Trading Metrics calculated at close of trading on 14-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,805.92 |
1,807.29 |
1.37 |
0.1% |
1,791.59 |
High |
1,814.01 |
1,828.09 |
14.08 |
0.8% |
1,817.53 |
Low |
1,801.98 |
1,804.66 |
2.68 |
0.1% |
1,791.07 |
Close |
1,807.23 |
1,827.48 |
20.25 |
1.1% |
1,807.72 |
Range |
12.03 |
23.43 |
11.40 |
94.8% |
26.46 |
ATR |
20.58 |
20.78 |
0.20 |
1.0% |
0.00 |
Volume |
6,198 |
6,214 |
16 |
0.3% |
25,412 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.37 |
1,882.35 |
1,840.37 |
|
R3 |
1,866.94 |
1,858.92 |
1,833.92 |
|
R2 |
1,843.51 |
1,843.51 |
1,831.78 |
|
R1 |
1,835.49 |
1,835.49 |
1,829.63 |
1,839.50 |
PP |
1,820.08 |
1,820.08 |
1,820.08 |
1,822.08 |
S1 |
1,812.06 |
1,812.06 |
1,825.33 |
1,816.07 |
S2 |
1,796.65 |
1,796.65 |
1,823.18 |
|
S3 |
1,773.22 |
1,788.63 |
1,821.04 |
|
S4 |
1,749.79 |
1,765.20 |
1,814.59 |
|
|
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 |
1,828.09 |
1,792.85 |
35.24 |
1.9% |
17.79 |
1.0% |
98% |
True |
False |
6,299 |
10 |
1,828.09 |
1,753.31 |
74.78 |
4.1% |
17.99 |
1.0% |
99% |
True |
False |
6,316 |
20 |
1,861.00 |
1,752.19 |
108.81 |
6.0% |
22.12 |
1.2% |
69% |
False |
False |
6,243 |
40 |
1,915.42 |
1,752.19 |
163.23 |
8.9% |
22.75 |
1.2% |
46% |
False |
False |
6,318 |
60 |
1,915.42 |
1,752.19 |
163.23 |
8.9% |
22.13 |
1.2% |
46% |
False |
False |
6,402 |
80 |
1,915.42 |
1,678.24 |
237.18 |
13.0% |
21.90 |
1.2% |
63% |
False |
False |
6,486 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.0% |
22.97 |
1.3% |
63% |
False |
False |
6,475 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.0% |
24.27 |
1.3% |
63% |
False |
False |
6,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,927.67 |
2.618 |
1,889.43 |
1.618 |
1,866.00 |
1.000 |
1,851.52 |
0.618 |
1,842.57 |
HIGH |
1,828.09 |
0.618 |
1,819.14 |
0.500 |
1,816.38 |
0.382 |
1,813.61 |
LOW |
1,804.66 |
0.618 |
1,790.18 |
1.000 |
1,781.23 |
1.618 |
1,766.75 |
2.618 |
1,743.32 |
4.250 |
1,705.08 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,823.78 |
1,821.81 |
PP |
1,820.08 |
1,816.14 |
S1 |
1,816.38 |
1,810.47 |
|