| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
14,543.75 |
14,704.25 |
160.50 |
1.1% |
14,350.00 |
| High |
14,729.00 |
14,790.00 |
61.00 |
0.4% |
14,729.00 |
| Low |
14,513.25 |
14,625.25 |
112.00 |
0.8% |
14,333.25 |
| Close |
14,713.75 |
14,775.50 |
61.75 |
0.4% |
14,713.75 |
| Range |
215.75 |
164.75 |
-51.00 |
-23.6% |
395.75 |
| ATR |
175.20 |
174.46 |
-0.75 |
-0.4% |
0.00 |
| Volume |
392,168 |
557,682 |
165,514 |
42.2% |
1,950,074 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,224.50 |
15,164.75 |
14,866.00 |
|
| R3 |
15,059.75 |
15,000.00 |
14,820.75 |
|
| R2 |
14,895.00 |
14,895.00 |
14,805.75 |
|
| R1 |
14,835.25 |
14,835.25 |
14,790.50 |
14,865.00 |
| PP |
14,730.25 |
14,730.25 |
14,730.25 |
14,745.25 |
| S1 |
14,670.50 |
14,670.50 |
14,760.50 |
14,700.50 |
| S2 |
14,565.50 |
14,565.50 |
14,745.25 |
|
| S3 |
14,400.75 |
14,505.75 |
14,730.25 |
|
| S4 |
14,236.00 |
14,341.00 |
14,685.00 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,779.25 |
15,642.25 |
14,931.50 |
|
| R3 |
15,383.50 |
15,246.50 |
14,822.50 |
|
| R2 |
14,987.75 |
14,987.75 |
14,786.25 |
|
| R1 |
14,850.75 |
14,850.75 |
14,750.00 |
14,919.25 |
| PP |
14,592.00 |
14,592.00 |
14,592.00 |
14,626.25 |
| S1 |
14,455.00 |
14,455.00 |
14,677.50 |
14,523.50 |
| S2 |
14,196.25 |
14,196.25 |
14,641.25 |
|
| S3 |
13,800.50 |
14,059.25 |
14,605.00 |
|
| S4 |
13,404.75 |
13,663.50 |
14,496.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,790.00 |
14,468.75 |
321.25 |
2.2% |
142.50 |
1.0% |
95% |
True |
False |
426,179 |
| 10 |
14,790.00 |
14,066.50 |
723.50 |
4.9% |
142.75 |
1.0% |
98% |
True |
False |
408,483 |
| 20 |
14,790.00 |
13,716.25 |
1,073.75 |
7.3% |
167.00 |
1.1% |
99% |
True |
False |
375,647 |
| 40 |
14,790.00 |
12,906.00 |
1,884.00 |
12.8% |
204.25 |
1.4% |
99% |
True |
False |
188,562 |
| 60 |
14,790.00 |
12,906.00 |
1,884.00 |
12.8% |
203.75 |
1.4% |
99% |
True |
False |
125,945 |
| 80 |
14,790.00 |
12,602.00 |
2,188.00 |
14.8% |
216.25 |
1.5% |
99% |
True |
False |
94,568 |
| 100 |
14,790.00 |
12,195.25 |
2,594.75 |
17.6% |
241.25 |
1.6% |
99% |
True |
False |
75,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,490.25 |
|
2.618 |
15,221.25 |
|
1.618 |
15,056.50 |
|
1.000 |
14,954.75 |
|
0.618 |
14,891.75 |
|
HIGH |
14,790.00 |
|
0.618 |
14,727.00 |
|
0.500 |
14,707.50 |
|
0.382 |
14,688.25 |
|
LOW |
14,625.25 |
|
0.618 |
14,523.50 |
|
1.000 |
14,460.50 |
|
1.618 |
14,358.75 |
|
2.618 |
14,194.00 |
|
4.250 |
13,925.00 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,753.00 |
14,727.25 |
| PP |
14,730.25 |
14,678.75 |
| S1 |
14,707.50 |
14,630.50 |
|