Trading Metrics calculated at close of trading on 13-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
14,824.00 |
14,880.00 |
56.00 |
0.4% |
14,704.25 |
High |
14,888.50 |
14,994.75 |
106.25 |
0.7% |
14,883.75 |
Low |
14,785.00 |
14,794.50 |
9.50 |
0.1% |
14,540.50 |
Close |
14,869.25 |
14,865.00 |
-4.25 |
0.0% |
14,810.50 |
Range |
103.50 |
200.25 |
96.75 |
93.5% |
343.25 |
ATR |
176.12 |
177.85 |
1.72 |
1.0% |
0.00 |
Volume |
362,608 |
506,392 |
143,784 |
39.7% |
2,085,109 |
|
Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,485.50 |
15,375.50 |
14,975.25 |
|
R3 |
15,285.25 |
15,175.25 |
14,920.00 |
|
R2 |
15,085.00 |
15,085.00 |
14,901.75 |
|
R1 |
14,975.00 |
14,975.00 |
14,883.25 |
14,930.00 |
PP |
14,884.75 |
14,884.75 |
14,884.75 |
14,862.25 |
S1 |
14,774.75 |
14,774.75 |
14,846.75 |
14,729.50 |
S2 |
14,684.50 |
14,684.50 |
14,828.25 |
|
S3 |
14,484.25 |
14,574.50 |
14,810.00 |
|
S4 |
14,284.00 |
14,374.25 |
14,754.75 |
|
|
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 |
14,994.75 |
14,540.50 |
454.25 |
3.1% |
186.75 |
1.3% |
71% |
True |
False |
479,285 |
10 |
14,994.75 |
14,468.75 |
526.00 |
3.5% |
164.50 |
1.1% |
75% |
True |
False |
452,732 |
20 |
14,994.75 |
13,830.25 |
1,164.50 |
7.8% |
176.00 |
1.2% |
89% |
True |
False |
461,675 |
40 |
14,994.75 |
12,944.50 |
2,050.25 |
13.8% |
182.50 |
1.2% |
94% |
True |
False |
248,265 |
60 |
14,994.75 |
12,906.00 |
2,088.75 |
14.1% |
204.25 |
1.4% |
94% |
True |
False |
165,837 |
80 |
14,994.75 |
12,602.00 |
2,392.75 |
16.1% |
208.00 |
1.4% |
95% |
True |
False |
124,504 |
100 |
14,994.75 |
12,195.25 |
2,799.50 |
18.8% |
241.75 |
1.6% |
95% |
True |
False |
99,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,845.75 |
2.618 |
15,519.00 |
1.618 |
15,318.75 |
1.000 |
15,195.00 |
0.618 |
15,118.50 |
HIGH |
14,994.75 |
0.618 |
14,918.25 |
0.500 |
14,894.50 |
0.382 |
14,871.00 |
LOW |
14,794.50 |
0.618 |
14,670.75 |
1.000 |
14,594.25 |
1.618 |
14,470.50 |
2.618 |
14,270.25 |
4.250 |
13,943.50 |
|
|
Fisher Pivots for day following 13-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,894.50 |
14,849.25 |
PP |
14,884.75 |
14,833.50 |
S1 |
14,875.00 |
14,817.75 |
|