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 |
4,341.00 |
4,328.00 |
-13.00 |
-0.3% |
4,275.00 |
High |
4,348.00 |
4,353.25 |
5.25 |
0.1% |
4,347.00 |
Low |
4,305.25 |
4,320.25 |
15.00 |
0.3% |
4,264.25 |
Close |
4,334.00 |
4,349.75 |
15.75 |
0.4% |
4,342.75 |
Range |
42.75 |
33.00 |
-9.75 |
-22.8% |
82.75 |
ATR |
37.05 |
36.76 |
-0.29 |
-0.8% |
0.00 |
Volume |
1,368,133 |
1,221,078 |
-147,055 |
-10.7% |
4,650,226 |
|
Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,440.00 |
4,428.00 |
4,368.00 |
|
R3 |
4,407.00 |
4,395.00 |
4,358.75 |
|
R2 |
4,374.00 |
4,374.00 |
4,355.75 |
|
R1 |
4,362.00 |
4,362.00 |
4,352.75 |
4,368.00 |
PP |
4,341.00 |
4,341.00 |
4,341.00 |
4,344.00 |
S1 |
4,329.00 |
4,329.00 |
4,346.75 |
4,335.00 |
S2 |
4,308.00 |
4,308.00 |
4,343.75 |
|
S3 |
4,275.00 |
4,296.00 |
4,340.75 |
|
S4 |
4,242.00 |
4,263.00 |
4,331.50 |
|
|
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 |
4,353.25 |
4,269.25 |
84.00 |
1.9% |
33.25 |
0.8% |
96% |
True |
False |
1,134,848 |
10 |
4,353.25 |
4,230.50 |
122.75 |
2.8% |
27.50 |
0.6% |
97% |
True |
False |
996,268 |
20 |
4,353.25 |
4,126.75 |
226.50 |
5.2% |
35.50 |
0.8% |
98% |
True |
False |
1,153,128 |
40 |
4,353.25 |
4,020.00 |
333.25 |
7.7% |
43.25 |
1.0% |
99% |
True |
False |
583,718 |
60 |
4,353.25 |
4,020.00 |
333.25 |
7.7% |
42.50 |
1.0% |
99% |
True |
False |
389,847 |
80 |
4,353.25 |
3,833.75 |
519.50 |
11.9% |
42.75 |
1.0% |
99% |
True |
False |
292,630 |
100 |
4,353.25 |
3,701.50 |
651.75 |
15.0% |
48.25 |
1.1% |
99% |
True |
False |
234,131 |
120 |
4,353.25 |
3,639.25 |
714.00 |
16.4% |
49.50 |
1.1% |
100% |
True |
False |
195,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,493.50 |
2.618 |
4,439.75 |
1.618 |
4,406.75 |
1.000 |
4,386.25 |
0.618 |
4,373.75 |
HIGH |
4,353.25 |
0.618 |
4,340.75 |
0.500 |
4,336.75 |
0.382 |
4,332.75 |
LOW |
4,320.25 |
0.618 |
4,299.75 |
1.000 |
4,287.25 |
1.618 |
4,266.75 |
2.618 |
4,233.75 |
4.250 |
4,180.00 |
|
|
Fisher Pivots for day following 07-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,345.50 |
4,343.00 |
PP |
4,341.00 |
4,336.00 |
S1 |
4,336.75 |
4,329.25 |
|