Trading Metrics calculated at close of trading on 14-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
14,880.00 |
14,869.75 |
-10.25 |
-0.1% |
14,704.25 |
High |
14,994.75 |
14,996.00 |
1.25 |
0.0% |
14,883.75 |
Low |
14,794.50 |
14,841.25 |
46.75 |
0.3% |
14,540.50 |
Close |
14,865.00 |
14,891.75 |
26.75 |
0.2% |
14,810.50 |
Range |
200.25 |
154.75 |
-45.50 |
-22.7% |
343.25 |
ATR |
177.85 |
176.20 |
-1.65 |
-0.9% |
0.00 |
Volume |
506,392 |
499,191 |
-7,201 |
-1.4% |
2,085,109 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,374.00 |
15,287.50 |
14,976.75 |
|
R3 |
15,219.25 |
15,132.75 |
14,934.25 |
|
R2 |
15,064.50 |
15,064.50 |
14,920.00 |
|
R1 |
14,978.00 |
14,978.00 |
14,906.00 |
15,021.25 |
PP |
14,909.75 |
14,909.75 |
14,909.75 |
14,931.25 |
S1 |
14,823.25 |
14,823.25 |
14,877.50 |
14,866.50 |
S2 |
14,755.00 |
14,755.00 |
14,863.50 |
|
S3 |
14,600.25 |
14,668.50 |
14,849.25 |
|
S4 |
14,445.50 |
14,513.75 |
14,806.75 |
|
|
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 |
14,996.00 |
14,540.50 |
455.50 |
3.1% |
186.25 |
1.3% |
77% |
True |
False |
484,833 |
10 |
14,996.00 |
14,471.00 |
525.00 |
3.5% |
168.50 |
1.1% |
80% |
True |
False |
466,634 |
20 |
14,996.00 |
13,830.25 |
1,165.75 |
7.8% |
176.00 |
1.2% |
91% |
True |
False |
464,167 |
40 |
14,996.00 |
12,944.50 |
2,051.50 |
13.8% |
180.00 |
1.2% |
95% |
True |
False |
260,720 |
60 |
14,996.00 |
12,906.00 |
2,090.00 |
14.0% |
203.00 |
1.4% |
95% |
True |
False |
174,147 |
80 |
14,996.00 |
12,602.00 |
2,394.00 |
16.1% |
207.25 |
1.4% |
96% |
True |
False |
130,736 |
100 |
14,996.00 |
12,195.25 |
2,800.75 |
18.8% |
241.75 |
1.6% |
96% |
True |
False |
104,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,653.75 |
2.618 |
15,401.25 |
1.618 |
15,246.50 |
1.000 |
15,150.75 |
0.618 |
15,091.75 |
HIGH |
14,996.00 |
0.618 |
14,937.00 |
0.500 |
14,918.50 |
0.382 |
14,900.25 |
LOW |
14,841.25 |
0.618 |
14,745.50 |
1.000 |
14,686.50 |
1.618 |
14,590.75 |
2.618 |
14,436.00 |
4.250 |
14,183.50 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,918.50 |
14,891.25 |
PP |
14,909.75 |
14,891.00 |
S1 |
14,900.75 |
14,890.50 |
|