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 |
4,328.00 |
4,352.25 |
24.25 |
0.6% |
4,275.00 |
High |
4,353.25 |
4,352.25 |
-1.00 |
0.0% |
4,347.00 |
Low |
4,320.25 |
4,279.25 |
-41.00 |
-0.9% |
4,264.25 |
Close |
4,349.75 |
4,313.00 |
-36.75 |
-0.8% |
4,342.75 |
Range |
33.00 |
73.00 |
40.00 |
121.2% |
82.75 |
ATR |
36.76 |
39.35 |
2.59 |
7.0% |
0.00 |
Volume |
1,221,078 |
1,991,636 |
770,558 |
63.1% |
4,650,226 |
|
Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,533.75 |
4,496.50 |
4,353.25 |
|
R3 |
4,460.75 |
4,423.50 |
4,333.00 |
|
R2 |
4,387.75 |
4,387.75 |
4,326.50 |
|
R1 |
4,350.50 |
4,350.50 |
4,319.75 |
4,332.50 |
PP |
4,314.75 |
4,314.75 |
4,314.75 |
4,306.00 |
S1 |
4,277.50 |
4,277.50 |
4,306.25 |
4,259.50 |
S2 |
4,241.75 |
4,241.75 |
4,299.50 |
|
S3 |
4,168.75 |
4,204.50 |
4,293.00 |
|
S4 |
4,095.75 |
4,131.50 |
4,272.75 |
|
|
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 |
4,279.25 |
74.00 |
1.7% |
42.75 |
1.0% |
46% |
False |
True |
1,313,163 |
10 |
4,353.25 |
4,231.75 |
121.50 |
2.8% |
33.00 |
0.8% |
67% |
False |
False |
1,101,602 |
20 |
4,353.25 |
4,126.75 |
226.50 |
5.3% |
38.25 |
0.9% |
82% |
False |
False |
1,246,534 |
40 |
4,353.25 |
4,020.00 |
333.25 |
7.7% |
43.25 |
1.0% |
88% |
False |
False |
633,420 |
60 |
4,353.25 |
4,020.00 |
333.25 |
7.7% |
43.00 |
1.0% |
88% |
False |
False |
423,034 |
80 |
4,353.25 |
3,833.75 |
519.50 |
12.0% |
43.25 |
1.0% |
92% |
False |
False |
317,521 |
100 |
4,353.25 |
3,701.50 |
651.75 |
15.1% |
48.50 |
1.1% |
94% |
False |
False |
254,046 |
120 |
4,353.25 |
3,639.25 |
714.00 |
16.6% |
49.75 |
1.2% |
94% |
False |
False |
211,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,662.50 |
2.618 |
4,543.25 |
1.618 |
4,470.25 |
1.000 |
4,425.25 |
0.618 |
4,397.25 |
HIGH |
4,352.25 |
0.618 |
4,324.25 |
0.500 |
4,315.75 |
0.382 |
4,307.25 |
LOW |
4,279.25 |
0.618 |
4,234.25 |
1.000 |
4,206.25 |
1.618 |
4,161.25 |
2.618 |
4,088.25 |
4.250 |
3,969.00 |
|
|
Fisher Pivots for day following 08-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,315.75 |
4,316.25 |
PP |
4,314.75 |
4,315.25 |
S1 |
4,314.00 |
4,314.00 |
|