| Trading Metrics calculated at close of trading on 08-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,264.7 |
2,252.6 |
-12.1 |
-0.5% |
2,336.7 |
| High |
2,278.5 |
2,253.2 |
-25.3 |
-1.1% |
2,338.6 |
| Low |
2,229.1 |
2,188.9 |
-40.2 |
-1.8% |
2,284.7 |
| Close |
2,248.8 |
2,227.3 |
-21.5 |
-1.0% |
2,302.0 |
| Range |
49.4 |
64.3 |
14.9 |
30.2% |
53.9 |
| ATR |
40.5 |
42.2 |
1.7 |
4.2% |
0.0 |
| Volume |
164,147 |
217,596 |
53,449 |
32.6% |
650,165 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.0 |
2,386.0 |
2,262.7 |
|
| R3 |
2,351.7 |
2,321.7 |
2,245.0 |
|
| R2 |
2,287.4 |
2,287.4 |
2,239.1 |
|
| R1 |
2,257.4 |
2,257.4 |
2,233.2 |
2,240.3 |
| PP |
2,223.1 |
2,223.1 |
2,223.1 |
2,214.6 |
| S1 |
2,193.1 |
2,193.1 |
2,221.4 |
2,176.0 |
| S2 |
2,158.8 |
2,158.8 |
2,215.5 |
|
| S3 |
2,094.5 |
2,128.8 |
2,209.6 |
|
| S4 |
2,030.2 |
2,064.5 |
2,191.9 |
|
|
| 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 |
2,188.9 |
147.0 |
6.6% |
47.3 |
2.1% |
26% |
False |
True |
160,885 |
| 10 |
2,346.7 |
2,188.9 |
157.8 |
7.1% |
39.3 |
1.8% |
24% |
False |
True |
145,815 |
| 20 |
2,346.9 |
2,188.9 |
158.0 |
7.1% |
41.2 |
1.8% |
24% |
False |
True |
162,059 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.6% |
41.6 |
1.9% |
49% |
False |
False |
81,560 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.6% |
42.1 |
1.9% |
49% |
False |
False |
54,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,526.5 |
|
2.618 |
2,421.5 |
|
1.618 |
2,357.2 |
|
1.000 |
2,317.5 |
|
0.618 |
2,292.9 |
|
HIGH |
2,253.2 |
|
0.618 |
2,228.6 |
|
0.500 |
2,221.1 |
|
0.382 |
2,213.5 |
|
LOW |
2,188.9 |
|
0.618 |
2,149.2 |
|
1.000 |
2,124.6 |
|
1.618 |
2,084.9 |
|
2.618 |
2,020.6 |
|
4.250 |
1,915.6 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.2 |
2,250.4 |
| PP |
2,223.1 |
2,242.7 |
| S1 |
2,221.1 |
2,235.0 |
|