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 |
14,764.50 |
14,812.00 |
47.50 |
0.3% |
14,350.00 |
High |
14,883.75 |
14,822.00 |
-61.75 |
-0.4% |
14,729.00 |
Low |
14,726.25 |
14,540.50 |
-185.75 |
-1.3% |
14,333.25 |
Close |
14,802.25 |
14,712.25 |
-90.00 |
-0.6% |
14,713.75 |
Range |
157.50 |
281.50 |
124.00 |
78.7% |
395.75 |
ATR |
173.24 |
180.98 |
7.73 |
4.5% |
0.00 |
Volume |
471,450 |
631,207 |
159,757 |
33.9% |
1,950,074 |
|
Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,536.00 |
15,405.75 |
14,867.00 |
|
R3 |
15,254.50 |
15,124.25 |
14,789.75 |
|
R2 |
14,973.00 |
14,973.00 |
14,763.75 |
|
R1 |
14,842.75 |
14,842.75 |
14,738.00 |
14,767.00 |
PP |
14,691.50 |
14,691.50 |
14,691.50 |
14,653.75 |
S1 |
14,561.25 |
14,561.25 |
14,686.50 |
14,485.50 |
S2 |
14,410.00 |
14,410.00 |
14,660.75 |
|
S3 |
14,128.50 |
14,279.75 |
14,634.75 |
|
S4 |
13,847.00 |
13,998.25 |
14,557.50 |
|
|
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% |
191.00 |
1.3% |
58% |
False |
False |
497,785 |
10 |
14,883.75 |
14,270.00 |
613.75 |
4.2% |
157.00 |
1.1% |
72% |
False |
False |
440,003 |
20 |
14,883.75 |
13,716.25 |
1,167.50 |
7.9% |
175.50 |
1.2% |
85% |
False |
False |
429,922 |
40 |
14,883.75 |
12,906.00 |
1,977.75 |
13.4% |
196.50 |
1.3% |
91% |
False |
False |
216,040 |
60 |
14,883.75 |
12,906.00 |
1,977.75 |
13.4% |
205.75 |
1.4% |
91% |
False |
False |
144,305 |
80 |
14,883.75 |
12,602.00 |
2,281.75 |
15.5% |
215.00 |
1.5% |
92% |
False |
False |
108,349 |
100 |
14,883.75 |
12,195.25 |
2,688.50 |
18.3% |
243.00 |
1.7% |
94% |
False |
False |
86,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,018.50 |
2.618 |
15,559.00 |
1.618 |
15,277.50 |
1.000 |
15,103.50 |
0.618 |
14,996.00 |
HIGH |
14,822.00 |
0.618 |
14,714.50 |
0.500 |
14,681.25 |
0.382 |
14,648.00 |
LOW |
14,540.50 |
0.618 |
14,366.50 |
1.000 |
14,259.00 |
1.618 |
14,085.00 |
2.618 |
13,803.50 |
4.250 |
13,344.00 |
|
|
Fisher Pivots for day following 08-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,702.00 |
14,712.25 |
PP |
14,691.50 |
14,712.25 |
S1 |
14,681.25 |
14,712.00 |
|