1.000 |
3,862.0 |
1.618 |
3,799.9 |
2.618 |
3,699.4 |
4.250 |
3,535.4 |
|
|
Fisher Pivots for day following 09-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,038.9 |
4,039.0 |
PP |
4,025.8 |
4,026.0 |
S1 |
4,012.8 |
4,013.0 |
|