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 |
4,331.00 |
4,319.50 |
-11.50 |
-0.3% |
4,266.00 |
High |
4,337.25 |
4,342.50 |
5.25 |
0.1% |
4,336.00 |
Low |
4,295.50 |
4,310.50 |
15.00 |
0.3% |
4,254.25 |
Close |
4,323.50 |
4,339.50 |
16.00 |
0.4% |
4,332.50 |
Range |
41.75 |
32.00 |
-9.75 |
-23.4% |
81.75 |
ATR |
36.18 |
35.88 |
-0.30 |
-0.8% |
0.00 |
Volume |
2,477 |
1,181 |
-1,296 |
-52.3% |
5,815 |
|
Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,426.75 |
4,415.25 |
4,357.00 |
|
R3 |
4,394.75 |
4,383.25 |
4,348.25 |
|
R2 |
4,362.75 |
4,362.75 |
4,345.25 |
|
R1 |
4,351.25 |
4,351.25 |
4,342.50 |
4,357.00 |
PP |
4,330.75 |
4,330.75 |
4,330.75 |
4,333.75 |
S1 |
4,319.25 |
4,319.25 |
4,336.50 |
4,325.00 |
S2 |
4,298.75 |
4,298.75 |
4,333.75 |
|
S3 |
4,266.75 |
4,287.25 |
4,330.75 |
|
S4 |
4,234.75 |
4,255.25 |
4,322.00 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,552.75 |
4,524.50 |
4,377.50 |
|
R3 |
4,471.00 |
4,442.75 |
4,355.00 |
|
R2 |
4,389.25 |
4,389.25 |
4,347.50 |
|
R1 |
4,361.00 |
4,361.00 |
4,340.00 |
4,375.00 |
PP |
4,307.50 |
4,307.50 |
4,307.50 |
4,314.75 |
S1 |
4,279.25 |
4,279.25 |
4,325.00 |
4,293.50 |
S2 |
4,225.75 |
4,225.75 |
4,317.50 |
|
S3 |
4,144.00 |
4,197.50 |
4,310.00 |
|
S4 |
4,062.25 |
4,115.75 |
4,287.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,342.50 |
4,259.00 |
83.50 |
1.9% |
32.50 |
0.7% |
96% |
True |
False |
1,683 |
10 |
4,342.50 |
4,221.00 |
121.50 |
2.8% |
26.25 |
0.6% |
98% |
True |
False |
1,321 |
20 |
4,342.50 |
4,117.00 |
225.50 |
5.2% |
34.50 |
0.8% |
99% |
True |
False |
1,008 |
40 |
4,342.50 |
4,011.25 |
331.25 |
7.6% |
42.50 |
1.0% |
99% |
True |
False |
592 |
60 |
4,342.50 |
4,011.25 |
331.25 |
7.6% |
41.25 |
1.0% |
99% |
True |
False |
674 |
80 |
4,342.50 |
3,824.00 |
518.50 |
11.9% |
40.25 |
0.9% |
99% |
True |
False |
893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,478.50 |
2.618 |
4,426.25 |
1.618 |
4,394.25 |
1.000 |
4,374.50 |
0.618 |
4,362.25 |
HIGH |
4,342.50 |
0.618 |
4,330.25 |
0.500 |
4,326.50 |
0.382 |
4,322.75 |
LOW |
4,310.50 |
0.618 |
4,290.75 |
1.000 |
4,278.50 |
1.618 |
4,258.75 |
2.618 |
4,226.75 |
4.250 |
4,174.50 |
|
|
Fisher Pivots for day following 07-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,335.25 |
4,332.75 |
PP |
4,330.75 |
4,325.75 |
S1 |
4,326.50 |
4,319.00 |
|