| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
32,792.35 |
33,508.83 |
716.48 |
2.2% |
33,857.23 |
| High |
33,657.76 |
34,636.76 |
979.00 |
2.9% |
35,079.20 |
| Low |
32,293.06 |
32,674.09 |
381.03 |
1.2% |
32,163.55 |
| Close |
33,509.56 |
32,839.18 |
-670.38 |
-2.0% |
33,509.56 |
| Range |
1,364.70 |
1,962.67 |
597.97 |
43.8% |
2,915.65 |
| ATR |
2,899.41 |
2,832.50 |
-66.91 |
-2.3% |
0.00 |
| Volume |
19,578 |
60,661 |
41,083 |
209.8% |
174,894 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39,271.35 |
38,017.94 |
33,918.65 |
|
| R3 |
37,308.68 |
36,055.27 |
33,378.91 |
|
| R2 |
35,346.01 |
35,346.01 |
33,199.00 |
|
| R1 |
34,092.60 |
34,092.60 |
33,019.09 |
33,737.97 |
| PP |
33,383.34 |
33,383.34 |
33,383.34 |
33,206.03 |
| S1 |
32,129.93 |
32,129.93 |
32,659.27 |
31,775.30 |
| S2 |
31,420.67 |
31,420.67 |
32,479.36 |
|
| S3 |
29,458.00 |
30,167.26 |
32,299.45 |
|
| S4 |
27,495.33 |
28,204.59 |
31,759.71 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42,331.05 |
40,835.96 |
35,113.17 |
|
| R3 |
39,415.40 |
37,920.31 |
34,311.36 |
|
| R2 |
36,499.75 |
36,499.75 |
34,044.10 |
|
| R1 |
35,004.66 |
35,004.66 |
33,776.83 |
34,294.38 |
| PP |
33,584.10 |
33,584.10 |
33,584.10 |
33,228.97 |
| S1 |
32,089.01 |
32,089.01 |
33,242.29 |
31,378.73 |
| S2 |
30,668.45 |
30,668.45 |
32,975.02 |
|
| S3 |
27,752.80 |
29,173.36 |
32,707.76 |
|
| S4 |
24,837.15 |
26,257.71 |
31,905.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35,079.20 |
32,163.55 |
2,915.65 |
8.9% |
1,709.61 |
5.2% |
23% |
False |
False |
47,111 |
| 10 |
36,510.03 |
30,193.93 |
6,316.10 |
19.2% |
2,172.71 |
6.6% |
42% |
False |
False |
53,772 |
| 20 |
41,299.27 |
28,957.79 |
12,341.48 |
37.6% |
2,773.02 |
8.4% |
31% |
False |
False |
75,407 |
| 40 |
51,507.79 |
28,957.79 |
22,550.00 |
68.7% |
3,625.45 |
11.0% |
17% |
False |
False |
87,676 |
| 60 |
63,821.08 |
28,957.79 |
34,863.29 |
106.2% |
3,866.03 |
11.8% |
11% |
False |
False |
79,025 |
| 80 |
64,789.27 |
28,957.79 |
35,831.48 |
109.1% |
3,647.83 |
11.1% |
11% |
False |
False |
70,079 |
| 100 |
64,789.27 |
28,957.79 |
35,831.48 |
109.1% |
3,866.27 |
11.8% |
11% |
False |
False |
72,019 |
| 120 |
64,789.27 |
28,860.59 |
35,928.68 |
109.4% |
3,833.28 |
11.7% |
11% |
False |
False |
76,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42,978.11 |
|
2.618 |
39,775.03 |
|
1.618 |
37,812.36 |
|
1.000 |
36,599.43 |
|
0.618 |
35,849.69 |
|
HIGH |
34,636.76 |
|
0.618 |
33,887.02 |
|
0.500 |
33,655.43 |
|
0.382 |
33,423.83 |
|
LOW |
32,674.09 |
|
0.618 |
31,461.16 |
|
1.000 |
30,711.42 |
|
1.618 |
29,498.49 |
|
2.618 |
27,535.82 |
|
4.250 |
24,332.74 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
33,655.43 |
33,400.16 |
| PP |
33,383.34 |
33,213.16 |
| S1 |
33,111.26 |
33,026.17 |
|