Trading Metrics calculated at close of trading on 09-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
14,812.00 |
14,710.25 |
-101.75 |
-0.7% |
14,704.25 |
High |
14,822.00 |
14,832.00 |
10.00 |
0.1% |
14,883.75 |
Low |
14,540.50 |
14,640.75 |
100.25 |
0.7% |
14,540.50 |
Close |
14,712.25 |
14,810.50 |
98.25 |
0.7% |
14,810.50 |
Range |
281.50 |
191.25 |
-90.25 |
-32.1% |
343.25 |
ATR |
180.98 |
181.71 |
0.73 |
0.4% |
0.00 |
Volume |
631,207 |
424,770 |
-206,437 |
-32.7% |
2,085,109 |
|
Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,334.75 |
15,264.00 |
14,915.75 |
|
R3 |
15,143.50 |
15,072.75 |
14,863.00 |
|
R2 |
14,952.25 |
14,952.25 |
14,845.50 |
|
R1 |
14,881.50 |
14,881.50 |
14,828.00 |
14,917.00 |
PP |
14,761.00 |
14,761.00 |
14,761.00 |
14,778.75 |
S1 |
14,690.25 |
14,690.25 |
14,793.00 |
14,725.50 |
S2 |
14,569.75 |
14,569.75 |
14,775.50 |
|
S3 |
14,378.50 |
14,499.00 |
14,758.00 |
|
S4 |
14,187.25 |
14,307.75 |
14,705.25 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,774.75 |
15,635.75 |
14,999.25 |
|
R3 |
15,431.50 |
15,292.50 |
14,905.00 |
|
R2 |
15,088.25 |
15,088.25 |
14,873.50 |
|
R1 |
14,949.25 |
14,949.25 |
14,842.00 |
15,018.75 |
PP |
14,745.00 |
14,745.00 |
14,745.00 |
14,779.50 |
S1 |
14,606.00 |
14,606.00 |
14,779.00 |
14,675.50 |
S2 |
14,401.75 |
14,401.75 |
14,747.50 |
|
S3 |
14,058.50 |
14,262.75 |
14,716.00 |
|
S4 |
13,715.25 |
13,919.50 |
14,621.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,883.75 |
14,513.25 |
370.50 |
2.5% |
202.25 |
1.4% |
80% |
False |
False |
495,455 |
10 |
14,883.75 |
14,313.25 |
570.50 |
3.9% |
161.00 |
1.1% |
87% |
False |
False |
441,494 |
20 |
14,883.75 |
13,830.25 |
1,053.50 |
7.1% |
172.50 |
1.2% |
93% |
False |
False |
448,503 |
40 |
14,883.75 |
12,906.00 |
1,977.75 |
13.4% |
191.50 |
1.3% |
96% |
False |
False |
226,603 |
60 |
14,883.75 |
12,906.00 |
1,977.75 |
13.4% |
204.75 |
1.4% |
96% |
False |
False |
151,368 |
80 |
14,883.75 |
12,602.00 |
2,281.75 |
15.4% |
214.50 |
1.4% |
97% |
False |
False |
113,650 |
100 |
14,883.75 |
12,195.25 |
2,688.50 |
18.2% |
243.25 |
1.6% |
97% |
False |
False |
90,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,644.75 |
2.618 |
15,332.75 |
1.618 |
15,141.50 |
1.000 |
15,023.25 |
0.618 |
14,950.25 |
HIGH |
14,832.00 |
0.618 |
14,759.00 |
0.500 |
14,736.50 |
0.382 |
14,713.75 |
LOW |
14,640.75 |
0.618 |
14,522.50 |
1.000 |
14,449.50 |
1.618 |
14,331.25 |
2.618 |
14,140.00 |
4.250 |
13,828.00 |
|
|
Fisher Pivots for day following 09-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,785.75 |
14,777.75 |
PP |
14,761.00 |
14,745.00 |
S1 |
14,736.50 |
14,712.00 |
|