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 |
15,486.0 |
15,695.0 |
209.0 |
1.3% |
15,599.0 |
High |
15,700.0 |
15,695.0 |
-5.0 |
0.0% |
15,738.0 |
Low |
15,462.0 |
15,287.0 |
-175.0 |
-1.1% |
15,440.0 |
Close |
15,668.0 |
15,394.0 |
-274.0 |
-1.7% |
15,616.0 |
Range |
238.0 |
408.0 |
170.0 |
71.4% |
298.0 |
ATR |
182.7 |
198.8 |
16.1 |
8.8% |
0.0 |
Volume |
71,773 |
117,710 |
45,937 |
64.0% |
328,785 |
|
Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,682.7 |
16,446.3 |
15,618.4 |
|
R3 |
16,274.7 |
16,038.3 |
15,506.2 |
|
R2 |
15,866.7 |
15,866.7 |
15,468.8 |
|
R1 |
15,630.3 |
15,630.3 |
15,431.4 |
15,544.5 |
PP |
15,458.7 |
15,458.7 |
15,458.7 |
15,415.8 |
S1 |
15,222.3 |
15,222.3 |
15,356.6 |
15,136.5 |
S2 |
15,050.7 |
15,050.7 |
15,319.2 |
|
S3 |
14,642.7 |
14,814.3 |
15,281.8 |
|
S4 |
14,234.7 |
14,406.3 |
15,169.6 |
|
|
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 |
15,700.0 |
15,287.0 |
413.0 |
2.7% |
241.6 |
1.6% |
26% |
False |
True |
79,606 |
10 |
15,738.0 |
15,287.0 |
451.0 |
2.9% |
206.6 |
1.3% |
24% |
False |
True |
67,911 |
20 |
15,780.0 |
15,257.0 |
523.0 |
3.4% |
193.0 |
1.3% |
26% |
False |
False |
53,709 |
40 |
15,780.0 |
14,795.0 |
985.0 |
6.4% |
177.4 |
1.2% |
61% |
False |
False |
27,038 |
60 |
15,780.0 |
14,795.0 |
985.0 |
6.4% |
166.3 |
1.1% |
61% |
False |
False |
18,038 |
80 |
15,780.0 |
14,450.0 |
1,330.0 |
8.6% |
144.0 |
0.9% |
71% |
False |
False |
13,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,429.0 |
2.618 |
16,763.1 |
1.618 |
16,355.1 |
1.000 |
16,103.0 |
0.618 |
15,947.1 |
HIGH |
15,695.0 |
0.618 |
15,539.1 |
0.500 |
15,491.0 |
0.382 |
15,442.9 |
LOW |
15,287.0 |
0.618 |
15,034.9 |
1.000 |
14,879.0 |
1.618 |
14,626.9 |
2.618 |
14,218.9 |
4.250 |
13,553.0 |
|
|
Fisher Pivots for day following 08-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,491.0 |
15,493.5 |
PP |
15,458.7 |
15,460.3 |
S1 |
15,426.3 |
15,427.2 |
|