| 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 |
2,199.0 |
2,185.0 |
-14.0 |
-0.6% |
2,275.4 |
| High |
2,201.3 |
2,211.3 |
10.0 |
0.5% |
2,283.4 |
| Low |
2,159.3 |
2,154.8 |
-4.5 |
-0.2% |
2,154.8 |
| Close |
2,186.8 |
2,158.9 |
-27.9 |
-1.3% |
2,158.9 |
| Range |
42.0 |
56.5 |
14.5 |
34.5% |
128.6 |
| ATR |
44.0 |
44.9 |
0.9 |
2.0% |
0.0 |
| Volume |
224,386 |
189,033 |
-35,353 |
-15.8% |
853,764 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.5 |
2,308.2 |
2,190.0 |
|
| R3 |
2,288.0 |
2,251.7 |
2,174.4 |
|
| R2 |
2,231.5 |
2,231.5 |
2,169.3 |
|
| R1 |
2,195.2 |
2,195.2 |
2,164.1 |
2,185.1 |
| PP |
2,175.0 |
2,175.0 |
2,175.0 |
2,170.0 |
| S1 |
2,138.7 |
2,138.7 |
2,153.7 |
2,128.6 |
| S2 |
2,118.5 |
2,118.5 |
2,148.5 |
|
| S3 |
2,062.0 |
2,082.2 |
2,143.4 |
|
| S4 |
2,005.5 |
2,025.7 |
2,127.8 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.8 |
2,500.5 |
2,229.6 |
|
| R3 |
2,456.2 |
2,371.9 |
2,194.3 |
|
| R2 |
2,327.6 |
2,327.6 |
2,182.5 |
|
| R1 |
2,243.3 |
2,243.3 |
2,170.7 |
2,221.2 |
| PP |
2,199.0 |
2,199.0 |
2,199.0 |
2,188.0 |
| S1 |
2,114.7 |
2,114.7 |
2,147.1 |
2,092.6 |
| S2 |
2,070.4 |
2,070.4 |
2,135.3 |
|
| S3 |
1,941.8 |
1,986.1 |
2,123.5 |
|
| S4 |
1,813.2 |
1,857.5 |
2,088.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,283.4 |
2,154.8 |
128.6 |
6.0% |
46.6 |
2.2% |
3% |
False |
True |
170,752 |
| 10 |
2,335.9 |
2,154.8 |
181.1 |
8.4% |
51.2 |
2.4% |
2% |
False |
True |
167,017 |
| 20 |
2,346.7 |
2,154.8 |
191.9 |
8.9% |
45.2 |
2.1% |
2% |
False |
True |
156,510 |
| 40 |
2,346.9 |
2,154.8 |
192.1 |
8.9% |
40.5 |
1.9% |
2% |
False |
True |
106,551 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
11.0% |
42.3 |
2.0% |
21% |
False |
False |
71,097 |
| 80 |
2,346.9 |
2,088.9 |
258.0 |
12.0% |
44.1 |
2.0% |
27% |
False |
False |
53,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,451.4 |
|
2.618 |
2,359.2 |
|
1.618 |
2,302.7 |
|
1.000 |
2,267.8 |
|
0.618 |
2,246.2 |
|
HIGH |
2,211.3 |
|
0.618 |
2,189.7 |
|
0.500 |
2,183.1 |
|
0.382 |
2,176.4 |
|
LOW |
2,154.8 |
|
0.618 |
2,119.9 |
|
1.000 |
2,098.3 |
|
1.618 |
2,063.4 |
|
2.618 |
2,006.9 |
|
4.250 |
1,914.7 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,183.1 |
2,204.9 |
| PP |
2,175.0 |
2,189.5 |
| S1 |
2,167.0 |
2,174.2 |
|