| 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 |
2,324.4 |
2,304.5 |
-19.9 |
-0.9% |
2,336.7 |
| High |
2,335.9 |
2,311.8 |
-24.1 |
-1.0% |
2,338.6 |
| Low |
2,297.1 |
2,249.9 |
-47.2 |
-2.1% |
2,284.7 |
| Close |
2,302.0 |
2,269.9 |
-32.1 |
-1.4% |
2,302.0 |
| Range |
38.8 |
61.9 |
23.1 |
59.5% |
53.9 |
| ATR |
38.2 |
39.8 |
1.7 |
4.4% |
0.0 |
| Volume |
131,876 |
154,430 |
22,554 |
17.1% |
650,165 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.9 |
2,428.3 |
2,303.9 |
|
| R3 |
2,401.0 |
2,366.4 |
2,286.9 |
|
| R2 |
2,339.1 |
2,339.1 |
2,281.2 |
|
| R1 |
2,304.5 |
2,304.5 |
2,275.6 |
2,290.9 |
| PP |
2,277.2 |
2,277.2 |
2,277.2 |
2,270.4 |
| S1 |
2,242.6 |
2,242.6 |
2,264.2 |
2,229.0 |
| S2 |
2,215.3 |
2,215.3 |
2,258.6 |
|
| S3 |
2,153.4 |
2,180.7 |
2,252.9 |
|
| S4 |
2,091.5 |
2,118.8 |
2,235.9 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.1 |
2,440.0 |
2,331.6 |
|
| R3 |
2,416.2 |
2,386.1 |
2,316.8 |
|
| R2 |
2,362.3 |
2,362.3 |
2,311.9 |
|
| R1 |
2,332.2 |
2,332.2 |
2,306.9 |
2,320.3 |
| PP |
2,308.4 |
2,308.4 |
2,308.4 |
2,302.5 |
| S1 |
2,278.3 |
2,278.3 |
2,297.1 |
2,266.4 |
| S2 |
2,254.5 |
2,254.5 |
2,292.1 |
|
| S3 |
2,200.6 |
2,224.4 |
2,287.2 |
|
| S4 |
2,146.7 |
2,170.5 |
2,272.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,335.9 |
2,249.9 |
86.0 |
3.8% |
36.5 |
1.6% |
23% |
False |
True |
133,344 |
| 10 |
2,346.7 |
2,249.9 |
96.8 |
4.3% |
34.5 |
1.5% |
21% |
False |
True |
132,405 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.2% |
38.8 |
1.7% |
45% |
False |
False |
143,629 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.4% |
42.2 |
1.9% |
67% |
False |
False |
72,023 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.4% |
41.2 |
1.8% |
67% |
False |
False |
48,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.9 |
|
2.618 |
2,473.9 |
|
1.618 |
2,412.0 |
|
1.000 |
2,373.7 |
|
0.618 |
2,350.1 |
|
HIGH |
2,311.8 |
|
0.618 |
2,288.2 |
|
0.500 |
2,280.9 |
|
0.382 |
2,273.5 |
|
LOW |
2,249.9 |
|
0.618 |
2,211.6 |
|
1.000 |
2,188.0 |
|
1.618 |
2,149.7 |
|
2.618 |
2,087.8 |
|
4.250 |
1,986.8 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,280.9 |
2,292.9 |
| PP |
2,277.2 |
2,285.2 |
| S1 |
2,273.6 |
2,277.6 |
|