| 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 |
7,014.0 |
6,943.0 |
-71.0 |
-1.0% |
7,050.5 |
| High |
7,041.5 |
6,992.0 |
-49.5 |
-0.7% |
7,080.5 |
| Low |
6,929.5 |
6,904.5 |
-25.0 |
-0.4% |
6,904.5 |
| Close |
6,937.0 |
6,930.5 |
-6.5 |
-0.1% |
6,930.5 |
| Range |
112.0 |
87.5 |
-24.5 |
-21.9% |
176.0 |
| ATR |
78.8 |
79.4 |
0.6 |
0.8% |
0.0 |
| Volume |
114,086 |
116,453 |
2,367 |
2.1% |
433,992 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,205.0 |
7,155.0 |
6,978.5 |
|
| R3 |
7,117.5 |
7,067.5 |
6,954.5 |
|
| R2 |
7,030.0 |
7,030.0 |
6,946.5 |
|
| R1 |
6,980.0 |
6,980.0 |
6,938.5 |
6,961.0 |
| PP |
6,942.5 |
6,942.5 |
6,942.5 |
6,933.0 |
| S1 |
6,892.5 |
6,892.5 |
6,922.5 |
6,874.0 |
| S2 |
6,855.0 |
6,855.0 |
6,914.5 |
|
| S3 |
6,767.5 |
6,805.0 |
6,906.5 |
|
| S4 |
6,680.0 |
6,717.5 |
6,882.5 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,500.0 |
7,391.0 |
7,027.5 |
|
| R3 |
7,324.0 |
7,215.0 |
6,979.0 |
|
| R2 |
7,148.0 |
7,148.0 |
6,963.0 |
|
| R1 |
7,039.0 |
7,039.0 |
6,946.5 |
7,005.5 |
| PP |
6,972.0 |
6,972.0 |
6,972.0 |
6,955.0 |
| S1 |
6,863.0 |
6,863.0 |
6,914.5 |
6,829.5 |
| S2 |
6,796.0 |
6,796.0 |
6,898.0 |
|
| S3 |
6,620.0 |
6,687.0 |
6,882.0 |
|
| S4 |
6,444.0 |
6,511.0 |
6,833.5 |
|
|
| 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 |
6,904.5 |
176.0 |
2.5% |
73.5 |
1.1% |
15% |
False |
True |
86,798 |
| 10 |
7,102.5 |
6,904.5 |
198.0 |
2.9% |
89.0 |
1.3% |
13% |
False |
True |
89,235 |
| 20 |
7,102.5 |
6,872.0 |
230.5 |
3.3% |
81.0 |
1.2% |
25% |
False |
False |
85,361 |
| 40 |
7,143.0 |
6,872.0 |
271.0 |
3.9% |
67.0 |
1.0% |
22% |
False |
False |
73,963 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
60.5 |
0.9% |
48% |
False |
False |
49,425 |
| 80 |
7,143.0 |
6,511.0 |
632.0 |
9.1% |
51.0 |
0.7% |
66% |
False |
False |
37,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,364.0 |
|
2.618 |
7,221.0 |
|
1.618 |
7,133.5 |
|
1.000 |
7,079.5 |
|
0.618 |
7,046.0 |
|
HIGH |
6,992.0 |
|
0.618 |
6,958.5 |
|
0.500 |
6,948.0 |
|
0.382 |
6,938.0 |
|
LOW |
6,904.5 |
|
0.618 |
6,850.5 |
|
1.000 |
6,817.0 |
|
1.618 |
6,763.0 |
|
2.618 |
6,675.5 |
|
4.250 |
6,532.5 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,948.0 |
6,983.0 |
| PP |
6,942.5 |
6,965.5 |
| S1 |
6,936.5 |
6,948.0 |
|