Trading Metrics calculated at close of trading on 09-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,352.25 |
4,310.25 |
-42.00 |
-1.0% |
4,341.00 |
High |
4,352.25 |
4,364.00 |
11.75 |
0.3% |
4,364.00 |
Low |
4,279.25 |
4,293.25 |
14.00 |
0.3% |
4,279.25 |
Close |
4,313.00 |
4,360.00 |
47.00 |
1.1% |
4,360.00 |
Range |
73.00 |
70.75 |
-2.25 |
-3.1% |
84.75 |
ATR |
39.35 |
41.59 |
2.24 |
5.7% |
0.00 |
Volume |
1,991,636 |
1,311,506 |
-680,130 |
-34.1% |
5,892,353 |
|
Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,551.25 |
4,526.50 |
4,399.00 |
|
R3 |
4,480.50 |
4,455.75 |
4,379.50 |
|
R2 |
4,409.75 |
4,409.75 |
4,373.00 |
|
R1 |
4,385.00 |
4,385.00 |
4,366.50 |
4,397.50 |
PP |
4,339.00 |
4,339.00 |
4,339.00 |
4,345.25 |
S1 |
4,314.25 |
4,314.25 |
4,353.50 |
4,326.50 |
S2 |
4,268.25 |
4,268.25 |
4,347.00 |
|
S3 |
4,197.50 |
4,243.50 |
4,340.50 |
|
S4 |
4,126.75 |
4,172.75 |
4,321.00 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.75 |
4,559.00 |
4,406.50 |
|
R3 |
4,504.00 |
4,474.25 |
4,383.25 |
|
R2 |
4,419.25 |
4,419.25 |
4,375.50 |
|
R1 |
4,389.50 |
4,389.50 |
4,367.75 |
4,404.50 |
PP |
4,334.50 |
4,334.50 |
4,334.50 |
4,341.75 |
S1 |
4,304.75 |
4,304.75 |
4,352.25 |
4,319.50 |
S2 |
4,249.75 |
4,249.75 |
4,344.50 |
|
S3 |
4,165.00 |
4,220.00 |
4,336.75 |
|
S4 |
4,080.25 |
4,135.25 |
4,313.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,364.00 |
4,279.25 |
84.75 |
1.9% |
51.75 |
1.2% |
95% |
True |
False |
1,378,426 |
10 |
4,364.00 |
4,253.50 |
110.50 |
2.5% |
37.00 |
0.8% |
96% |
True |
False |
1,144,873 |
20 |
4,364.00 |
4,126.75 |
237.25 |
5.4% |
39.75 |
0.9% |
98% |
True |
False |
1,287,034 |
40 |
4,364.00 |
4,020.00 |
344.00 |
7.9% |
42.50 |
1.0% |
99% |
True |
False |
666,086 |
60 |
4,364.00 |
4,020.00 |
344.00 |
7.9% |
43.75 |
1.0% |
99% |
True |
False |
444,863 |
80 |
4,364.00 |
3,833.75 |
530.25 |
12.2% |
43.75 |
1.0% |
99% |
True |
False |
333,906 |
100 |
4,364.00 |
3,701.50 |
662.50 |
15.2% |
48.75 |
1.1% |
99% |
True |
False |
267,160 |
120 |
4,364.00 |
3,639.25 |
724.75 |
16.6% |
50.00 |
1.1% |
99% |
True |
False |
222,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,664.75 |
2.618 |
4,549.25 |
1.618 |
4,478.50 |
1.000 |
4,434.75 |
0.618 |
4,407.75 |
HIGH |
4,364.00 |
0.618 |
4,337.00 |
0.500 |
4,328.50 |
0.382 |
4,320.25 |
LOW |
4,293.25 |
0.618 |
4,249.50 |
1.000 |
4,222.50 |
1.618 |
4,178.75 |
2.618 |
4,108.00 |
4.250 |
3,992.50 |
|
|
Fisher Pivots for day following 09-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,349.50 |
4,347.25 |
PP |
4,339.00 |
4,334.50 |
S1 |
4,328.50 |
4,321.50 |
|