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 |
34,779 |
34,798 |
19 |
0.1% |
34,676 |
High |
34,946 |
34,878 |
-68 |
-0.2% |
34,784 |
Low |
34,667 |
34,593 |
-74 |
-0.2% |
34,004 |
Close |
34,816 |
34,864 |
48 |
0.1% |
34,751 |
Range |
279 |
285 |
6 |
2.2% |
780 |
ATR |
368 |
362 |
-6 |
-1.6% |
0 |
Volume |
127,620 |
165,523 |
37,903 |
29.7% |
700,804 |
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,633 |
35,534 |
35,021 |
|
R3 |
35,348 |
35,249 |
34,943 |
|
R2 |
35,063 |
35,063 |
34,916 |
|
R1 |
34,964 |
34,964 |
34,890 |
35,014 |
PP |
34,778 |
34,778 |
34,778 |
34,803 |
S1 |
34,679 |
34,679 |
34,838 |
34,729 |
S2 |
34,493 |
34,493 |
34,812 |
|
S3 |
34,208 |
34,394 |
34,786 |
|
S4 |
33,923 |
34,109 |
34,707 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,853 |
36,582 |
35,180 |
|
R3 |
36,073 |
35,802 |
34,966 |
|
R2 |
35,293 |
35,293 |
34,894 |
|
R1 |
35,022 |
35,022 |
34,823 |
35,158 |
PP |
34,513 |
34,513 |
34,513 |
34,581 |
S1 |
34,242 |
34,242 |
34,680 |
34,378 |
S2 |
33,733 |
33,733 |
34,608 |
|
S3 |
32,953 |
33,462 |
34,537 |
|
S4 |
32,173 |
32,682 |
34,322 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,946 |
34,140 |
806 |
2.3% |
347 |
1.0% |
90% |
False |
False |
142,828 |
10 |
34,946 |
34,004 |
942 |
2.7% |
351 |
1.0% |
91% |
False |
False |
147,173 |
20 |
34,946 |
32,902 |
2,044 |
5.9% |
389 |
1.1% |
96% |
False |
False |
146,644 |
40 |
34,946 |
32,902 |
2,044 |
5.9% |
354 |
1.0% |
96% |
False |
False |
88,811 |
60 |
34,946 |
32,902 |
2,044 |
5.9% |
368 |
1.1% |
96% |
False |
False |
59,283 |
80 |
34,946 |
31,842 |
3,104 |
8.9% |
350 |
1.0% |
97% |
False |
False |
44,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,089 |
2.618 |
35,624 |
1.618 |
35,339 |
1.000 |
35,163 |
0.618 |
35,054 |
HIGH |
34,878 |
0.618 |
34,769 |
0.500 |
34,736 |
0.382 |
34,702 |
LOW |
34,593 |
0.618 |
34,417 |
1.000 |
34,308 |
1.618 |
34,132 |
2.618 |
33,847 |
4.250 |
33,382 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
34,821 |
34,833 |
PP |
34,778 |
34,801 |
S1 |
34,736 |
34,770 |
|