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 |
4,057.0 |
4,091.0 |
34.0 |
0.8% |
4,078.0 |
High |
4,092.0 |
4,095.5 |
3.5 |
0.1% |
4,083.5 |
Low |
4,034.5 |
4,073.0 |
38.5 |
1.0% |
3,951.5 |
Close |
4,089.0 |
4,080.5 |
-8.5 |
-0.2% |
4,052.0 |
Range |
57.5 |
22.5 |
-35.0 |
-60.9% |
132.0 |
ATR |
55.9 |
53.5 |
-2.4 |
-4.3% |
0.0 |
Volume |
670,207 |
535,339 |
-134,868 |
-20.1% |
3,316,660 |
|
Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,150.5 |
4,138.0 |
4,092.9 |
|
R3 |
4,128.0 |
4,115.5 |
4,086.7 |
|
R2 |
4,105.5 |
4,105.5 |
4,084.6 |
|
R1 |
4,093.0 |
4,093.0 |
4,082.6 |
4,088.0 |
PP |
4,083.0 |
4,083.0 |
4,083.0 |
4,080.5 |
S1 |
4,070.5 |
4,070.5 |
4,078.4 |
4,065.5 |
S2 |
4,060.5 |
4,060.5 |
4,076.4 |
|
S3 |
4,038.0 |
4,048.0 |
4,074.3 |
|
S4 |
4,015.5 |
4,025.5 |
4,068.1 |
|
|
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 |
4,095.5 |
3,951.5 |
144.0 |
3.5% |
70.0 |
1.7% |
90% |
True |
False |
781,115 |
10 |
4,112.0 |
3,951.5 |
160.5 |
3.9% |
60.5 |
1.5% |
80% |
False |
False |
745,029 |
20 |
4,153.0 |
3,951.5 |
201.5 |
4.9% |
54.9 |
1.3% |
64% |
False |
False |
780,463 |
40 |
4,153.0 |
3,871.0 |
282.0 |
6.9% |
45.8 |
1.1% |
74% |
False |
False |
453,954 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.8 |
1.1% |
78% |
False |
False |
302,762 |
80 |
4,153.0 |
3,720.0 |
433.0 |
10.6% |
41.6 |
1.0% |
83% |
False |
False |
227,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,191.1 |
2.618 |
4,154.4 |
1.618 |
4,131.9 |
1.000 |
4,118.0 |
0.618 |
4,109.4 |
HIGH |
4,095.5 |
0.618 |
4,086.9 |
0.500 |
4,084.3 |
0.382 |
4,081.6 |
LOW |
4,073.0 |
0.618 |
4,059.1 |
1.000 |
4,050.5 |
1.618 |
4,036.6 |
2.618 |
4,014.1 |
4.250 |
3,977.4 |
|
|
Fisher Pivots for day following 13-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,084.3 |
4,063.3 |
PP |
4,083.0 |
4,046.2 |
S1 |
4,081.8 |
4,029.0 |
|