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 |
1,781.1 |
1,792.1 |
11.0 |
0.6% |
1,786.3 |
High |
1,799.7 |
1,819.5 |
19.8 |
1.1% |
1,799.7 |
Low |
1,779.1 |
1,788.9 |
9.8 |
0.6% |
1,754.5 |
Close |
1,787.4 |
1,798.2 |
10.8 |
0.6% |
1,787.4 |
Range |
20.6 |
30.6 |
10.0 |
48.5% |
45.2 |
ATR |
25.6 |
26.1 |
0.5 |
1.8% |
0.0 |
Volume |
7,061 |
9,800 |
2,739 |
38.8% |
28,671 |
|
Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,894.0 |
1,876.7 |
1,815.0 |
|
R3 |
1,863.4 |
1,846.1 |
1,806.6 |
|
R2 |
1,832.8 |
1,832.8 |
1,803.8 |
|
R1 |
1,815.5 |
1,815.5 |
1,801.0 |
1,824.2 |
PP |
1,802.2 |
1,802.2 |
1,802.2 |
1,806.5 |
S1 |
1,784.9 |
1,784.9 |
1,795.4 |
1,793.6 |
S2 |
1,771.6 |
1,771.6 |
1,792.6 |
|
S3 |
1,741.0 |
1,754.3 |
1,789.8 |
|
S4 |
1,710.4 |
1,723.7 |
1,781.4 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.1 |
1,897.0 |
1,812.3 |
|
R3 |
1,870.9 |
1,851.8 |
1,799.8 |
|
R2 |
1,825.7 |
1,825.7 |
1,795.7 |
|
R1 |
1,806.6 |
1,806.6 |
1,791.5 |
1,816.2 |
PP |
1,780.5 |
1,780.5 |
1,780.5 |
1,785.3 |
S1 |
1,761.4 |
1,761.4 |
1,783.3 |
1,771.0 |
S2 |
1,735.3 |
1,735.3 |
1,779.1 |
|
S3 |
1,690.1 |
1,716.2 |
1,775.0 |
|
S4 |
1,644.9 |
1,671.0 |
1,762.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,819.5 |
1,754.5 |
65.0 |
3.6% |
23.3 |
1.3% |
67% |
True |
False |
6,932 |
10 |
1,819.5 |
1,754.5 |
65.0 |
3.6% |
20.4 |
1.1% |
67% |
True |
False |
5,066 |
20 |
1,910.1 |
1,754.5 |
155.6 |
8.7% |
26.2 |
1.5% |
28% |
False |
False |
4,490 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
24.9 |
1.4% |
26% |
False |
False |
4,854 |
60 |
1,922.4 |
1,730.0 |
192.4 |
10.7% |
24.2 |
1.3% |
35% |
False |
False |
3,982 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
23.6 |
1.3% |
48% |
False |
False |
3,324 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
24.7 |
1.4% |
48% |
False |
False |
2,881 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
24.8 |
1.4% |
48% |
False |
False |
2,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.6 |
2.618 |
1,899.6 |
1.618 |
1,869.0 |
1.000 |
1,850.1 |
0.618 |
1,838.4 |
HIGH |
1,819.5 |
0.618 |
1,807.8 |
0.500 |
1,804.2 |
0.382 |
1,800.6 |
LOW |
1,788.9 |
0.618 |
1,770.0 |
1.000 |
1,758.3 |
1.618 |
1,739.4 |
2.618 |
1,708.8 |
4.250 |
1,658.9 |
|
|
Fisher Pivots for day following 06-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,804.2 |
1,797.3 |
PP |
1,802.2 |
1,796.5 |
S1 |
1,800.2 |
1,795.6 |
|