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 |
1,806.7 |
1,808.3 |
1.6 |
0.1% |
1,787.5 |
High |
1,818.0 |
1,831.1 |
13.1 |
0.7% |
1,819.5 |
Low |
1,798.7 |
1,804.9 |
6.2 |
0.3% |
1,784.7 |
Close |
1,809.9 |
1,825.0 |
15.1 |
0.8% |
1,810.6 |
Range |
19.3 |
26.2 |
6.9 |
35.8% |
34.8 |
ATR |
24.5 |
24.6 |
0.1 |
0.5% |
0.0 |
Volume |
242,177 |
229,879 |
-12,298 |
-5.1% |
882,593 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.9 |
1,888.2 |
1,839.4 |
|
R3 |
1,872.7 |
1,862.0 |
1,832.2 |
|
R2 |
1,846.5 |
1,846.5 |
1,829.8 |
|
R1 |
1,835.8 |
1,835.8 |
1,827.4 |
1,841.2 |
PP |
1,820.3 |
1,820.3 |
1,820.3 |
1,823.0 |
S1 |
1,809.6 |
1,809.6 |
1,822.6 |
1,815.0 |
S2 |
1,794.1 |
1,794.1 |
1,820.2 |
|
S3 |
1,767.9 |
1,783.4 |
1,817.8 |
|
S4 |
1,741.7 |
1,757.2 |
1,810.6 |
|
|
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 |
1,831.1 |
1,791.0 |
40.1 |
2.2% |
21.6 |
1.2% |
85% |
True |
False |
221,678 |
10 |
1,831.1 |
1,753.2 |
77.9 |
4.3% |
21.6 |
1.2% |
92% |
True |
False |
211,125 |
20 |
1,866.0 |
1,750.1 |
115.9 |
6.4% |
25.7 |
1.4% |
65% |
False |
False |
212,876 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
25.1 |
1.4% |
44% |
False |
False |
189,601 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
24.6 |
1.3% |
44% |
False |
False |
133,794 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.1% |
24.1 |
1.3% |
61% |
False |
False |
101,121 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.2% |
25.1 |
1.4% |
61% |
False |
False |
81,473 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.2% |
25.0 |
1.4% |
61% |
False |
False |
68,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,942.5 |
2.618 |
1,899.7 |
1.618 |
1,873.5 |
1.000 |
1,857.3 |
0.618 |
1,847.3 |
HIGH |
1,831.1 |
0.618 |
1,821.1 |
0.500 |
1,818.0 |
0.382 |
1,814.9 |
LOW |
1,804.9 |
0.618 |
1,788.7 |
1.000 |
1,778.7 |
1.618 |
1,762.5 |
2.618 |
1,736.3 |
4.250 |
1,693.6 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,822.7 |
1,820.4 |
PP |
1,820.3 |
1,815.7 |
S1 |
1,818.0 |
1,811.1 |
|