| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
33,508.83 |
32,839.89 |
-668.94 |
-2.0% |
33,857.23 |
| High |
34,636.76 |
33,312.93 |
-1,323.83 |
-3.8% |
35,079.20 |
| Low |
32,674.09 |
32,239.19 |
-434.90 |
-1.3% |
32,163.55 |
| Close |
32,839.18 |
32,529.01 |
-310.17 |
-0.9% |
33,509.56 |
| Range |
1,962.67 |
1,073.74 |
-888.93 |
-45.3% |
2,915.65 |
| ATR |
2,832.50 |
2,706.87 |
-125.63 |
-4.4% |
0.00 |
| Volume |
60,661 |
20,907 |
-39,754 |
-65.5% |
174,894 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,914.93 |
35,295.71 |
33,119.57 |
|
| R3 |
34,841.19 |
34,221.97 |
32,824.29 |
|
| R2 |
33,767.45 |
33,767.45 |
32,725.86 |
|
| R1 |
33,148.23 |
33,148.23 |
32,627.44 |
32,920.97 |
| PP |
32,693.71 |
32,693.71 |
32,693.71 |
32,580.08 |
| S1 |
32,074.49 |
32,074.49 |
32,430.58 |
31,847.23 |
| S2 |
31,619.97 |
31,619.97 |
32,332.16 |
|
| S3 |
30,546.23 |
31,000.75 |
32,233.73 |
|
| S4 |
29,472.49 |
29,927.01 |
31,938.45 |
|
|
| 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 |
35,032.43 |
32,163.55 |
2,868.88 |
8.8% |
1,626.52 |
5.0% |
13% |
False |
False |
40,836 |
| 10 |
36,510.03 |
32,163.55 |
4,346.48 |
13.4% |
1,775.69 |
5.5% |
8% |
False |
False |
47,409 |
| 20 |
41,299.27 |
28,957.79 |
12,341.48 |
37.9% |
2,513.87 |
7.7% |
29% |
False |
False |
70,925 |
| 40 |
50,685.07 |
28,957.79 |
21,727.28 |
66.8% |
3,578.75 |
11.0% |
16% |
False |
False |
86,669 |
| 60 |
62,518.20 |
28,957.79 |
33,560.41 |
103.2% |
3,821.03 |
11.7% |
11% |
False |
False |
78,247 |
| 80 |
64,789.27 |
28,957.79 |
35,831.48 |
110.2% |
3,624.94 |
11.1% |
10% |
False |
False |
69,562 |
| 100 |
64,789.27 |
28,957.79 |
35,831.48 |
110.2% |
3,861.07 |
11.9% |
10% |
False |
False |
71,667 |
| 120 |
64,789.27 |
28,860.59 |
35,928.68 |
110.5% |
3,814.50 |
11.7% |
10% |
False |
False |
76,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,876.33 |
|
2.618 |
36,123.98 |
|
1.618 |
35,050.24 |
|
1.000 |
34,386.67 |
|
0.618 |
33,976.50 |
|
HIGH |
33,312.93 |
|
0.618 |
32,902.76 |
|
0.500 |
32,776.06 |
|
0.382 |
32,649.36 |
|
LOW |
32,239.19 |
|
0.618 |
31,575.62 |
|
1.000 |
31,165.45 |
|
1.618 |
30,501.88 |
|
2.618 |
29,428.14 |
|
4.250 |
27,675.80 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
32,776.06 |
33,437.98 |
| PP |
32,693.71 |
33,134.99 |
| S1 |
32,611.36 |
32,832.00 |
|