Trading Metrics calculated at close of trading on 15-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,082.0 |
4,079.0 |
-3.0 |
-0.1% |
4,078.0 |
High |
4,095.0 |
4,084.0 |
-11.0 |
-0.3% |
4,083.5 |
Low |
4,064.0 |
4,031.0 |
-33.0 |
-0.8% |
3,951.5 |
Close |
4,091.5 |
4,045.5 |
-46.0 |
-1.1% |
4,052.0 |
Range |
31.0 |
53.0 |
22.0 |
71.0% |
132.0 |
ATR |
51.9 |
52.5 |
0.6 |
1.2% |
0.0 |
Volume |
561,115 |
702,825 |
141,710 |
25.3% |
3,316,660 |
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,212.5 |
4,182.0 |
4,074.7 |
|
R3 |
4,159.5 |
4,129.0 |
4,060.1 |
|
R2 |
4,106.5 |
4,106.5 |
4,055.2 |
|
R1 |
4,076.0 |
4,076.0 |
4,050.4 |
4,064.8 |
PP |
4,053.5 |
4,053.5 |
4,053.5 |
4,047.9 |
S1 |
4,023.0 |
4,023.0 |
4,040.6 |
4,011.8 |
S2 |
4,000.5 |
4,000.5 |
4,035.8 |
|
S3 |
3,947.5 |
3,970.0 |
4,030.9 |
|
S4 |
3,894.5 |
3,917.0 |
4,016.4 |
|
|
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 |
4,095.5 |
3,962.5 |
133.0 |
3.3% |
52.9 |
1.3% |
62% |
False |
False |
654,421 |
10 |
4,101.5 |
3,951.5 |
150.0 |
3.7% |
58.4 |
1.4% |
63% |
False |
False |
704,808 |
20 |
4,153.0 |
3,951.5 |
201.5 |
5.0% |
57.0 |
1.4% |
47% |
False |
False |
726,497 |
40 |
4,153.0 |
3,871.0 |
282.0 |
7.0% |
46.1 |
1.1% |
62% |
False |
False |
485,478 |
60 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
45.3 |
1.1% |
67% |
False |
False |
323,822 |
80 |
4,153.0 |
3,720.0 |
433.0 |
10.7% |
40.6 |
1.0% |
75% |
False |
False |
242,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,309.3 |
2.618 |
4,222.8 |
1.618 |
4,169.8 |
1.000 |
4,137.0 |
0.618 |
4,116.8 |
HIGH |
4,084.0 |
0.618 |
4,063.8 |
0.500 |
4,057.5 |
0.382 |
4,051.2 |
LOW |
4,031.0 |
0.618 |
3,998.2 |
1.000 |
3,978.0 |
1.618 |
3,945.2 |
2.618 |
3,892.2 |
4.250 |
3,805.8 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,057.5 |
4,063.3 |
PP |
4,053.5 |
4,057.3 |
S1 |
4,049.5 |
4,051.4 |
|