| 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 |
2,304.5 |
2,264.7 |
-39.8 |
-1.7% |
2,336.7 |
| High |
2,311.8 |
2,278.5 |
-33.3 |
-1.4% |
2,338.6 |
| Low |
2,249.9 |
2,229.1 |
-20.8 |
-0.9% |
2,284.7 |
| Close |
2,269.9 |
2,248.8 |
-21.1 |
-0.9% |
2,302.0 |
| Range |
61.9 |
49.4 |
-12.5 |
-20.2% |
53.9 |
| ATR |
39.8 |
40.5 |
0.7 |
1.7% |
0.0 |
| Volume |
154,430 |
164,147 |
9,717 |
6.3% |
650,165 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.3 |
2,374.0 |
2,276.0 |
|
| R3 |
2,350.9 |
2,324.6 |
2,262.4 |
|
| R2 |
2,301.5 |
2,301.5 |
2,257.9 |
|
| R1 |
2,275.2 |
2,275.2 |
2,253.3 |
2,263.7 |
| PP |
2,252.1 |
2,252.1 |
2,252.1 |
2,246.4 |
| S1 |
2,225.8 |
2,225.8 |
2,244.3 |
2,214.3 |
| S2 |
2,202.7 |
2,202.7 |
2,239.7 |
|
| S3 |
2,153.3 |
2,176.4 |
2,235.2 |
|
| S4 |
2,103.9 |
2,127.0 |
2,221.6 |
|
|
| 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 |
2,229.1 |
106.8 |
4.7% |
40.4 |
1.8% |
18% |
False |
True |
144,328 |
| 10 |
2,346.7 |
2,229.1 |
117.6 |
5.2% |
35.7 |
1.6% |
17% |
False |
True |
136,344 |
| 20 |
2,346.9 |
2,206.2 |
140.7 |
6.3% |
39.3 |
1.7% |
30% |
False |
False |
151,623 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.5% |
41.6 |
1.8% |
59% |
False |
False |
76,124 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.5% |
41.6 |
1.9% |
59% |
False |
False |
50,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,488.5 |
|
2.618 |
2,407.8 |
|
1.618 |
2,358.4 |
|
1.000 |
2,327.9 |
|
0.618 |
2,309.0 |
|
HIGH |
2,278.5 |
|
0.618 |
2,259.6 |
|
0.500 |
2,253.8 |
|
0.382 |
2,248.0 |
|
LOW |
2,229.1 |
|
0.618 |
2,198.6 |
|
1.000 |
2,179.7 |
|
1.618 |
2,149.2 |
|
2.618 |
2,099.8 |
|
4.250 |
2,019.2 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,253.8 |
2,282.5 |
| PP |
2,252.1 |
2,271.3 |
| S1 |
2,250.5 |
2,260.0 |
|