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 |
4,309.75 |
4,341.00 |
31.25 |
0.7% |
4,275.00 |
High |
4,347.00 |
4,348.00 |
1.00 |
0.0% |
4,347.00 |
Low |
4,308.00 |
4,305.25 |
-2.75 |
-0.1% |
4,264.25 |
Close |
4,342.75 |
4,334.00 |
-8.75 |
-0.2% |
4,342.75 |
Range |
39.00 |
42.75 |
3.75 |
9.6% |
82.75 |
ATR |
36.61 |
37.05 |
0.44 |
1.2% |
0.00 |
Volume |
999,780 |
1,368,133 |
368,353 |
36.8% |
4,650,226 |
|
Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,457.25 |
4,438.50 |
4,357.50 |
|
R3 |
4,414.50 |
4,395.75 |
4,345.75 |
|
R2 |
4,371.75 |
4,371.75 |
4,341.75 |
|
R1 |
4,353.00 |
4,353.00 |
4,338.00 |
4,341.00 |
PP |
4,329.00 |
4,329.00 |
4,329.00 |
4,323.00 |
S1 |
4,310.25 |
4,310.25 |
4,330.00 |
4,298.25 |
S2 |
4,286.25 |
4,286.25 |
4,326.25 |
|
S3 |
4,243.50 |
4,267.50 |
4,322.25 |
|
S4 |
4,200.75 |
4,224.75 |
4,310.50 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,566.25 |
4,537.25 |
4,388.25 |
|
R3 |
4,483.50 |
4,454.50 |
4,365.50 |
|
R2 |
4,400.75 |
4,400.75 |
4,358.00 |
|
R1 |
4,371.75 |
4,371.75 |
4,350.25 |
4,386.25 |
PP |
4,318.00 |
4,318.00 |
4,318.00 |
4,325.25 |
S1 |
4,289.00 |
4,289.00 |
4,335.25 |
4,303.50 |
S2 |
4,235.25 |
4,235.25 |
4,327.50 |
|
S3 |
4,152.50 |
4,206.25 |
4,320.00 |
|
S4 |
4,069.75 |
4,123.50 |
4,297.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,348.00 |
4,269.25 |
78.75 |
1.8% |
30.50 |
0.7% |
82% |
True |
False |
1,038,927 |
10 |
4,348.00 |
4,205.75 |
142.25 |
3.3% |
28.25 |
0.7% |
90% |
True |
False |
980,535 |
20 |
4,348.00 |
4,126.75 |
221.25 |
5.1% |
35.50 |
0.8% |
94% |
True |
False |
1,097,405 |
40 |
4,348.00 |
4,020.00 |
328.00 |
7.6% |
44.25 |
1.0% |
96% |
True |
False |
553,259 |
60 |
4,348.00 |
4,020.00 |
328.00 |
7.6% |
42.25 |
1.0% |
96% |
True |
False |
369,511 |
80 |
4,348.00 |
3,833.75 |
514.25 |
11.9% |
42.75 |
1.0% |
97% |
True |
False |
277,370 |
100 |
4,348.00 |
3,701.50 |
646.50 |
14.9% |
48.25 |
1.1% |
98% |
True |
False |
221,920 |
120 |
4,348.00 |
3,639.25 |
708.75 |
16.4% |
49.50 |
1.1% |
98% |
True |
False |
184,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,529.75 |
2.618 |
4,460.00 |
1.618 |
4,417.25 |
1.000 |
4,390.75 |
0.618 |
4,374.50 |
HIGH |
4,348.00 |
0.618 |
4,331.75 |
0.500 |
4,326.50 |
0.382 |
4,321.50 |
LOW |
4,305.25 |
0.618 |
4,278.75 |
1.000 |
4,262.50 |
1.618 |
4,236.00 |
2.618 |
4,193.25 |
4.250 |
4,123.50 |
|
|
Fisher Pivots for day following 06-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,331.50 |
4,328.25 |
PP |
4,329.00 |
4,322.75 |
S1 |
4,326.50 |
4,317.00 |
|