Trading Metrics calculated at close of trading on 12-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
3,986.0 |
4,057.0 |
71.0 |
1.8% |
4,078.0 |
High |
4,063.0 |
4,092.0 |
29.0 |
0.7% |
4,083.5 |
Low |
3,962.5 |
4,034.5 |
72.0 |
1.8% |
3,951.5 |
Close |
4,052.0 |
4,089.0 |
37.0 |
0.9% |
4,052.0 |
Range |
100.5 |
57.5 |
-43.0 |
-42.8% |
132.0 |
ATR |
55.7 |
55.9 |
0.1 |
0.2% |
0.0 |
Volume |
802,620 |
670,207 |
-132,413 |
-16.5% |
3,316,660 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,244.3 |
4,224.2 |
4,120.6 |
|
R3 |
4,186.8 |
4,166.7 |
4,104.8 |
|
R2 |
4,129.3 |
4,129.3 |
4,099.5 |
|
R1 |
4,109.2 |
4,109.2 |
4,094.3 |
4,119.3 |
PP |
4,071.8 |
4,071.8 |
4,071.8 |
4,076.9 |
S1 |
4,051.7 |
4,051.7 |
4,083.7 |
4,061.8 |
S2 |
4,014.3 |
4,014.3 |
4,078.5 |
|
S3 |
3,956.8 |
3,994.2 |
4,073.2 |
|
S4 |
3,899.3 |
3,936.7 |
4,057.4 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,425.0 |
4,370.5 |
4,124.6 |
|
R3 |
4,293.0 |
4,238.5 |
4,088.3 |
|
R2 |
4,161.0 |
4,161.0 |
4,076.2 |
|
R1 |
4,106.5 |
4,106.5 |
4,064.1 |
4,067.8 |
PP |
4,029.0 |
4,029.0 |
4,029.0 |
4,009.6 |
S1 |
3,974.5 |
3,974.5 |
4,039.9 |
3,935.8 |
S2 |
3,897.0 |
3,897.0 |
4,027.8 |
|
S3 |
3,765.0 |
3,842.5 |
4,015.7 |
|
S4 |
3,633.0 |
3,710.5 |
3,979.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,092.0 |
3,951.5 |
140.5 |
3.4% |
77.3 |
1.9% |
98% |
True |
False |
797,373 |
10 |
4,113.5 |
3,951.5 |
162.0 |
4.0% |
62.2 |
1.5% |
85% |
False |
False |
743,166 |
20 |
4,153.0 |
3,951.5 |
201.5 |
4.9% |
55.1 |
1.3% |
68% |
False |
False |
816,691 |
40 |
4,153.0 |
3,871.0 |
282.0 |
6.9% |
47.0 |
1.1% |
77% |
False |
False |
440,631 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
46.2 |
1.1% |
80% |
False |
False |
293,845 |
80 |
4,153.0 |
3,720.0 |
433.0 |
10.6% |
41.6 |
1.0% |
85% |
False |
False |
220,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,336.4 |
2.618 |
4,242.5 |
1.618 |
4,185.0 |
1.000 |
4,149.5 |
0.618 |
4,127.5 |
HIGH |
4,092.0 |
0.618 |
4,070.0 |
0.500 |
4,063.3 |
0.382 |
4,056.5 |
LOW |
4,034.5 |
0.618 |
3,999.0 |
1.000 |
3,977.0 |
1.618 |
3,941.5 |
2.618 |
3,884.0 |
4.250 |
3,790.1 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,080.4 |
4,066.6 |
PP |
4,071.8 |
4,044.2 |
S1 |
4,063.3 |
4,021.8 |
|