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 |
1,792.1 |
1,800.6 |
8.5 |
0.5% |
1,786.3 |
High |
1,819.5 |
1,813.9 |
-5.6 |
-0.3% |
1,799.7 |
Low |
1,788.9 |
1,798.7 |
9.8 |
0.5% |
1,754.5 |
Close |
1,798.2 |
1,806.1 |
7.9 |
0.4% |
1,787.4 |
Range |
30.6 |
15.2 |
-15.4 |
-50.3% |
45.2 |
ATR |
26.1 |
25.3 |
-0.7 |
-2.8% |
0.0 |
Volume |
9,800 |
10,162 |
362 |
3.7% |
28,671 |
|
Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.8 |
1,844.2 |
1,814.5 |
|
R3 |
1,836.6 |
1,829.0 |
1,810.3 |
|
R2 |
1,821.4 |
1,821.4 |
1,808.9 |
|
R1 |
1,813.8 |
1,813.8 |
1,807.5 |
1,817.6 |
PP |
1,806.2 |
1,806.2 |
1,806.2 |
1,808.2 |
S1 |
1,798.6 |
1,798.6 |
1,804.7 |
1,802.4 |
S2 |
1,791.0 |
1,791.0 |
1,803.3 |
|
S3 |
1,775.8 |
1,783.4 |
1,801.9 |
|
S4 |
1,760.6 |
1,768.2 |
1,797.7 |
|
|
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 |
1,757.3 |
62.2 |
3.4% |
20.7 |
1.1% |
78% |
False |
False |
7,466 |
10 |
1,819.5 |
1,754.5 |
65.0 |
3.6% |
20.2 |
1.1% |
79% |
False |
False |
5,877 |
20 |
1,910.0 |
1,754.5 |
155.5 |
8.6% |
25.9 |
1.4% |
33% |
False |
False |
4,787 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
25.0 |
1.4% |
31% |
False |
False |
4,972 |
60 |
1,922.4 |
1,730.0 |
192.4 |
10.7% |
24.2 |
1.3% |
40% |
False |
False |
4,120 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
23.4 |
1.3% |
51% |
False |
False |
3,435 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
24.6 |
1.4% |
51% |
False |
False |
2,978 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
24.8 |
1.4% |
51% |
False |
False |
2,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,878.5 |
2.618 |
1,853.7 |
1.618 |
1,838.5 |
1.000 |
1,829.1 |
0.618 |
1,823.3 |
HIGH |
1,813.9 |
0.618 |
1,808.1 |
0.500 |
1,806.3 |
0.382 |
1,804.5 |
LOW |
1,798.7 |
0.618 |
1,789.3 |
1.000 |
1,783.5 |
1.618 |
1,774.1 |
2.618 |
1,758.9 |
4.250 |
1,734.1 |
|
|
Fisher Pivots for day following 07-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,806.3 |
1,803.8 |
PP |
1,806.2 |
1,801.6 |
S1 |
1,806.2 |
1,799.3 |
|