| 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 |
7,050.5 |
7,060.5 |
10.0 |
0.1% |
7,057.0 |
| High |
7,065.0 |
7,080.5 |
15.5 |
0.2% |
7,102.5 |
| Low |
6,995.0 |
7,043.5 |
48.5 |
0.7% |
6,911.5 |
| Close |
7,063.5 |
7,052.5 |
-11.0 |
-0.2% |
7,044.0 |
| Range |
70.0 |
37.0 |
-33.0 |
-47.1% |
191.0 |
| ATR |
80.5 |
77.4 |
-3.1 |
-3.9% |
0.0 |
| Volume |
68,578 |
58,991 |
-9,587 |
-14.0% |
458,358 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,170.0 |
7,148.0 |
7,073.0 |
|
| R3 |
7,133.0 |
7,111.0 |
7,062.5 |
|
| R2 |
7,096.0 |
7,096.0 |
7,059.5 |
|
| R1 |
7,074.0 |
7,074.0 |
7,056.0 |
7,066.5 |
| PP |
7,059.0 |
7,059.0 |
7,059.0 |
7,055.0 |
| S1 |
7,037.0 |
7,037.0 |
7,049.0 |
7,029.5 |
| S2 |
7,022.0 |
7,022.0 |
7,045.5 |
|
| S3 |
6,985.0 |
7,000.0 |
7,042.5 |
|
| S4 |
6,948.0 |
6,963.0 |
7,032.0 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,592.5 |
7,509.0 |
7,149.0 |
|
| R3 |
7,401.5 |
7,318.0 |
7,096.5 |
|
| R2 |
7,210.5 |
7,210.5 |
7,079.0 |
|
| R1 |
7,127.0 |
7,127.0 |
7,061.5 |
7,073.0 |
| PP |
7,019.5 |
7,019.5 |
7,019.5 |
6,992.5 |
| S1 |
6,936.0 |
6,936.0 |
7,026.5 |
6,882.0 |
| S2 |
6,828.5 |
6,828.5 |
7,009.0 |
|
| S3 |
6,637.5 |
6,745.0 |
6,991.5 |
|
| S4 |
6,446.5 |
6,554.0 |
6,939.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,090.5 |
6,911.5 |
179.0 |
2.5% |
94.0 |
1.3% |
79% |
False |
False |
91,002 |
| 10 |
7,102.5 |
6,911.5 |
191.0 |
2.7% |
87.5 |
1.2% |
74% |
False |
False |
88,466 |
| 20 |
7,143.0 |
6,872.0 |
271.0 |
3.8% |
81.5 |
1.2% |
67% |
False |
False |
88,643 |
| 40 |
7,143.0 |
6,819.5 |
323.5 |
4.6% |
64.0 |
0.9% |
72% |
False |
False |
66,372 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
58.0 |
0.8% |
78% |
False |
False |
44,318 |
| 80 |
7,143.0 |
6,511.0 |
632.0 |
9.0% |
48.5 |
0.7% |
86% |
False |
False |
33,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,238.0 |
|
2.618 |
7,177.5 |
|
1.618 |
7,140.5 |
|
1.000 |
7,117.5 |
|
0.618 |
7,103.5 |
|
HIGH |
7,080.5 |
|
0.618 |
7,066.5 |
|
0.500 |
7,062.0 |
|
0.382 |
7,057.5 |
|
LOW |
7,043.5 |
|
0.618 |
7,020.5 |
|
1.000 |
7,006.5 |
|
1.618 |
6,983.5 |
|
2.618 |
6,946.5 |
|
4.250 |
6,886.0 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,062.0 |
7,038.0 |
| PP |
7,059.0 |
7,023.5 |
| S1 |
7,055.5 |
7,009.0 |
|