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 |
1,827.42 |
1,829.38 |
1.96 |
0.1% |
1,807.70 |
High |
1,832.87 |
1,831.61 |
-1.26 |
-0.1% |
1,832.87 |
Low |
1,820.92 |
1,809.94 |
-10.98 |
-0.6% |
1,792.85 |
Close |
1,829.32 |
1,811.23 |
-18.09 |
-1.0% |
1,811.23 |
Range |
11.95 |
21.67 |
9.72 |
81.3% |
40.02 |
ATR |
20.15 |
20.26 |
0.11 |
0.5% |
0.00 |
Volume |
6,120 |
6,161 |
41 |
0.7% |
30,794 |
|
Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,882.60 |
1,868.59 |
1,823.15 |
|
R3 |
1,860.93 |
1,846.92 |
1,817.19 |
|
R2 |
1,839.26 |
1,839.26 |
1,815.20 |
|
R1 |
1,825.25 |
1,825.25 |
1,813.22 |
1,821.42 |
PP |
1,817.59 |
1,817.59 |
1,817.59 |
1,815.68 |
S1 |
1,803.58 |
1,803.58 |
1,809.24 |
1,799.75 |
S2 |
1,795.92 |
1,795.92 |
1,807.26 |
|
S3 |
1,774.25 |
1,781.91 |
1,805.27 |
|
S4 |
1,752.58 |
1,760.24 |
1,799.31 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,932.38 |
1,911.82 |
1,833.24 |
|
R3 |
1,892.36 |
1,871.80 |
1,822.24 |
|
R2 |
1,852.34 |
1,852.34 |
1,818.57 |
|
R1 |
1,831.78 |
1,831.78 |
1,814.90 |
1,842.06 |
PP |
1,812.32 |
1,812.32 |
1,812.32 |
1,817.46 |
S1 |
1,791.76 |
1,791.76 |
1,807.56 |
1,802.04 |
S2 |
1,772.30 |
1,772.30 |
1,803.89 |
|
S3 |
1,732.28 |
1,751.74 |
1,800.22 |
|
S4 |
1,692.26 |
1,711.72 |
1,789.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,832.87 |
1,792.85 |
40.02 |
2.2% |
17.11 |
0.9% |
46% |
False |
False |
6,158 |
10 |
1,832.87 |
1,774.70 |
58.17 |
3.2% |
17.88 |
1.0% |
63% |
False |
False |
6,265 |
20 |
1,832.87 |
1,752.19 |
80.68 |
4.5% |
18.51 |
1.0% |
73% |
False |
False |
6,254 |
40 |
1,915.42 |
1,752.19 |
163.23 |
9.0% |
22.17 |
1.2% |
36% |
False |
False |
6,317 |
60 |
1,915.42 |
1,752.19 |
163.23 |
9.0% |
22.11 |
1.2% |
36% |
False |
False |
6,383 |
80 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
21.83 |
1.2% |
56% |
False |
False |
6,465 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.1% |
22.84 |
1.3% |
56% |
False |
False |
6,463 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.1% |
23.54 |
1.3% |
56% |
False |
False |
6,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.71 |
2.618 |
1,888.34 |
1.618 |
1,866.67 |
1.000 |
1,853.28 |
0.618 |
1,845.00 |
HIGH |
1,831.61 |
0.618 |
1,823.33 |
0.500 |
1,820.78 |
0.382 |
1,818.22 |
LOW |
1,809.94 |
0.618 |
1,796.55 |
1.000 |
1,788.27 |
1.618 |
1,774.88 |
2.618 |
1,753.21 |
4.250 |
1,717.84 |
|
|
Fisher Pivots for day following 16-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,820.78 |
1,818.77 |
PP |
1,817.59 |
1,816.25 |
S1 |
1,814.41 |
1,813.74 |
|