| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,989.0170 |
1,926.0380 |
-62.9790 |
-3.2% |
2,134.2450 |
| High |
2,038.7700 |
1,962.5260 |
-76.2440 |
-3.7% |
2,190.3240 |
| Low |
1,885.3900 |
1,852.6990 |
-32.6910 |
-1.7% |
1,852.6990 |
| Close |
1,926.0380 |
1,899.1560 |
-26.8820 |
-1.4% |
1,899.1560 |
| Range |
153.3800 |
109.8270 |
-43.5530 |
-28.4% |
337.6250 |
| ATR |
222.2851 |
214.2524 |
-8.0327 |
-3.6% |
0.0000 |
| Volume |
1,009,642 |
948,625 |
-61,017 |
-6.0% |
5,046,692 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.2747 |
2,176.5423 |
1,959.5609 |
|
| R3 |
2,124.4477 |
2,066.7153 |
1,929.3584 |
|
| R2 |
2,014.6207 |
2,014.6207 |
1,919.2910 |
|
| R1 |
1,956.8883 |
1,956.8883 |
1,909.2235 |
1,930.8410 |
| PP |
1,904.7937 |
1,904.7937 |
1,904.7937 |
1,891.7700 |
| S1 |
1,847.0613 |
1,847.0613 |
1,889.0885 |
1,821.0140 |
| S2 |
1,794.9667 |
1,794.9667 |
1,879.0211 |
|
| S3 |
1,685.1397 |
1,737.2343 |
1,868.9536 |
|
| S4 |
1,575.3127 |
1,627.4073 |
1,838.7512 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.6013 |
2,784.0037 |
2,084.8498 |
|
| R3 |
2,655.9763 |
2,446.3787 |
1,992.0029 |
|
| R2 |
2,318.3513 |
2,318.3513 |
1,961.0539 |
|
| R1 |
2,108.7537 |
2,108.7537 |
1,930.1050 |
2,044.7400 |
| PP |
1,980.7263 |
1,980.7263 |
1,980.7263 |
1,948.7195 |
| S1 |
1,771.1287 |
1,771.1287 |
1,868.2070 |
1,707.1150 |
| S2 |
1,643.1013 |
1,643.1013 |
1,837.2581 |
|
| S3 |
1,305.4763 |
1,433.5037 |
1,806.3091 |
|
| S4 |
967.8513 |
1,095.8787 |
1,713.4623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,190.3240 |
1,852.6990 |
337.6250 |
17.8% |
142.6560 |
7.5% |
14% |
False |
True |
1,009,338 |
| 10 |
2,406.8320 |
1,852.6990 |
554.1330 |
29.2% |
147.7668 |
7.8% |
8% |
False |
True |
1,141,810 |
| 20 |
2,406.8320 |
1,709.6900 |
697.1420 |
36.7% |
198.0551 |
10.4% |
27% |
False |
False |
1,357,979 |
| 40 |
2,995.2820 |
1,709.6900 |
1,285.5920 |
67.7% |
266.6553 |
14.0% |
15% |
False |
False |
1,306,105 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
140.1% |
326.8134 |
17.2% |
7% |
False |
False |
1,283,383 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
148.5% |
286.2244 |
15.1% |
12% |
False |
False |
1,128,078 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
162.0% |
258.1444 |
13.6% |
20% |
False |
False |
1,054,314 |
| 120 |
4,370.7670 |
1,209.5030 |
3,161.2640 |
166.5% |
244.2722 |
12.9% |
22% |
False |
False |
1,068,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,429.2908 |
|
2.618 |
2,250.0531 |
|
1.618 |
2,140.2261 |
|
1.000 |
2,072.3530 |
|
0.618 |
2,030.3991 |
|
HIGH |
1,962.5260 |
|
0.618 |
1,920.5721 |
|
0.500 |
1,907.6125 |
|
0.382 |
1,894.6529 |
|
LOW |
1,852.6990 |
|
0.618 |
1,784.8259 |
|
1.000 |
1,742.8720 |
|
1.618 |
1,674.9989 |
|
2.618 |
1,565.1719 |
|
4.250 |
1,385.9343 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,907.6125 |
1,945.7345 |
| PP |
1,904.7937 |
1,930.2083 |
| S1 |
1,901.9748 |
1,914.6822 |
|