| 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 |
2,136.0400 |
2,134.2450 |
-1.7950 |
-0.1% |
2,216.1550 |
| High |
2,184.9890 |
2,190.3240 |
5.3350 |
0.2% |
2,406.8320 |
| Low |
2,050.2220 |
2,009.8140 |
-40.4080 |
-2.0% |
2,050.2220 |
| Close |
2,134.0960 |
2,026.6470 |
-107.4490 |
-5.0% |
2,134.0960 |
| Range |
134.7670 |
180.5100 |
45.7430 |
33.9% |
356.6100 |
| ATR |
247.0928 |
242.3369 |
-4.7559 |
-1.9% |
0.0000 |
| Volume |
1,514,378 |
793,754 |
-720,624 |
-47.6% |
5,116,710 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.1250 |
2,502.3960 |
2,125.9275 |
|
| R3 |
2,436.6150 |
2,321.8860 |
2,076.2873 |
|
| R2 |
2,256.1050 |
2,256.1050 |
2,059.7405 |
|
| R1 |
2,141.3760 |
2,141.3760 |
2,043.1938 |
2,108.4855 |
| PP |
2,075.5950 |
2,075.5950 |
2,075.5950 |
2,059.1498 |
| S1 |
1,960.8660 |
1,960.8660 |
2,010.1003 |
1,927.9755 |
| S2 |
1,895.0850 |
1,895.0850 |
1,993.5535 |
|
| S3 |
1,714.5750 |
1,780.3560 |
1,977.0068 |
|
| S4 |
1,534.0650 |
1,599.8460 |
1,927.3665 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,266.8800 |
3,057.0980 |
2,330.2315 |
|
| R3 |
2,910.2700 |
2,700.4880 |
2,232.1638 |
|
| R2 |
2,553.6600 |
2,553.6600 |
2,199.4745 |
|
| R1 |
2,343.8780 |
2,343.8780 |
2,166.7853 |
2,270.4640 |
| PP |
2,197.0500 |
2,197.0500 |
2,197.0500 |
2,160.3430 |
| S1 |
1,987.2680 |
1,987.2680 |
2,101.4068 |
1,913.8540 |
| S2 |
1,840.4400 |
1,840.4400 |
2,068.7175 |
|
| S3 |
1,483.8300 |
1,630.6580 |
2,036.0283 |
|
| S4 |
1,127.2200 |
1,274.0480 |
1,937.9605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,406.8320 |
2,009.8140 |
397.0180 |
19.6% |
165.3686 |
8.2% |
4% |
False |
True |
1,182,092 |
| 10 |
2,406.8320 |
1,718.7330 |
688.0990 |
34.0% |
193.7222 |
9.6% |
45% |
False |
False |
1,322,261 |
| 20 |
2,638.3540 |
1,709.6900 |
928.6640 |
45.8% |
211.6812 |
10.4% |
34% |
False |
False |
1,366,033 |
| 40 |
4,173.5460 |
1,709.6900 |
2,463.8560 |
121.6% |
338.1746 |
16.7% |
13% |
False |
False |
1,377,778 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
131.3% |
338.9307 |
16.7% |
12% |
False |
False |
1,274,658 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
139.2% |
285.2040 |
14.1% |
17% |
False |
False |
1,102,813 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
151.8% |
264.0029 |
13.0% |
24% |
False |
False |
1,065,392 |
| 120 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
164.2% |
247.5064 |
12.2% |
30% |
False |
False |
1,092,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,957.4915 |
|
2.618 |
2,662.8992 |
|
1.618 |
2,482.3892 |
|
1.000 |
2,370.8340 |
|
0.618 |
2,301.8792 |
|
HIGH |
2,190.3240 |
|
0.618 |
2,121.3692 |
|
0.500 |
2,100.0690 |
|
0.382 |
2,078.7688 |
|
LOW |
2,009.8140 |
|
0.618 |
1,898.2588 |
|
1.000 |
1,829.3040 |
|
1.618 |
1,717.7488 |
|
2.618 |
1,537.2388 |
|
4.250 |
1,242.6465 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.0690 |
2,186.1035 |
| PP |
2,075.5950 |
2,132.9513 |
| S1 |
2,051.1210 |
2,079.7992 |
|