| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
7,057.0 |
7,094.0 |
37.0 |
0.5% |
7,084.5 |
| High |
7,099.0 |
7,102.5 |
3.5 |
0.0% |
7,095.0 |
| Low |
7,040.0 |
7,004.0 |
-36.0 |
-0.5% |
6,938.5 |
| Close |
7,094.0 |
7,022.5 |
-71.5 |
-1.0% |
7,047.0 |
| Range |
59.0 |
98.5 |
39.5 |
66.9% |
156.5 |
| ATR |
69.1 |
71.2 |
2.1 |
3.0% |
0.0 |
| Volume |
45,689 |
85,227 |
39,538 |
86.5% |
434,519 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,338.5 |
7,279.0 |
7,076.5 |
|
| R3 |
7,240.0 |
7,180.5 |
7,049.5 |
|
| R2 |
7,141.5 |
7,141.5 |
7,040.5 |
|
| R1 |
7,082.0 |
7,082.0 |
7,031.5 |
7,062.5 |
| PP |
7,043.0 |
7,043.0 |
7,043.0 |
7,033.0 |
| S1 |
6,983.5 |
6,983.5 |
7,013.5 |
6,964.0 |
| S2 |
6,944.5 |
6,944.5 |
7,004.5 |
|
| S3 |
6,846.0 |
6,885.0 |
6,995.5 |
|
| S4 |
6,747.5 |
6,786.5 |
6,968.5 |
|
|
| 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 |
7,102.5 |
6,938.5 |
164.0 |
2.3% |
81.0 |
1.2% |
51% |
True |
False |
85,931 |
| 10 |
7,102.5 |
6,938.5 |
164.0 |
2.3% |
70.5 |
1.0% |
51% |
True |
False |
77,569 |
| 20 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
70.5 |
1.0% |
56% |
False |
False |
109,451 |
| 40 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
60.5 |
0.9% |
71% |
False |
False |
55,020 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
51.5 |
0.7% |
71% |
False |
False |
36,735 |
| 80 |
7,143.0 |
6,511.0 |
632.0 |
9.0% |
44.5 |
0.6% |
81% |
False |
False |
27,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,521.0 |
|
2.618 |
7,360.5 |
|
1.618 |
7,262.0 |
|
1.000 |
7,201.0 |
|
0.618 |
7,163.5 |
|
HIGH |
7,102.5 |
|
0.618 |
7,065.0 |
|
0.500 |
7,053.0 |
|
0.382 |
7,041.5 |
|
LOW |
7,004.0 |
|
0.618 |
6,943.0 |
|
1.000 |
6,905.5 |
|
1.618 |
6,844.5 |
|
2.618 |
6,746.0 |
|
4.250 |
6,585.5 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,053.0 |
7,053.0 |
| PP |
7,043.0 |
7,043.0 |
| S1 |
7,033.0 |
7,033.0 |
|