Trading Metrics calculated at close of trading on 07-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
14,704.25 |
14,764.50 |
60.25 |
0.4% |
14,350.00 |
High |
14,790.00 |
14,883.75 |
93.75 |
0.6% |
14,729.00 |
Low |
14,625.25 |
14,726.25 |
101.00 |
0.7% |
14,333.25 |
Close |
14,775.50 |
14,802.25 |
26.75 |
0.2% |
14,713.75 |
Range |
164.75 |
157.50 |
-7.25 |
-4.4% |
395.75 |
ATR |
174.46 |
173.24 |
-1.21 |
-0.7% |
0.00 |
Volume |
557,682 |
471,450 |
-86,232 |
-15.5% |
1,950,074 |
|
Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,276.50 |
15,197.00 |
14,889.00 |
|
R3 |
15,119.00 |
15,039.50 |
14,845.50 |
|
R2 |
14,961.50 |
14,961.50 |
14,831.00 |
|
R1 |
14,882.00 |
14,882.00 |
14,816.75 |
14,921.75 |
PP |
14,804.00 |
14,804.00 |
14,804.00 |
14,824.00 |
S1 |
14,724.50 |
14,724.50 |
14,787.75 |
14,764.25 |
S2 |
14,646.50 |
14,646.50 |
14,773.50 |
|
S3 |
14,489.00 |
14,567.00 |
14,759.00 |
|
S4 |
14,331.50 |
14,409.50 |
14,715.50 |
|
|
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 |
14,883.75 |
14,471.00 |
412.75 |
2.8% |
150.75 |
1.0% |
80% |
True |
False |
448,435 |
10 |
14,883.75 |
14,231.75 |
652.00 |
4.4% |
137.25 |
0.9% |
88% |
True |
False |
413,531 |
20 |
14,883.75 |
13,716.25 |
1,167.50 |
7.9% |
166.25 |
1.1% |
93% |
True |
False |
398,833 |
40 |
14,883.75 |
12,906.00 |
1,977.75 |
13.4% |
197.00 |
1.3% |
96% |
True |
False |
200,310 |
60 |
14,883.75 |
12,906.00 |
1,977.75 |
13.4% |
204.75 |
1.4% |
96% |
True |
False |
133,795 |
80 |
14,883.75 |
12,602.00 |
2,281.75 |
15.4% |
214.25 |
1.4% |
96% |
True |
False |
100,461 |
100 |
14,883.75 |
12,195.25 |
2,688.50 |
18.2% |
241.75 |
1.6% |
97% |
True |
False |
80,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,553.00 |
2.618 |
15,296.00 |
1.618 |
15,138.50 |
1.000 |
15,041.25 |
0.618 |
14,981.00 |
HIGH |
14,883.75 |
0.618 |
14,823.50 |
0.500 |
14,805.00 |
0.382 |
14,786.50 |
LOW |
14,726.25 |
0.618 |
14,629.00 |
1.000 |
14,568.75 |
1.618 |
14,471.50 |
2.618 |
14,314.00 |
4.250 |
14,057.00 |
|
|
Fisher Pivots for day following 07-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,805.00 |
14,767.75 |
PP |
14,804.00 |
14,733.00 |
S1 |
14,803.25 |
14,698.50 |
|