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 |
1,801.91 |
1,807.70 |
5.79 |
0.3% |
1,791.59 |
High |
1,811.88 |
1,809.33 |
-2.55 |
-0.1% |
1,817.53 |
Low |
1,796.66 |
1,792.85 |
-3.81 |
-0.2% |
1,791.07 |
Close |
1,807.72 |
1,805.97 |
-1.75 |
-0.1% |
1,807.72 |
Range |
15.22 |
16.48 |
1.26 |
8.3% |
26.46 |
ATR |
21.60 |
21.24 |
-0.37 |
-1.7% |
0.00 |
Volume |
6,943 |
6,101 |
-842 |
-12.1% |
25,412 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.16 |
1,845.54 |
1,815.03 |
|
R3 |
1,835.68 |
1,829.06 |
1,810.50 |
|
R2 |
1,819.20 |
1,819.20 |
1,808.99 |
|
R1 |
1,812.58 |
1,812.58 |
1,807.48 |
1,807.65 |
PP |
1,802.72 |
1,802.72 |
1,802.72 |
1,800.25 |
S1 |
1,796.10 |
1,796.10 |
1,804.46 |
1,791.17 |
S2 |
1,786.24 |
1,786.24 |
1,802.95 |
|
S3 |
1,769.76 |
1,779.62 |
1,801.44 |
|
S4 |
1,753.28 |
1,763.14 |
1,796.91 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.82 |
1,872.73 |
1,822.27 |
|
R3 |
1,858.36 |
1,846.27 |
1,815.00 |
|
R2 |
1,831.90 |
1,831.90 |
1,812.57 |
|
R1 |
1,819.81 |
1,819.81 |
1,810.15 |
1,825.86 |
PP |
1,805.44 |
1,805.44 |
1,805.44 |
1,808.46 |
S1 |
1,793.35 |
1,793.35 |
1,805.29 |
1,799.40 |
S2 |
1,778.98 |
1,778.98 |
1,802.87 |
|
S3 |
1,752.52 |
1,766.89 |
1,800.44 |
|
S4 |
1,726.06 |
1,740.43 |
1,793.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,817.53 |
1,791.07 |
26.46 |
1.5% |
18.12 |
1.0% |
56% |
False |
False |
6,302 |
10 |
1,817.53 |
1,752.19 |
65.34 |
3.6% |
18.40 |
1.0% |
82% |
False |
False |
6,373 |
20 |
1,877.12 |
1,752.19 |
124.93 |
6.9% |
22.73 |
1.3% |
43% |
False |
False |
6,263 |
40 |
1,915.42 |
1,752.19 |
163.23 |
9.0% |
23.17 |
1.3% |
33% |
False |
False |
6,323 |
60 |
1,915.42 |
1,752.19 |
163.23 |
9.0% |
22.26 |
1.2% |
33% |
False |
False |
6,420 |
80 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
22.08 |
1.2% |
54% |
False |
False |
6,490 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
23.05 |
1.3% |
54% |
False |
False |
6,476 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
24.39 |
1.4% |
54% |
False |
False |
6,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,879.37 |
2.618 |
1,852.47 |
1.618 |
1,835.99 |
1.000 |
1,825.81 |
0.618 |
1,819.51 |
HIGH |
1,809.33 |
0.618 |
1,803.03 |
0.500 |
1,801.09 |
0.382 |
1,799.15 |
LOW |
1,792.85 |
0.618 |
1,782.67 |
1.000 |
1,776.37 |
1.618 |
1,766.19 |
2.618 |
1,749.71 |
4.250 |
1,722.81 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,804.34 |
1,805.71 |
PP |
1,802.72 |
1,805.45 |
S1 |
1,801.09 |
1,805.19 |
|