| 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 |
15,695.0 |
15,413.0 |
-282.0 |
-1.8% |
15,644.0 |
| High |
15,695.0 |
15,683.0 |
-12.0 |
-0.1% |
15,700.0 |
| Low |
15,287.0 |
15,343.0 |
56.0 |
0.4% |
15,287.0 |
| Close |
15,394.0 |
15,658.0 |
264.0 |
1.7% |
15,658.0 |
| Range |
408.0 |
340.0 |
-68.0 |
-16.7% |
413.0 |
| ATR |
198.8 |
208.9 |
10.1 |
5.1% |
0.0 |
| Volume |
117,710 |
80,754 |
-36,956 |
-31.4% |
343,440 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,581.3 |
16,459.7 |
15,845.0 |
|
| R3 |
16,241.3 |
16,119.7 |
15,751.5 |
|
| R2 |
15,901.3 |
15,901.3 |
15,720.3 |
|
| R1 |
15,779.7 |
15,779.7 |
15,689.2 |
15,840.5 |
| PP |
15,561.3 |
15,561.3 |
15,561.3 |
15,591.8 |
| S1 |
15,439.7 |
15,439.7 |
15,626.8 |
15,500.5 |
| S2 |
15,221.3 |
15,221.3 |
15,595.7 |
|
| S3 |
14,881.3 |
15,099.7 |
15,564.5 |
|
| S4 |
14,541.3 |
14,759.7 |
15,471.0 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,787.3 |
16,635.7 |
15,885.2 |
|
| R3 |
16,374.3 |
16,222.7 |
15,771.6 |
|
| R2 |
15,961.3 |
15,961.3 |
15,733.7 |
|
| R1 |
15,809.7 |
15,809.7 |
15,695.9 |
15,885.5 |
| PP |
15,548.3 |
15,548.3 |
15,548.3 |
15,586.3 |
| S1 |
15,396.7 |
15,396.7 |
15,620.1 |
15,472.5 |
| S2 |
15,135.3 |
15,135.3 |
15,582.3 |
|
| S3 |
14,722.3 |
14,983.7 |
15,544.4 |
|
| S4 |
14,309.3 |
14,570.7 |
15,430.9 |
|
|
| 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 |
2.6% |
265.6 |
1.7% |
90% |
False |
False |
79,590 |
| 10 |
15,738.0 |
15,287.0 |
451.0 |
2.9% |
227.3 |
1.5% |
82% |
False |
False |
71,179 |
| 20 |
15,780.0 |
15,257.0 |
523.0 |
3.3% |
204.1 |
1.3% |
77% |
False |
False |
57,688 |
| 40 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
181.8 |
1.2% |
88% |
False |
False |
29,053 |
| 60 |
15,780.0 |
14,795.0 |
985.0 |
6.3% |
170.4 |
1.1% |
88% |
False |
False |
19,383 |
| 80 |
15,780.0 |
14,450.0 |
1,330.0 |
8.5% |
147.7 |
0.9% |
91% |
False |
False |
14,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,128.0 |
|
2.618 |
16,573.1 |
|
1.618 |
16,233.1 |
|
1.000 |
16,023.0 |
|
0.618 |
15,893.1 |
|
HIGH |
15,683.0 |
|
0.618 |
15,553.1 |
|
0.500 |
15,513.0 |
|
0.382 |
15,472.9 |
|
LOW |
15,343.0 |
|
0.618 |
15,132.9 |
|
1.000 |
15,003.0 |
|
1.618 |
14,792.9 |
|
2.618 |
14,452.9 |
|
4.250 |
13,898.0 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,609.7 |
15,603.2 |
| PP |
15,561.3 |
15,548.3 |
| S1 |
15,513.0 |
15,493.5 |
|