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 |
4,091.0 |
4,082.0 |
-9.0 |
-0.2% |
4,078.0 |
High |
4,095.5 |
4,095.0 |
-0.5 |
0.0% |
4,083.5 |
Low |
4,073.0 |
4,064.0 |
-9.0 |
-0.2% |
3,951.5 |
Close |
4,080.5 |
4,091.5 |
11.0 |
0.3% |
4,052.0 |
Range |
22.5 |
31.0 |
8.5 |
37.8% |
132.0 |
ATR |
53.5 |
51.9 |
-1.6 |
-3.0% |
0.0 |
Volume |
535,339 |
561,115 |
25,776 |
4.8% |
3,316,660 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,176.5 |
4,165.0 |
4,108.6 |
|
R3 |
4,145.5 |
4,134.0 |
4,100.0 |
|
R2 |
4,114.5 |
4,114.5 |
4,097.2 |
|
R1 |
4,103.0 |
4,103.0 |
4,094.3 |
4,108.8 |
PP |
4,083.5 |
4,083.5 |
4,083.5 |
4,086.4 |
S1 |
4,072.0 |
4,072.0 |
4,088.7 |
4,077.8 |
S2 |
4,052.5 |
4,052.5 |
4,085.8 |
|
S3 |
4,021.5 |
4,041.0 |
4,083.0 |
|
S4 |
3,990.5 |
4,010.0 |
4,074.5 |
|
|
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% |
66.7 |
1.6% |
97% |
False |
False |
776,838 |
10 |
4,101.5 |
3,951.5 |
150.0 |
3.7% |
59.9 |
1.5% |
93% |
False |
False |
745,735 |
20 |
4,153.0 |
3,951.5 |
201.5 |
4.9% |
55.5 |
1.4% |
69% |
False |
False |
733,947 |
40 |
4,153.0 |
3,871.0 |
282.0 |
6.9% |
45.8 |
1.1% |
78% |
False |
False |
467,922 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.8 |
1.1% |
81% |
False |
False |
312,111 |
80 |
4,153.0 |
3,720.0 |
433.0 |
10.6% |
41.0 |
1.0% |
86% |
False |
False |
234,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,226.8 |
2.618 |
4,176.2 |
1.618 |
4,145.2 |
1.000 |
4,126.0 |
0.618 |
4,114.2 |
HIGH |
4,095.0 |
0.618 |
4,083.2 |
0.500 |
4,079.5 |
0.382 |
4,075.8 |
LOW |
4,064.0 |
0.618 |
4,044.8 |
1.000 |
4,033.0 |
1.618 |
4,013.8 |
2.618 |
3,982.8 |
4.250 |
3,932.3 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,087.5 |
4,082.7 |
PP |
4,083.5 |
4,073.8 |
S1 |
4,079.5 |
4,065.0 |
|