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 |
1,808.5 |
1,806.7 |
-1.8 |
-0.1% |
1,787.5 |
High |
1,811.0 |
1,818.0 |
7.0 |
0.4% |
1,819.5 |
Low |
1,791.0 |
1,798.7 |
7.7 |
0.4% |
1,784.7 |
Close |
1,805.9 |
1,809.9 |
4.0 |
0.2% |
1,810.6 |
Range |
20.0 |
19.3 |
-0.7 |
-3.5% |
34.8 |
ATR |
24.9 |
24.5 |
-0.4 |
-1.6% |
0.0 |
Volume |
201,416 |
242,177 |
40,761 |
20.2% |
882,593 |
|
Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.8 |
1,857.6 |
1,820.5 |
|
R3 |
1,847.5 |
1,838.3 |
1,815.2 |
|
R2 |
1,828.2 |
1,828.2 |
1,813.4 |
|
R1 |
1,819.0 |
1,819.0 |
1,811.7 |
1,823.6 |
PP |
1,808.9 |
1,808.9 |
1,808.9 |
1,811.2 |
S1 |
1,799.7 |
1,799.7 |
1,808.1 |
1,804.3 |
S2 |
1,789.6 |
1,789.6 |
1,806.4 |
|
S3 |
1,770.3 |
1,780.4 |
1,804.6 |
|
S4 |
1,751.0 |
1,761.1 |
1,799.3 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.3 |
1,894.8 |
1,829.7 |
|
R3 |
1,874.5 |
1,860.0 |
1,820.2 |
|
R2 |
1,839.7 |
1,839.7 |
1,817.0 |
|
R1 |
1,825.2 |
1,825.2 |
1,813.8 |
1,832.5 |
PP |
1,804.9 |
1,804.9 |
1,804.9 |
1,808.6 |
S1 |
1,790.4 |
1,790.4 |
1,807.4 |
1,797.7 |
S2 |
1,770.1 |
1,770.1 |
1,804.2 |
|
S3 |
1,735.3 |
1,755.6 |
1,801.0 |
|
S4 |
1,700.5 |
1,720.8 |
1,791.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,819.5 |
1,791.0 |
28.5 |
1.6% |
19.6 |
1.1% |
66% |
False |
False |
209,917 |
10 |
1,819.5 |
1,750.1 |
69.4 |
3.8% |
21.8 |
1.2% |
86% |
False |
False |
212,128 |
20 |
1,870.9 |
1,750.1 |
120.8 |
6.7% |
25.3 |
1.4% |
50% |
False |
False |
209,149 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
25.2 |
1.4% |
35% |
False |
False |
184,907 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
24.5 |
1.4% |
35% |
False |
False |
129,993 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.2% |
24.0 |
1.3% |
54% |
False |
False |
98,281 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
25.1 |
1.4% |
55% |
False |
False |
79,185 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
24.9 |
1.4% |
55% |
False |
False |
66,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,900.0 |
2.618 |
1,868.5 |
1.618 |
1,849.2 |
1.000 |
1,837.3 |
0.618 |
1,829.9 |
HIGH |
1,818.0 |
0.618 |
1,810.6 |
0.500 |
1,808.4 |
0.382 |
1,806.1 |
LOW |
1,798.7 |
0.618 |
1,786.8 |
1.000 |
1,779.4 |
1.618 |
1,767.5 |
2.618 |
1,748.2 |
4.250 |
1,716.7 |
|
|
Fisher Pivots for day following 13-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,809.4 |
1,808.1 |
PP |
1,808.9 |
1,806.3 |
S1 |
1,808.4 |
1,804.5 |
|