| 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 |
7,025.5 |
7,083.0 |
57.5 |
0.8% |
7,084.5 |
| High |
7,090.5 |
7,083.0 |
-7.5 |
-0.1% |
7,095.0 |
| Low |
7,018.0 |
6,911.5 |
-106.5 |
-1.5% |
6,938.5 |
| Close |
7,079.0 |
6,960.5 |
-118.5 |
-1.7% |
7,047.0 |
| Range |
72.5 |
171.5 |
99.0 |
136.6% |
156.5 |
| ATR |
71.3 |
78.5 |
7.2 |
10.0% |
0.0 |
| Volume |
79,665 |
148,879 |
69,214 |
86.9% |
434,519 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,499.5 |
7,401.5 |
7,055.0 |
|
| R3 |
7,328.0 |
7,230.0 |
7,007.5 |
|
| R2 |
7,156.5 |
7,156.5 |
6,992.0 |
|
| R1 |
7,058.5 |
7,058.5 |
6,976.0 |
7,022.0 |
| PP |
6,985.0 |
6,985.0 |
6,985.0 |
6,966.5 |
| S1 |
6,887.0 |
6,887.0 |
6,945.0 |
6,850.0 |
| S2 |
6,813.5 |
6,813.5 |
6,929.0 |
|
| S3 |
6,642.0 |
6,715.5 |
6,913.5 |
|
| S4 |
6,470.5 |
6,544.0 |
6,866.0 |
|
|
| 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 |
6,911.5 |
191.0 |
2.7% |
91.5 |
1.3% |
26% |
False |
True |
86,912 |
| 10 |
7,102.5 |
6,911.5 |
191.0 |
2.7% |
83.5 |
1.2% |
26% |
False |
True |
84,849 |
| 20 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
78.5 |
1.1% |
33% |
False |
False |
118,050 |
| 40 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
63.5 |
0.9% |
55% |
False |
False |
60,712 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
55.0 |
0.8% |
55% |
False |
False |
40,544 |
| 80 |
7,143.0 |
6,511.0 |
632.0 |
9.1% |
47.0 |
0.7% |
71% |
False |
False |
30,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,812.0 |
|
2.618 |
7,532.0 |
|
1.618 |
7,360.5 |
|
1.000 |
7,254.5 |
|
0.618 |
7,189.0 |
|
HIGH |
7,083.0 |
|
0.618 |
7,017.5 |
|
0.500 |
6,997.0 |
|
0.382 |
6,977.0 |
|
LOW |
6,911.5 |
|
0.618 |
6,805.5 |
|
1.000 |
6,740.0 |
|
1.618 |
6,634.0 |
|
2.618 |
6,462.5 |
|
4.250 |
6,182.5 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,997.0 |
7,007.0 |
| PP |
6,985.0 |
6,991.5 |
| S1 |
6,973.0 |
6,976.0 |
|