Trading Metrics calculated at close of trading on 15-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
14,869.75 |
14,895.00 |
25.25 |
0.2% |
14,704.25 |
High |
14,996.00 |
14,962.75 |
-33.25 |
-0.2% |
14,883.75 |
Low |
14,841.25 |
14,708.25 |
-133.00 |
-0.9% |
14,540.50 |
Close |
14,891.75 |
14,787.50 |
-104.25 |
-0.7% |
14,810.50 |
Range |
154.75 |
254.50 |
99.75 |
64.5% |
343.25 |
ATR |
176.20 |
181.79 |
5.59 |
3.2% |
0.00 |
Volume |
499,191 |
634,785 |
135,594 |
27.2% |
2,085,109 |
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,583.00 |
15,439.75 |
14,927.50 |
|
R3 |
15,328.50 |
15,185.25 |
14,857.50 |
|
R2 |
15,074.00 |
15,074.00 |
14,834.25 |
|
R1 |
14,930.75 |
14,930.75 |
14,810.75 |
14,875.00 |
PP |
14,819.50 |
14,819.50 |
14,819.50 |
14,791.75 |
S1 |
14,676.25 |
14,676.25 |
14,764.25 |
14,620.50 |
S2 |
14,565.00 |
14,565.00 |
14,740.75 |
|
S3 |
14,310.50 |
14,421.75 |
14,717.50 |
|
S4 |
14,056.00 |
14,167.25 |
14,647.50 |
|
|
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 |
14,640.75 |
355.25 |
2.4% |
180.75 |
1.2% |
41% |
False |
False |
485,549 |
10 |
14,996.00 |
14,471.00 |
525.00 |
3.6% |
186.00 |
1.3% |
60% |
False |
False |
491,667 |
20 |
14,996.00 |
13,841.75 |
1,154.25 |
7.8% |
175.50 |
1.2% |
82% |
False |
False |
467,590 |
40 |
14,996.00 |
12,944.50 |
2,051.50 |
13.9% |
180.00 |
1.2% |
90% |
False |
False |
276,568 |
60 |
14,996.00 |
12,906.00 |
2,090.00 |
14.1% |
203.75 |
1.4% |
90% |
False |
False |
184,711 |
80 |
14,996.00 |
12,602.00 |
2,394.00 |
16.2% |
206.00 |
1.4% |
91% |
False |
False |
138,664 |
100 |
14,996.00 |
12,195.25 |
2,800.75 |
18.9% |
240.25 |
1.6% |
93% |
False |
False |
110,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,044.50 |
2.618 |
15,629.00 |
1.618 |
15,374.50 |
1.000 |
15,217.25 |
0.618 |
15,120.00 |
HIGH |
14,962.75 |
0.618 |
14,865.50 |
0.500 |
14,835.50 |
0.382 |
14,805.50 |
LOW |
14,708.25 |
0.618 |
14,551.00 |
1.000 |
14,453.75 |
1.618 |
14,296.50 |
2.618 |
14,042.00 |
4.250 |
13,626.50 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,835.50 |
14,852.00 |
PP |
14,819.50 |
14,830.50 |
S1 |
14,803.50 |
14,809.00 |
|