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 |
1,828.7 |
1,830.7 |
2.0 |
0.1% |
1,808.5 |
High |
1,835.0 |
1,832.7 |
-2.3 |
-0.1% |
1,835.0 |
Low |
1,820.6 |
1,809.5 |
-11.1 |
-0.6% |
1,791.0 |
Close |
1,829.0 |
1,815.0 |
-14.0 |
-0.8% |
1,815.0 |
Range |
14.4 |
23.2 |
8.8 |
61.1% |
44.0 |
ATR |
23.9 |
23.9 |
-0.1 |
-0.2% |
0.0 |
Volume |
175,611 |
184,655 |
9,044 |
5.2% |
1,033,738 |
|
Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,888.7 |
1,875.0 |
1,827.8 |
|
R3 |
1,865.5 |
1,851.8 |
1,821.4 |
|
R2 |
1,842.3 |
1,842.3 |
1,819.3 |
|
R1 |
1,828.6 |
1,828.6 |
1,817.1 |
1,823.9 |
PP |
1,819.1 |
1,819.1 |
1,819.1 |
1,816.7 |
S1 |
1,805.4 |
1,805.4 |
1,812.9 |
1,800.7 |
S2 |
1,795.9 |
1,795.9 |
1,810.7 |
|
S3 |
1,772.7 |
1,782.2 |
1,808.6 |
|
S4 |
1,749.5 |
1,759.0 |
1,802.2 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.7 |
1,924.3 |
1,839.2 |
|
R3 |
1,901.7 |
1,880.3 |
1,827.1 |
|
R2 |
1,857.7 |
1,857.7 |
1,823.1 |
|
R1 |
1,836.3 |
1,836.3 |
1,819.0 |
1,847.0 |
PP |
1,813.7 |
1,813.7 |
1,813.7 |
1,819.0 |
S1 |
1,792.3 |
1,792.3 |
1,811.0 |
1,803.0 |
S2 |
1,769.7 |
1,769.7 |
1,806.9 |
|
S3 |
1,725.7 |
1,748.3 |
1,802.9 |
|
S4 |
1,681.7 |
1,704.3 |
1,790.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,835.0 |
1,791.0 |
44.0 |
2.4% |
20.6 |
1.1% |
55% |
False |
False |
206,747 |
10 |
1,835.0 |
1,774.4 |
60.6 |
3.3% |
21.4 |
1.2% |
67% |
False |
False |
212,218 |
20 |
1,835.0 |
1,750.1 |
84.9 |
4.7% |
21.6 |
1.2% |
76% |
False |
False |
199,889 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
24.8 |
1.4% |
38% |
False |
False |
195,899 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
24.6 |
1.4% |
38% |
False |
False |
139,712 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.2% |
24.1 |
1.3% |
57% |
False |
False |
105,548 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
25.0 |
1.4% |
57% |
False |
False |
85,058 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
25.0 |
1.4% |
57% |
False |
False |
71,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,931.3 |
2.618 |
1,893.4 |
1.618 |
1,870.2 |
1.000 |
1,855.9 |
0.618 |
1,847.0 |
HIGH |
1,832.7 |
0.618 |
1,823.8 |
0.500 |
1,821.1 |
0.382 |
1,818.4 |
LOW |
1,809.5 |
0.618 |
1,795.2 |
1.000 |
1,786.3 |
1.618 |
1,772.0 |
2.618 |
1,748.8 |
4.250 |
1,710.9 |
|
|
Fisher Pivots for day following 16-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,821.1 |
1,820.0 |
PP |
1,819.1 |
1,818.3 |
S1 |
1,817.0 |
1,816.7 |
|