Trading Metrics calculated at close of trading on 12-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
14,710.25 |
14,824.00 |
113.75 |
0.8% |
14,704.25 |
High |
14,832.00 |
14,888.50 |
56.50 |
0.4% |
14,883.75 |
Low |
14,640.75 |
14,785.00 |
144.25 |
1.0% |
14,540.50 |
Close |
14,810.50 |
14,869.25 |
58.75 |
0.4% |
14,810.50 |
Range |
191.25 |
103.50 |
-87.75 |
-45.9% |
343.25 |
ATR |
181.71 |
176.12 |
-5.59 |
-3.1% |
0.00 |
Volume |
424,770 |
362,608 |
-62,162 |
-14.6% |
2,085,109 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,158.00 |
15,117.25 |
14,926.25 |
|
R3 |
15,054.50 |
15,013.75 |
14,897.75 |
|
R2 |
14,951.00 |
14,951.00 |
14,888.25 |
|
R1 |
14,910.25 |
14,910.25 |
14,878.75 |
14,930.50 |
PP |
14,847.50 |
14,847.50 |
14,847.50 |
14,857.75 |
S1 |
14,806.75 |
14,806.75 |
14,859.75 |
14,827.00 |
S2 |
14,744.00 |
14,744.00 |
14,850.25 |
|
S3 |
14,640.50 |
14,703.25 |
14,840.75 |
|
S4 |
14,537.00 |
14,599.75 |
14,812.25 |
|
|
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 |
14,888.50 |
14,540.50 |
348.00 |
2.3% |
179.75 |
1.2% |
94% |
True |
False |
489,543 |
10 |
14,888.50 |
14,333.25 |
555.25 |
3.7% |
163.25 |
1.1% |
97% |
True |
False |
439,779 |
20 |
14,888.50 |
13,830.25 |
1,058.25 |
7.1% |
174.50 |
1.2% |
98% |
True |
False |
455,163 |
40 |
14,888.50 |
12,944.50 |
1,944.00 |
13.1% |
186.50 |
1.3% |
99% |
True |
False |
235,626 |
60 |
14,888.50 |
12,906.00 |
1,982.50 |
13.3% |
202.50 |
1.4% |
99% |
True |
False |
157,403 |
80 |
14,888.50 |
12,602.00 |
2,286.50 |
15.4% |
211.75 |
1.4% |
99% |
True |
False |
118,181 |
100 |
14,888.50 |
12,195.25 |
2,693.25 |
18.1% |
242.00 |
1.6% |
99% |
True |
False |
94,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,328.50 |
2.618 |
15,159.50 |
1.618 |
15,056.00 |
1.000 |
14,992.00 |
0.618 |
14,952.50 |
HIGH |
14,888.50 |
0.618 |
14,849.00 |
0.500 |
14,836.75 |
0.382 |
14,824.50 |
LOW |
14,785.00 |
0.618 |
14,721.00 |
1.000 |
14,681.50 |
1.618 |
14,617.50 |
2.618 |
14,514.00 |
4.250 |
14,345.00 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,858.50 |
14,817.75 |
PP |
14,847.50 |
14,766.00 |
S1 |
14,836.75 |
14,714.50 |
|