Trading Metrics calculated at close of trading on 05-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
05-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
7,074.5 |
7,057.0 |
-17.5 |
-0.2% |
7,084.5 |
High |
7,095.0 |
7,099.0 |
4.0 |
0.1% |
7,095.0 |
Low |
7,039.5 |
7,040.0 |
0.5 |
0.0% |
6,938.5 |
Close |
7,047.0 |
7,094.0 |
47.0 |
0.7% |
7,047.0 |
Range |
55.5 |
59.0 |
3.5 |
6.3% |
156.5 |
ATR |
69.9 |
69.1 |
-0.8 |
-1.1% |
0.0 |
Volume |
75,104 |
45,689 |
-29,415 |
-39.2% |
434,519 |
|
Daily Pivots for day following 05-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,254.5 |
7,233.5 |
7,126.5 |
|
R3 |
7,195.5 |
7,174.5 |
7,110.0 |
|
R2 |
7,136.5 |
7,136.5 |
7,105.0 |
|
R1 |
7,115.5 |
7,115.5 |
7,099.5 |
7,126.0 |
PP |
7,077.5 |
7,077.5 |
7,077.5 |
7,083.0 |
S1 |
7,056.5 |
7,056.5 |
7,088.5 |
7,067.0 |
S2 |
7,018.5 |
7,018.5 |
7,083.0 |
|
S3 |
6,959.5 |
6,997.5 |
7,078.0 |
|
S4 |
6,900.5 |
6,938.5 |
7,061.5 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,496.5 |
7,428.0 |
7,133.0 |
|
R3 |
7,340.0 |
7,271.5 |
7,090.0 |
|
R2 |
7,183.5 |
7,183.5 |
7,075.5 |
|
R1 |
7,115.0 |
7,115.0 |
7,061.5 |
7,071.0 |
PP |
7,027.0 |
7,027.0 |
7,027.0 |
7,005.0 |
S1 |
6,958.5 |
6,958.5 |
7,032.5 |
6,914.5 |
S2 |
6,870.5 |
6,870.5 |
7,018.5 |
|
S3 |
6,714.0 |
6,802.0 |
7,004.0 |
|
S4 |
6,557.5 |
6,645.5 |
6,961.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,099.0 |
6,938.5 |
160.5 |
2.3% |
73.0 |
1.0% |
97% |
True |
False |
81,800 |
10 |
7,099.0 |
6,938.5 |
160.5 |
2.3% |
65.0 |
0.9% |
97% |
True |
False |
75,984 |
20 |
7,143.0 |
6,872.0 |
271.0 |
3.8% |
68.0 |
1.0% |
82% |
False |
False |
105,322 |
40 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
60.0 |
0.8% |
88% |
False |
False |
52,952 |
60 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
50.5 |
0.7% |
88% |
False |
False |
35,315 |
80 |
7,143.0 |
6,511.0 |
632.0 |
8.9% |
43.5 |
0.6% |
92% |
False |
False |
26,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,350.0 |
2.618 |
7,253.5 |
1.618 |
7,194.5 |
1.000 |
7,158.0 |
0.618 |
7,135.5 |
HIGH |
7,099.0 |
0.618 |
7,076.5 |
0.500 |
7,069.5 |
0.382 |
7,062.5 |
LOW |
7,040.0 |
0.618 |
7,003.5 |
1.000 |
6,981.0 |
1.618 |
6,944.5 |
2.618 |
6,885.5 |
4.250 |
6,789.0 |
|
|
Fisher Pivots for day following 05-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
7,086.0 |
7,076.5 |
PP |
7,077.5 |
7,059.0 |
S1 |
7,069.5 |
7,041.0 |
|