| 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 |
7,050.5 |
7,014.0 |
-36.5 |
-0.5% |
7,057.0 |
| High |
7,062.0 |
7,041.5 |
-20.5 |
-0.3% |
7,102.5 |
| Low |
7,000.5 |
6,929.5 |
-71.0 |
-1.0% |
6,911.5 |
| Close |
7,028.0 |
6,937.0 |
-91.0 |
-1.3% |
7,044.0 |
| Range |
61.5 |
112.0 |
50.5 |
82.1% |
191.0 |
| ATR |
76.3 |
78.8 |
2.6 |
3.3% |
0.0 |
| Volume |
75,884 |
114,086 |
38,202 |
50.3% |
458,358 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,305.5 |
7,233.0 |
6,998.5 |
|
| R3 |
7,193.5 |
7,121.0 |
6,968.0 |
|
| R2 |
7,081.5 |
7,081.5 |
6,957.5 |
|
| R1 |
7,009.0 |
7,009.0 |
6,947.5 |
6,989.0 |
| PP |
6,969.5 |
6,969.5 |
6,969.5 |
6,959.5 |
| S1 |
6,897.0 |
6,897.0 |
6,926.5 |
6,877.0 |
| S2 |
6,857.5 |
6,857.5 |
6,916.5 |
|
| S3 |
6,745.5 |
6,785.0 |
6,906.0 |
|
| S4 |
6,633.5 |
6,673.0 |
6,875.5 |
|
|
| 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 |
7,080.5 |
6,929.5 |
151.0 |
2.2% |
80.0 |
1.2% |
5% |
False |
True |
83,287 |
| 10 |
7,102.5 |
6,911.5 |
191.0 |
2.8% |
85.5 |
1.2% |
13% |
False |
False |
85,100 |
| 20 |
7,102.5 |
6,872.0 |
230.5 |
3.3% |
84.5 |
1.2% |
28% |
False |
False |
86,443 |
| 40 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
65.0 |
0.9% |
24% |
False |
False |
71,052 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
59.5 |
0.9% |
50% |
False |
False |
47,484 |
| 80 |
7,143.0 |
6,511.0 |
632.0 |
9.1% |
50.0 |
0.7% |
67% |
False |
False |
35,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,517.5 |
|
2.618 |
7,334.5 |
|
1.618 |
7,222.5 |
|
1.000 |
7,153.5 |
|
0.618 |
7,110.5 |
|
HIGH |
7,041.5 |
|
0.618 |
6,998.5 |
|
0.500 |
6,985.5 |
|
0.382 |
6,972.5 |
|
LOW |
6,929.5 |
|
0.618 |
6,860.5 |
|
1.000 |
6,817.5 |
|
1.618 |
6,748.5 |
|
2.618 |
6,636.5 |
|
4.250 |
6,453.5 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,985.5 |
7,005.0 |
| PP |
6,969.5 |
6,982.5 |
| S1 |
6,953.0 |
6,959.5 |
|