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 |
4,079.0 |
4,043.5 |
-35.5 |
-0.9% |
4,057.0 |
High |
4,084.0 |
4,063.0 |
-21.0 |
-0.5% |
4,095.5 |
Low |
4,031.0 |
4,003.0 |
-28.0 |
-0.7% |
4,003.0 |
Close |
4,045.5 |
4,021.5 |
-24.0 |
-0.6% |
4,021.5 |
Range |
53.0 |
60.0 |
7.0 |
13.2% |
92.5 |
ATR |
52.5 |
53.0 |
0.5 |
1.0% |
0.0 |
Volume |
702,825 |
831,665 |
128,840 |
18.3% |
3,301,151 |
|
Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,209.2 |
4,175.3 |
4,054.5 |
|
R3 |
4,149.2 |
4,115.3 |
4,038.0 |
|
R2 |
4,089.2 |
4,089.2 |
4,032.5 |
|
R1 |
4,055.3 |
4,055.3 |
4,027.0 |
4,042.3 |
PP |
4,029.2 |
4,029.2 |
4,029.2 |
4,022.6 |
S1 |
3,995.3 |
3,995.3 |
4,016.0 |
3,982.3 |
S2 |
3,969.2 |
3,969.2 |
4,010.5 |
|
S3 |
3,909.2 |
3,935.3 |
4,005.0 |
|
S4 |
3,849.2 |
3,875.3 |
3,988.5 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,317.5 |
4,262.0 |
4,072.4 |
|
R3 |
4,225.0 |
4,169.5 |
4,046.9 |
|
R2 |
4,132.5 |
4,132.5 |
4,038.5 |
|
R1 |
4,077.0 |
4,077.0 |
4,030.0 |
4,058.5 |
PP |
4,040.0 |
4,040.0 |
4,040.0 |
4,030.8 |
S1 |
3,984.5 |
3,984.5 |
4,013.0 |
3,966.0 |
S2 |
3,947.5 |
3,947.5 |
4,004.5 |
|
S3 |
3,855.0 |
3,892.0 |
3,996.1 |
|
S4 |
3,762.5 |
3,799.5 |
3,970.6 |
|
|
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 |
4,003.0 |
92.5 |
2.3% |
44.8 |
1.1% |
20% |
False |
True |
660,230 |
10 |
4,095.5 |
3,951.5 |
144.0 |
3.6% |
57.9 |
1.4% |
49% |
False |
False |
708,714 |
20 |
4,151.0 |
3,951.5 |
199.5 |
5.0% |
57.6 |
1.4% |
35% |
False |
False |
730,650 |
40 |
4,153.0 |
3,914.0 |
239.0 |
5.9% |
45.5 |
1.1% |
45% |
False |
False |
506,261 |
60 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
45.7 |
1.1% |
59% |
False |
False |
337,683 |
80 |
4,153.0 |
3,720.0 |
433.0 |
10.8% |
41.0 |
1.0% |
70% |
False |
False |
253,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,318.0 |
2.618 |
4,220.1 |
1.618 |
4,160.1 |
1.000 |
4,123.0 |
0.618 |
4,100.1 |
HIGH |
4,063.0 |
0.618 |
4,040.1 |
0.500 |
4,033.0 |
0.382 |
4,025.9 |
LOW |
4,003.0 |
0.618 |
3,965.9 |
1.000 |
3,943.0 |
1.618 |
3,905.9 |
2.618 |
3,845.9 |
4.250 |
3,748.0 |
|
|
Fisher Pivots for day following 16-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,033.0 |
4,049.0 |
PP |
4,029.2 |
4,039.8 |
S1 |
4,025.3 |
4,030.7 |
|