| 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 |
2,216.1550 |
2,310.4410 |
94.2860 |
4.3% |
1,863.7080 |
| High |
2,347.7040 |
2,406.8320 |
59.1280 |
2.5% |
2,281.6590 |
| Low |
2,195.9950 |
2,278.4700 |
82.4750 |
3.8% |
1,718.7330 |
| Close |
2,309.6830 |
2,362.3930 |
52.7100 |
2.3% |
2,090.9620 |
| Range |
151.7090 |
128.3620 |
-23.3470 |
-15.4% |
562.9260 |
| ATR |
267.5390 |
257.5978 |
-9.9412 |
-3.7% |
0.0000 |
| Volume |
630,250 |
1,608,645 |
978,395 |
155.2% |
7,312,153 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.3177 |
2,676.7173 |
2,432.9921 |
|
| R3 |
2,605.9557 |
2,548.3553 |
2,397.6926 |
|
| R2 |
2,477.5937 |
2,477.5937 |
2,385.9260 |
|
| R1 |
2,419.9933 |
2,419.9933 |
2,374.1595 |
2,448.7935 |
| PP |
2,349.2317 |
2,349.2317 |
2,349.2317 |
2,363.6318 |
| S1 |
2,291.6313 |
2,291.6313 |
2,350.6265 |
2,320.4315 |
| S2 |
2,220.8697 |
2,220.8697 |
2,338.8600 |
|
| S3 |
2,092.5077 |
2,163.2693 |
2,327.0935 |
|
| S4 |
1,964.1457 |
2,034.9073 |
2,291.7939 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,719.2293 |
3,468.0217 |
2,400.5713 |
|
| R3 |
3,156.3033 |
2,905.0957 |
2,245.7667 |
|
| R2 |
2,593.3773 |
2,593.3773 |
2,194.1651 |
|
| R1 |
2,342.1697 |
2,342.1697 |
2,142.5636 |
2,467.7735 |
| PP |
2,030.4513 |
2,030.4513 |
2,030.4513 |
2,093.2533 |
| S1 |
1,779.2437 |
1,779.2437 |
2,039.3605 |
1,904.8475 |
| S2 |
1,467.5253 |
1,467.5253 |
1,987.7589 |
|
| S3 |
904.5993 |
1,216.3177 |
1,936.1574 |
|
| S4 |
341.6733 |
653.3917 |
1,781.3527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,406.8320 |
2,019.8720 |
386.9600 |
16.4% |
157.9274 |
6.7% |
89% |
True |
False |
1,292,073 |
| 10 |
2,406.8320 |
1,718.7330 |
688.0990 |
29.1% |
197.9376 |
8.4% |
94% |
True |
False |
1,390,324 |
| 20 |
2,638.3540 |
1,709.6900 |
928.6640 |
39.3% |
210.8190 |
8.9% |
70% |
False |
False |
1,385,957 |
| 40 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
112.6% |
361.2891 |
15.3% |
25% |
False |
False |
1,392,677 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
112.6% |
337.1608 |
14.3% |
25% |
False |
False |
1,247,579 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
119.4% |
283.4713 |
12.0% |
29% |
False |
False |
1,085,736 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
130.2% |
261.9260 |
11.1% |
35% |
False |
False |
1,050,886 |
| 120 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
140.8% |
247.4177 |
10.5% |
40% |
False |
False |
1,103,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,952.3705 |
|
2.618 |
2,742.8837 |
|
1.618 |
2,614.5217 |
|
1.000 |
2,535.1940 |
|
0.618 |
2,486.1597 |
|
HIGH |
2,406.8320 |
|
0.618 |
2,357.7977 |
|
0.500 |
2,342.6510 |
|
0.382 |
2,327.5043 |
|
LOW |
2,278.4700 |
|
0.618 |
2,199.1423 |
|
1.000 |
2,150.1080 |
|
1.618 |
2,070.7803 |
|
2.618 |
1,942.4183 |
|
4.250 |
1,732.9315 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.8123 |
2,312.7127 |
| PP |
2,349.2317 |
2,263.0323 |
| S1 |
2,342.6510 |
2,213.3520 |
|