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 |
15,644.0 |
15,486.0 |
-158.0 |
-1.0% |
15,599.0 |
High |
15,678.0 |
15,700.0 |
22.0 |
0.1% |
15,738.0 |
Low |
15,447.0 |
15,462.0 |
15.0 |
0.1% |
15,440.0 |
Close |
15,478.0 |
15,668.0 |
190.0 |
1.2% |
15,616.0 |
Range |
231.0 |
238.0 |
7.0 |
3.0% |
298.0 |
ATR |
178.4 |
182.7 |
4.3 |
2.4% |
0.0 |
Volume |
73,203 |
71,773 |
-1,430 |
-2.0% |
328,785 |
|
Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,324.0 |
16,234.0 |
15,798.9 |
|
R3 |
16,086.0 |
15,996.0 |
15,733.5 |
|
R2 |
15,848.0 |
15,848.0 |
15,711.6 |
|
R1 |
15,758.0 |
15,758.0 |
15,689.8 |
15,803.0 |
PP |
15,610.0 |
15,610.0 |
15,610.0 |
15,632.5 |
S1 |
15,520.0 |
15,520.0 |
15,646.2 |
15,565.0 |
S2 |
15,372.0 |
15,372.0 |
15,624.4 |
|
S3 |
15,134.0 |
15,282.0 |
15,602.6 |
|
S4 |
14,896.0 |
15,044.0 |
15,537.1 |
|
|
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 |
15,706.0 |
15,440.0 |
266.0 |
1.7% |
213.2 |
1.4% |
86% |
False |
False |
72,224 |
10 |
15,738.0 |
15,433.0 |
305.0 |
1.9% |
188.1 |
1.2% |
77% |
False |
False |
61,882 |
20 |
15,780.0 |
15,257.0 |
523.0 |
3.3% |
180.6 |
1.2% |
79% |
False |
False |
47,953 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
172.8 |
1.1% |
89% |
False |
False |
24,098 |
60 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
160.6 |
1.0% |
89% |
False |
False |
16,076 |
80 |
15,780.0 |
14,450.0 |
1,330.0 |
8.5% |
139.3 |
0.9% |
92% |
False |
False |
12,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,711.5 |
2.618 |
16,323.1 |
1.618 |
16,085.1 |
1.000 |
15,938.0 |
0.618 |
15,847.1 |
HIGH |
15,700.0 |
0.618 |
15,609.1 |
0.500 |
15,581.0 |
0.382 |
15,552.9 |
LOW |
15,462.0 |
0.618 |
15,314.9 |
1.000 |
15,224.0 |
1.618 |
15,076.9 |
2.618 |
14,838.9 |
4.250 |
14,450.5 |
|
|
Fisher Pivots for day following 07-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,639.0 |
15,636.5 |
PP |
15,610.0 |
15,605.0 |
S1 |
15,581.0 |
15,573.5 |
|