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 |
15,615.0 |
15,644.0 |
29.0 |
0.2% |
15,599.0 |
High |
15,694.0 |
15,678.0 |
-16.0 |
-0.1% |
15,738.0 |
Low |
15,583.0 |
15,447.0 |
-136.0 |
-0.9% |
15,440.0 |
Close |
15,616.0 |
15,478.0 |
-138.0 |
-0.9% |
15,616.0 |
Range |
111.0 |
231.0 |
120.0 |
108.1% |
298.0 |
ATR |
174.4 |
178.4 |
4.0 |
2.3% |
0.0 |
Volume |
54,513 |
73,203 |
18,690 |
34.3% |
328,785 |
|
Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,227.3 |
16,083.7 |
15,605.1 |
|
R3 |
15,996.3 |
15,852.7 |
15,541.5 |
|
R2 |
15,765.3 |
15,765.3 |
15,520.4 |
|
R1 |
15,621.7 |
15,621.7 |
15,499.2 |
15,578.0 |
PP |
15,534.3 |
15,534.3 |
15,534.3 |
15,512.5 |
S1 |
15,390.7 |
15,390.7 |
15,456.8 |
15,347.0 |
S2 |
15,303.3 |
15,303.3 |
15,435.7 |
|
S3 |
15,072.3 |
15,159.7 |
15,414.5 |
|
S4 |
14,841.3 |
14,928.7 |
15,351.0 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,492.0 |
16,352.0 |
15,779.9 |
|
R3 |
16,194.0 |
16,054.0 |
15,698.0 |
|
R2 |
15,896.0 |
15,896.0 |
15,670.6 |
|
R1 |
15,756.0 |
15,756.0 |
15,643.3 |
15,826.0 |
PP |
15,598.0 |
15,598.0 |
15,598.0 |
15,633.0 |
S1 |
15,458.0 |
15,458.0 |
15,588.7 |
15,528.0 |
S2 |
15,300.0 |
15,300.0 |
15,561.4 |
|
S3 |
15,002.0 |
15,160.0 |
15,534.1 |
|
S4 |
14,704.0 |
14,862.0 |
15,452.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,738.0 |
15,440.0 |
298.0 |
1.9% |
210.2 |
1.4% |
13% |
False |
False |
69,985 |
10 |
15,738.0 |
15,433.0 |
305.0 |
2.0% |
179.0 |
1.2% |
15% |
False |
False |
59,606 |
20 |
15,780.0 |
15,257.0 |
523.0 |
3.4% |
172.6 |
1.1% |
42% |
False |
False |
44,408 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.4% |
169.0 |
1.1% |
69% |
False |
False |
22,304 |
60 |
15,780.0 |
14,795.0 |
985.0 |
6.4% |
157.6 |
1.0% |
69% |
False |
False |
14,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,659.8 |
2.618 |
16,282.8 |
1.618 |
16,051.8 |
1.000 |
15,909.0 |
0.618 |
15,820.8 |
HIGH |
15,678.0 |
0.618 |
15,589.8 |
0.500 |
15,562.5 |
0.382 |
15,535.2 |
LOW |
15,447.0 |
0.618 |
15,304.2 |
1.000 |
15,216.0 |
1.618 |
15,073.2 |
2.618 |
14,842.2 |
4.250 |
14,465.3 |
|
|
Fisher Pivots for day following 06-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,562.5 |
15,570.5 |
PP |
15,534.3 |
15,539.7 |
S1 |
15,506.2 |
15,508.8 |
|