| Trading Metrics calculated at close of trading on 09-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,252.6 |
2,224.2 |
-28.4 |
-1.3% |
2,304.5 |
| High |
2,253.2 |
2,278.7 |
25.5 |
1.1% |
2,311.8 |
| Low |
2,188.9 |
2,214.1 |
25.2 |
1.2% |
2,188.9 |
| Close |
2,227.3 |
2,275.4 |
48.1 |
2.2% |
2,275.4 |
| Range |
64.3 |
64.6 |
0.3 |
0.5% |
122.9 |
| ATR |
42.2 |
43.8 |
1.6 |
3.8% |
0.0 |
| Volume |
217,596 |
148,358 |
-69,238 |
-31.8% |
684,531 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.9 |
2,427.2 |
2,310.9 |
|
| R3 |
2,385.3 |
2,362.6 |
2,293.2 |
|
| R2 |
2,320.7 |
2,320.7 |
2,287.2 |
|
| R1 |
2,298.0 |
2,298.0 |
2,281.3 |
2,309.4 |
| PP |
2,256.1 |
2,256.1 |
2,256.1 |
2,261.7 |
| S1 |
2,233.4 |
2,233.4 |
2,269.5 |
2,244.8 |
| S2 |
2,191.5 |
2,191.5 |
2,263.6 |
|
| S3 |
2,126.9 |
2,168.8 |
2,257.6 |
|
| S4 |
2,062.3 |
2,104.2 |
2,239.9 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.4 |
2,574.3 |
2,343.0 |
|
| R3 |
2,504.5 |
2,451.4 |
2,309.2 |
|
| R2 |
2,381.6 |
2,381.6 |
2,297.9 |
|
| R1 |
2,328.5 |
2,328.5 |
2,286.7 |
2,293.6 |
| PP |
2,258.7 |
2,258.7 |
2,258.7 |
2,241.3 |
| S1 |
2,205.6 |
2,205.6 |
2,264.1 |
2,170.7 |
| S2 |
2,135.8 |
2,135.8 |
2,252.9 |
|
| S3 |
2,012.9 |
2,082.7 |
2,241.6 |
|
| S4 |
1,890.0 |
1,959.8 |
2,207.8 |
|
|
| 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 |
6.5% |
55.8 |
2.5% |
59% |
False |
False |
163,281 |
| 10 |
2,346.7 |
2,188.9 |
157.8 |
6.9% |
42.1 |
1.8% |
55% |
False |
False |
149,589 |
| 20 |
2,346.9 |
2,188.9 |
158.0 |
6.9% |
42.7 |
1.9% |
55% |
False |
False |
166,850 |
| 40 |
2,346.9 |
2,110.1 |
236.8 |
10.4% |
41.2 |
1.8% |
70% |
False |
False |
85,245 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.4% |
42.3 |
1.9% |
70% |
False |
False |
56,873 |
| 80 |
2,346.9 |
2,088.9 |
258.0 |
11.3% |
45.0 |
2.0% |
72% |
False |
False |
42,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.3 |
|
2.618 |
2,447.8 |
|
1.618 |
2,383.2 |
|
1.000 |
2,343.3 |
|
0.618 |
2,318.6 |
|
HIGH |
2,278.7 |
|
0.618 |
2,254.0 |
|
0.500 |
2,246.4 |
|
0.382 |
2,238.8 |
|
LOW |
2,214.1 |
|
0.618 |
2,174.2 |
|
1.000 |
2,149.5 |
|
1.618 |
2,109.6 |
|
2.618 |
2,045.0 |
|
4.250 |
1,939.6 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,265.7 |
2,261.5 |
| PP |
2,256.1 |
2,247.7 |
| S1 |
2,246.4 |
2,233.8 |
|