| 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 |
2,134.2450 |
2,026.7890 |
-107.4560 |
-5.0% |
2,216.1550 |
| High |
2,190.3240 |
2,042.7280 |
-147.5960 |
-6.7% |
2,406.8320 |
| Low |
2,009.8140 |
1,920.6720 |
-89.1420 |
-4.4% |
2,050.2220 |
| Close |
2,026.6470 |
1,948.2440 |
-78.4030 |
-3.9% |
2,134.0960 |
| Range |
180.5100 |
122.0560 |
-58.4540 |
-32.4% |
356.6100 |
| ATR |
242.3369 |
233.7454 |
-8.5915 |
-3.5% |
0.0000 |
| Volume |
793,754 |
1,113,029 |
319,275 |
40.2% |
5,116,710 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,336.7160 |
2,264.5360 |
2,015.3748 |
|
| R3 |
2,214.6600 |
2,142.4800 |
1,981.8094 |
|
| R2 |
2,092.6040 |
2,092.6040 |
1,970.6209 |
|
| R1 |
2,020.4240 |
2,020.4240 |
1,959.4325 |
1,995.4860 |
| PP |
1,970.5480 |
1,970.5480 |
1,970.5480 |
1,958.0790 |
| S1 |
1,898.3680 |
1,898.3680 |
1,937.0555 |
1,873.4300 |
| S2 |
1,848.4920 |
1,848.4920 |
1,925.8671 |
|
| S3 |
1,726.4360 |
1,776.3120 |
1,914.6786 |
|
| S4 |
1,604.3800 |
1,654.2560 |
1,881.1132 |
|
|
| 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 |
1,920.6720 |
486.1600 |
25.0% |
159.4380 |
8.2% |
6% |
False |
True |
1,278,648 |
| 10 |
2,406.8320 |
1,920.6720 |
486.1600 |
25.0% |
163.5982 |
8.4% |
6% |
False |
True |
1,272,305 |
| 20 |
2,638.3540 |
1,709.6900 |
928.6640 |
47.7% |
200.5416 |
10.3% |
26% |
False |
False |
1,365,955 |
| 40 |
4,131.2460 |
1,709.6900 |
2,421.5560 |
124.3% |
327.3838 |
16.8% |
10% |
False |
False |
1,374,367 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
136.6% |
337.1461 |
17.3% |
9% |
False |
False |
1,279,868 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
144.8% |
285.6327 |
14.7% |
14% |
False |
False |
1,109,088 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
157.9% |
264.0457 |
13.6% |
21% |
False |
False |
1,069,196 |
| 120 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
170.8% |
246.9518 |
12.7% |
27% |
False |
False |
1,088,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.4660 |
|
2.618 |
2,362.2706 |
|
1.618 |
2,240.2146 |
|
1.000 |
2,164.7840 |
|
0.618 |
2,118.1586 |
|
HIGH |
2,042.7280 |
|
0.618 |
1,996.1026 |
|
0.500 |
1,981.7000 |
|
0.382 |
1,967.2974 |
|
LOW |
1,920.6720 |
|
0.618 |
1,845.2414 |
|
1.000 |
1,798.6160 |
|
1.618 |
1,723.1854 |
|
2.618 |
1,601.1294 |
|
4.250 |
1,401.9340 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,981.7000 |
2,055.4980 |
| PP |
1,970.5480 |
2,019.7467 |
| S1 |
1,959.3960 |
1,983.9953 |
|