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 |
34,642.42 |
34,790.16 |
147.74 |
0.4% |
34,428.10 |
High |
34,821.93 |
34,812.09 |
-9.84 |
0.0% |
34,821.93 |
Low |
34,613.49 |
34,358.42 |
-255.07 |
-0.7% |
34,186.13 |
Close |
34,786.35 |
34,577.37 |
-208.98 |
-0.6% |
34,786.35 |
Range |
208.44 |
453.67 |
245.23 |
117.7% |
635.80 |
ATR |
294.70 |
306.06 |
11.35 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,943.64 |
35,714.17 |
34,826.89 |
|
R3 |
35,489.97 |
35,260.50 |
34,702.13 |
|
R2 |
35,036.30 |
35,036.30 |
34,660.54 |
|
R1 |
34,806.83 |
34,806.83 |
34,618.96 |
34,694.73 |
PP |
34,582.63 |
34,582.63 |
34,582.63 |
34,526.58 |
S1 |
34,353.16 |
34,353.16 |
34,535.78 |
34,241.06 |
S2 |
34,128.96 |
34,128.96 |
34,494.20 |
|
S3 |
33,675.29 |
33,899.49 |
34,452.61 |
|
S4 |
33,221.62 |
33,445.82 |
34,327.85 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,505.54 |
36,281.74 |
35,136.04 |
|
R3 |
35,869.74 |
35,645.94 |
34,961.20 |
|
R2 |
35,233.94 |
35,233.94 |
34,902.91 |
|
R1 |
35,010.14 |
35,010.14 |
34,844.63 |
35,122.04 |
PP |
34,598.14 |
34,598.14 |
34,598.14 |
34,654.09 |
S1 |
34,374.34 |
34,374.34 |
34,728.07 |
34,486.24 |
S2 |
33,962.34 |
33,962.34 |
34,669.79 |
|
S3 |
33,326.54 |
33,738.54 |
34,611.51 |
|
S4 |
32,690.74 |
33,102.74 |
34,436.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,821.93 |
34,245.48 |
576.45 |
1.7% |
262.84 |
0.8% |
58% |
False |
False |
|
10 |
34,821.93 |
33,751.06 |
1,070.87 |
3.1% |
248.99 |
0.7% |
77% |
False |
False |
|
20 |
34,821.93 |
33,271.93 |
1,550.00 |
4.5% |
289.84 |
0.8% |
84% |
False |
False |
|
40 |
35,091.56 |
33,271.93 |
1,819.63 |
5.3% |
302.12 |
0.9% |
72% |
False |
False |
|
60 |
35,091.56 |
33,271.93 |
1,819.63 |
5.3% |
294.68 |
0.9% |
72% |
False |
False |
|
80 |
35,091.56 |
32,074.60 |
3,016.96 |
8.7% |
296.46 |
0.9% |
83% |
False |
False |
|
100 |
35,091.56 |
30,547.53 |
4,544.03 |
13.1% |
322.51 |
0.9% |
89% |
False |
False |
|
120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.1% |
322.63 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,740.19 |
2.618 |
35,999.80 |
1.618 |
35,546.13 |
1.000 |
35,265.76 |
0.618 |
35,092.46 |
HIGH |
34,812.09 |
0.618 |
34,638.79 |
0.500 |
34,585.26 |
0.382 |
34,531.72 |
LOW |
34,358.42 |
0.618 |
34,078.05 |
1.000 |
33,904.75 |
1.618 |
33,624.38 |
2.618 |
33,170.71 |
4.250 |
32,430.32 |
|
|
Fisher Pivots for day following 06-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
34,585.26 |
34,590.18 |
PP |
34,582.63 |
34,585.91 |
S1 |
34,580.00 |
34,581.64 |
|